# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-26-000546
**Filing Date:** 2026-4
**Character Count:** 1261551
**Document Hash:** 6ec2b930912151bc71d18a239a443f17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-26-000546.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000898745-26-000546

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 26891056

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 711 High St

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50392

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $537245928.46

**Total Liabilities:** $11055520.92

**Net Assets:** $526190407.54

**Amount of Assets Invested in Other Investment Companies:** $11288655.11

**Delayed Delivery Securities:** $2366035.92

**Cash Not Reported:** $21393346.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39.21280000 | **1-Year:** -209.50330000 | **5-Year:** 2581.93720000 | **10-Year:** -207.35100000 | **30-Year:** 101.99810000

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

- **3-Month:** 32.88530000 | **1-Year:** 356.51320000 | **5-Year:** 4388.35550000 | **10-Year:** 2388.54100000 | **30-Year:** 834.92620000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104714 | 1.03%                | 1.55%                | 1.44%                |
| Class ID C000104712 | 0.92%                | 1.57%                | 1.38%                |
| Class ID C000190071 | 1.03%                | 1.63%                | 1.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8323349.90             | $-1853781.53                               |
| Month 2  | $3122934.40              | $2499195.69                                |
| Month 3  | $1827628.78              | $3326721.26                                |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                        | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8685.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          18 | NC      | $-20205.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                                                                 | Fastenal Co                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        2008 | NS      | $92448.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $25506.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                                          | Realty Income Corp                                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        2466 | NS      | $165222.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3343.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Global Acquisition I Corp - Warrants                                                 | Target Global Acquisition I Corp - Warrants                                                 | CUSIP: G8675N125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1309 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |          85 | NS      | $26431.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1349.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $3280.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Times China Holdings Ltd                                                                    | Times China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |       17872 | PA      | $312.76       | 0.00%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1013.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $647.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southcross Holdings                                                                         | Southcross Holdings                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      615976 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                                                              | Mountain Lake Acquisition Corp                                                              | CUSIP: G6301B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19969 | NS      | $209474.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      325000 | PA      | $312099.71    | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                                     | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5200000 | PA      | $1242050.39   | 0.24%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         766 | NC      | $-166927.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                              | Halliburton Co                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       21479 | NS      | $773244.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-98.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $402.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $281.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $179.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1408.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                                | Teradyne Inc                                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         917 | NS      | $293467.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                                                | AutoZone Inc                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |           1 | NS      | $3755.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          20 | NC      | $-91548.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                               | Mexican Bonos                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    20700000 | PA      | $1059988.56   | 0.20%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1515.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-186.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2429.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8809.08      | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                                                      | BP PLC                                                                                      | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       14695 | NS      | $95244.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp - Rights                                                       | Cal Redwood Acquisition Corp - Rights                                                       | CUSIP: G17564116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3133 | NS      | $532.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1780.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1420.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                                          | Compass Datacenters Issuer III LLC                                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $65827.07     | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-236.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rubrik Inc                                                                                  | Rubrik Inc                                                                                  | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21360.00     | 0.00%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                             | TJX Cos Inc/The                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        1662 | NS      | $268678.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Acquisition Corp I                                                                   | Viking Acquisition Corp I                                                                   | CUSIP: G9582G120<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1624 | NS      | $16321.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc - Escrow                                                                         | Altaba Inc - Escrow                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      837142 | NS      | $1069030.33   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-294.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |       40281 | PA      | $201.41       | 0.00%             | 2034-06-30      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Moody's Corp                                                                                | Moody's Corp                                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |          39 | NS      | $18626.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                                     | Naturgy Energy Group SA                                                                     | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |       21260 | NS      | $660690.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-109.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                                       | Angolan Government International Bond                                                       | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      275000 | PA      | $278535.52    | 0.05%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-209.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UY Scuti Acquisition Corp - Rights                                                          | UY Scuti Acquisition Corp - Rights                                                          | CUSIP: G93Y0A112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2169 | NS      | $349.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                                   | TEGNA Inc                                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       40027 | NS      | $838565.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $311.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                    | Daimler Truck Holding AG                                                                    | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        1725 | NS      | $87033.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86557.92     | 0.02%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: G9T27HAG9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $427628.56    | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $17793.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa Government International Bond                                      | Republic of South Africa Government International Bond                                      | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $200097.00    | 0.04%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASM International NV                                                                        | ASM International NV                                                                        | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         416 | NS      | $350849.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4819.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2023-3                                                | Westlake Automobile Receivables Trust 2023-3                                                | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102496.99    | 0.02%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    32550000 | PA      | $726827.63    | 0.14%             | 2029-09-12      | Fixed         | 30.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1074.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2025-2                                                   | Regional Management Issuance Trust 2025-2                                                   | CUSIP: 75908BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $141077.38    | 0.03%             | 2037-11-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1987.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1191.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $-2941.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           2 | NC      | $-470.93      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19435.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2986000 | PA      | $2966292.40   | 0.56%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Reserve Acquisition Corp I                                                            | Crown Reserve Acquisition Corp I                                                            | CUSIP: G2574F119<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       13936 | NS      | $139360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc Term Loan B                                                                  | NRG Energy Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5E2UPK5SW04M13XY7I38       | Long             | LON              | CORP              | US        |      242022 | PA      | $242438.34    | 0.05%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $835.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         235 | NS      | $49902.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Eagle Acquisition Corp                                                             | Infinite Eagle Acquisition Corp                                                             | CUSIP: G4802J129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1125 | NS      | $11486.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27858.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-214.09      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Funding Trust 2025-1                                                                | Redwood Funding Trust 2025-1                                                                | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       92390 | PA      | $92434.23     | 0.02%             | 2055-05-27      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                                             | Coles Group Ltd                                                                             | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        5646 | NS      | $82800.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Era Acquisition Corp I                                                                | Fifth Era Acquisition Corp I                                                                | CUSIP: G3415K101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1781 | NS      | $18308.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                                         | VICI Properties Inc                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       30173 | NS      | $911526.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc Term Loan B                                                 | Solstice Advanced Materials Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 2138004GZ4H9TW6HK435       | Long             | LON              | CORP              | US        |       92910 | PA      | $93142.07     | 0.02%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                                       | GFL Environmental Inc                                                                       | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $44200.11     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                                                        | Align Technology Inc                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         735 | NS      | $139723.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1848.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                                | Japan Treasury Discount Bill                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   674500000 | PA      | $4306599.03   | 0.82%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                                      | IDEXX Laboratories Inc                                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         512 | NS      | $336245.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                                                                 | Endeavor Group Holdings Inc                                                                 | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      137899 | NS      | $3792222.50   | 0.72%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $514.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1702.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                                 | BioMarin Pharmaceutical Inc                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        2730 | NS      | $168522.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment Ltd                                                                  | CFLD Cayman Investment Ltd                                                                  | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |       57777 | PA      | $1848.86      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      201000 | PA      | $203984.85    | 0.04%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc Term Loan B                                                        | Allison Transmission Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: MWKQ3I0U1GXP2YDSZW75       | Long             | LON              | CORP              | US        |       80734 | PA      | $81108.20     | 0.02%             | 2032-11-05      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4430.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $153.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                                   | Cincinnati Financial Corp                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        1485 | NS      | $243510.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3861.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2154.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20991.30     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11166.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC Term Loan B                                                          | Darktrace Finco US LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27930 | PA      | $26463.34     | 0.01%             | 2031-10-09      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-590.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-1 Ltd                                                               | Rockford Tower CLO 2018-1 Ltd                                                               | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       20962 | PA      | $20965.25     | 0.00%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                                                  | Expeditors International of Washington Inc                                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         736 | NS      | $106742.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $74.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-30093.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $444.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                        | Howmet Aerospace Inc                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         759 | NS      | $199260.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $11565.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5421.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1668.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        2436 | NS      | $258313.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $367.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4497.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1340.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $721.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $36624.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         234 | NC      | $27020.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                | Apollo Global Management Inc                                                                | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |         100 | NS      | $5606.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government International Bond                                                        | Israel Government International Bond                                                        | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      550000 | PA      | $546368.00    | 0.10%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                                                  | CF Industries Holdings Inc                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        5024 | NS      | $500088.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $2121.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPACSphere Acquisition Corp                                                                 | SPACSphere Acquisition Corp                                                                 | CUSIP: G8T088125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11188 | NS      | $112998.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18933.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                                   | Safran SA                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |         474 | NS      | $190898.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2970.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp - Rights                                                     | Mountain Lake Acquisition Corp - Rights                                                     | CUSIP: G6301B127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6834 | NS      | $1913.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                                                                       | JD Sports Fashion PLC                                                                       | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |       63910 | NS      | $70405.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-564.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $135.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      315000 | PA      | $315416.97    | 0.06%             | 2028-03-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2880000 | PA      | $897783.12    | 0.17%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2139.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-123.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd                                                                            | Dye & Durham Ltd                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |      269000 | PA      | $186360.47    | 0.04%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $224.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $541690.30    | 0.10%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Emirates Reit Sukuk III Ltd                                                                 | Emirates Reit Sukuk III Ltd                                                                 | CUSIP: G3100GAA8<br>LEI: 254900O98LGR8HB3GT84 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $203439.37    | 0.04%             | 2028-12-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                              | Fairfax Financial Holdings Ltd                                                              | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | EC               | CORP              | CA        |         200 | NS      | $344232.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           8 | NC      | $387957.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-711.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-290.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $647.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Drive Acquisition Co                                                               | American Drive Acquisition Co                                                               | CUSIP: G0R91M121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3676 | NS      | $36649.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                                 | Phillips 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        1922 | NS      | $296622.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp I                                                            | Crown Reserve Acquisition Corp I                                                            | CUSIP: G2574F101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        5526 | NS      | $56365.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Treasury Discount Bill                                                                | Japan Treasury Discount Bill                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   152500000 | PA      | $975609.19    | 0.19%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $31719.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                                | Centrica PLC                                                                                | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       72491 | NS      | $194402.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                             | Republic of Kenya Government International Bond                                             | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      575000 | PA      | $565606.58    | 0.11%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| 4L Technologies                                                                             | 4L Technologies                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       24306 | NS      | $243.06       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ribbon Acquisition Corp                                                                     | Ribbon Acquisition Corp                                                                     | CUSIP: G7552W109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        8624 | NS      | $90465.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $192.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southcross Energy Series A                                                                  | Southcross Energy Series A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     2399339 | NS      | $18560.93     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12517.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel LP                                                                                  | Citadel LP                                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36566.86     | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2023-4                                                    | GLS Auto Receivables Issuer Trust 2023-4                                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $113732.47    | 0.02%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M6S21BAS2<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      100000 | PA      | $29762.50     | 0.01%             | 2031-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2007-4 Trust                                                        | Banc of America Funding 2007-4 Trust                                                        | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17260 | PA      | $15309.83     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-944.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 LLC                                                                          | PRET 2025-NPL8 LLC                                                                          | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |      113650 | PA      | $114075.78    | 0.02%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $468.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $231.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cimko Cimento Ve Beton Sanayi Ve Ticaret AS                                                 | Cimko Cimento Ve Beton Sanayi Ve Ticaret AS                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | TR        |      225000 | PA      | $244025.59    | 0.05%             | 2030-05-21      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                             | London Stock Exchange Group PLC                                                             | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        2424 | NS      | $288804.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust 2022-SSP                                                                          | BPR Trust 2022-SSP                                                                          | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $244540.63    | 0.05%             | 2039-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25052.90     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Drugs Made In America Acquisition II Corp                                                   | Drugs Made In America Acquisition II Corp                                                   | CUSIP: G2851K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11413 | NS      | $113901.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $7238.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |        3365 | NS      | $273625.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          30 | NC      | $63535.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        1778 | NS      | $142062.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          27 | NC      | $18975.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                                         | Arista Networks Inc                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        1814 | NS      | $242169.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C36                                              | Wells Fargo Commercial Mortgage Trust 2016-C36                                              | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $84969.04     | 0.02%             | 2059-11-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-343.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp - Warrants                                                           | Stellar V Capital Corp - Warrants                                                           | CUSIP: G8475V111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2156 | NS      | $452.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           4 | NC      | $913.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1149.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                                      | Pakistan Government International Bond                                                      | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $201619.58    | 0.04%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Water Acquisition Corp III - Warrants                                                  | Blue Water Acquisition Corp III - Warrants                                                  | CUSIP: G1368E114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4172 | NS      | $1918.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Brands Group LLC DIP PIK TERM                                                         | First Brands Group LLC DIP PIK TERM                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       41371 | PA      | $82.74        | 0.00%             | 2026-06-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                                                    | CapitaLand Ascendas REIT                                                                    | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |      369400 | NS      | $784695.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                                              | CBRE Group Inc                                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |         709 | NS      | $104690.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $958.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $642.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apex Treasury Corp                                                                          | Apex Treasury Corp                                                                          | CUSIP: G04104108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22223 | NS      | $220452.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-164.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-346.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                                       | Mitsui Fudosan Co Ltd                                                                       | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |        7800 | NS      | $105142.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11514.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                                                         | Exact Sciences Corp                                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       28243 | NS      | $2919761.34   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisition II Corp                                                              | Iron Horse Acquisition II Corp                                                              | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3676 | NS      | $36833.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment Ltd                                                                  | CFLD Cayman Investment Ltd                                                                  | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |       13504 | PA      | $280.88       | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2004-HYB4                                                   | CHL Mortgage Pass-Through Trust 2004-HYB4                                                   | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9529 | PA      | $9277.12      | 0.00%             | 2034-09-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $302880.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2026-1 LLC                                                                             | PRPM 2026-1 LLC                                                                             | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100060.80    | 0.02%             | 2031-02-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         145 | NC      | $-40506.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-895.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                                          | Trade Desk Inc/The                                                                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        1854 | NS      | $44162.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          28 | NC      | $13654.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                                                           | Ralph Lauren Corp                                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         404 | NS      | $146490.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans Union LLC Term Loan B8                                                                | Trans Union LLC Term Loan B8                                                                | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | LON              | CORP              | US        |      188044 | PA      | $186130.01    | 0.04%             | 2031-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                          | Ryan Specialty LLC                                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13098.21     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95984.51     | 0.02%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        6223 | NS      | $119792.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $337.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dune Acquisition Corp II - Warrants                                                         | Dune Acquisition Corp II - Warrants                                                         | CUSIP: G2867S117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5151 | NS      | $1634.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $84090.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $2620.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                                             | Norsk Hydro ASA                                                                             | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       46125 | NS      | $427967.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-854.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8770.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                          | Valero Energy Corp                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        6348 | NS      | $1299054.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202690.62    | 0.04%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $83.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $725.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                                           | Japan Tobacco Inc                                                                           | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       13400 | NS      | $512676.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $3531.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                                                   | PG&E Corp                                                                                   | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |         516 | NS      | $23390.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         711 | NS      | $165008.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                                                           | Kinross Gold Corp                                                                           | CUSIP: N/A<br>LEI: 254900O9KHF2A1ZXPT47       | Long             | EC               | CORP              | CA        |        5000 | NS      | $184817.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        3120 | NS      | $632174.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                                                  | Hasbro Inc                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        1130 | NS      | $112536.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asplundh Tree Expert LLC Term Loan B                                                        | Asplundh Tree Expert LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      155189 | PA      | $155350.57    | 0.03%             | 2031-05-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-7565.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust 2004-5                                                         | MASTR Alternative Loan Trust 2004-5                                                         | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8363 | PA      | $8655.68      | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                         | Antares Holdings LP                                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      254000 | PA      | $248984.25    | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-385.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $4135.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veon Midco BV                                                                               | Veon Midco BV                                                                               | CUSIP: N9219HAP0<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $816960.93    | 0.16%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Translational Development Acquisition Corp                                                  | Translational Development Acquisition Corp                                                  | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4069 | NS      | $42846.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                           | Venture Global Calcasieu Pass LLC                                                           | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8010.17      | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                | QUALCOMM Inc                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        2553 | NS      | $363445.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartzsea Acquisition Corp                                                                  | Quartzsea Acquisition Corp                                                                  | CUSIP: G7314B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14901 | NS      | $153331.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15895.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvard Ave Acquisition Corp                                                                | Harvard Ave Acquisition Corp                                                                | CUSIP: G4330A129<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       12376 | NS      | $124997.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        4191 | NS      | $461806.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1674.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                            | Navient Private Education Refi Loan Trust 2020-F                                            | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $88148.20     | 0.02%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                                    | Simon Property Group Inc                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        1206 | NS      | $245843.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8633.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daedalus Special Acquisition Corp                                                           | Daedalus Special Acquisition Corp                                                           | CUSIP: G2616C124<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        3247 | NS      | $32762.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp Term Loan                                                                        | Terex Corp Term Loan                                                                        | CUSIP: N/A<br>LEI: YAWJZJYEQ7M1SYMOS462       | Long             | LON              | CORP              | US        |      180058 | PA      | $180058.02    | 0.03%             | 2031-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-202.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14110.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                                                   | Avolta AG                                                                                   | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |        3866 | NS      | $254148.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2983.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FG Merger II Corp                                                                           | FG Merger II Corp                                                                           | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24393 | NS      | $246125.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                                                      | T Rowe Price Group Inc                                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        4131 | NS      | $390916.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1545.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $510.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                             | Taylor Morrison Communities Inc                                                             | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61997.52     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BlackRock MuniYield Quality Fund III Inc                                                    | BlackRock MuniYield Quality Fund III Inc                                                    | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |       13263 | NS      | $149208.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                                                        | Commercial Metals Co                                                                        | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50188.15     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        4136 | NS      | $185623.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12237.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $501083.22    | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                       | Nigeria Government International Bond                                                       | CUSIP: V342A3BZ6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      600000 | PA      | $618283.36    | 0.12%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                                       | Kirin Holdings Co Ltd                                                                       | CUSIP: N/A<br>LEI: 353800GBVL72LLMTYM96       | Long             | EC               | CORP              | JP        |        7900 | NS      | $137125.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $909.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jena Acquisition Corp II                                                                    | Jena Acquisition Corp II                                                                    | CUSIP: G5093B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18921 | NS      | $194697.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31862.09     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                                                         | TE Connectivity PLC                                                                         | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        1976 | NS      | $454776.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II - Warrants                                                       | Gesher Acquisition Corp II - Warrants                                                       | CUSIP: G3852D115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2610 | NS      | $681.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1732.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16559.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1387.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-205.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                                           | Swire Pacific Ltd                                                                           | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |       47500 | NS      | $510243.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FutureCrest Acquisition Corp                                                                | FutureCrest Acquisition Corp                                                                | CUSIP: G3730U123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         206 | NS      | $2101.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $750.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $574.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       38972 | PA      | $779.44       | 0.00%             | 2027-12-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                                               | Coloplast A/S                                                                               | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |         758 | NS      | $58731.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-182.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                                                  | Ligand Pharmaceuticals Inc                                                                  | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |        9000 | PA      | $10925.10     | 0.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-772.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2108.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2420.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                                  | Ventas Inc                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        3105 | NS      | $267526.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2260.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    40850966 | OU      | $39733.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $662.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE Value ETF                                                                 | iShares MSCI EAFE Value ETF                                                                 | CUSIP: 464288877<br>LEI: 549300AN74D4XJZB8Y40 | Long             | EC               | RF                | US        |       11950 | NS      | $953132.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-227.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                                                              | Tetra Tech Inc                                                                              | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |       11000 | PA      | $12519.10     | 0.00%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          16 | NC      | $12039.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       16355 | NS      | $452215.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $7124.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                                                | Westlake Automobile Receivables Trust 2024-1                                                | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $92349.33     | 0.02%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Lakeshore Acquisition III Corp                                                              | Lakeshore Acquisition III Corp                                                              | CUSIP: G5353S103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14402 | NS      | $147620.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Treasury Bill                                                                      | Canadian Treasury Bill                                                                      | CUSIP: 1350Z7DY7<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4500000 | PA      | $3293819.87   | 0.63%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corp                                                                      | Textron Financial Corp                                                                      | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |      170000 | PA      | $153981.08    | 0.03%             | 2067-02-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                                  | Pinnacle West Capital Corp                                                                  | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |       18000 | PA      | $20592.00     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp                                                               | FIGX Capital Acquisition Corp                                                               | CUSIP: G3473K126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1776 | NS      | $18132.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunococorp LLC                                                                              | Sunococorp LLC                                                                              | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |        2859 | NS      | $171225.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          29 | NC      | $-4464.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8409000 | PA      | $550029.00    | 0.10%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $199.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-578.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           8 | NC      | $7030.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      217000 | PA      | $218393.22    | 0.04%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-159.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                                | VeriSign Inc                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         542 | NS      | $123543.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7000.20      | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10075.00     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                                   | CH Robinson Worldwide Inc                                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        2955 | NS      | $547413.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $380.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II - Warrants                                                       | Galata Acquisition Corp II - Warrants                                                       | CUSIP: G3R25N116<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1202 | NS      | $384.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-2169.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                                                  | Renault SA                                                                                  | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        5053 | NS      | $191094.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                           | Galderma Group AG                                                                           | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |        1323 | NS      | $249663.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                              | Western Midstream Operating LP                                                              | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34293.12     | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                       | Nigeria Government International Bond                                                       | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $203115.64    | 0.04%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $24754.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1845.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: G95448AC3<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $462101.27    | 0.09%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          24 | NC      | $1303.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provincia de Cordoba                                                                        | Provincia de Cordoba                                                                        | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      450000 | PA      | $438060.11    | 0.08%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                            | Planet Fitness Master Issuer LLC                                                            | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      258500 | PA      | $250366.69    | 0.05%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                    | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5300000 | PA      | $1373069.13   | 0.26%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Cantor Equity Partners I Inc                                                                | Cantor Equity Partners I Inc                                                                | CUSIP: G1827K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2618 | NS      | $27410.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $565.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: Y003PKAB1<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | CORP              | UZ        |      400000 | PA      | $433890.99    | 0.08%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2080.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                                         | Astellas Pharma Inc                                                                         | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       20500 | NS      | $341151.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      678125 | PA      | $665022.02    | 0.13%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $144.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc                                                                          | Osaic Holdings Inc                                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61556.32     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lafayette Digital Acquisition Corp I                                                        | Lafayette Digital Acquisition Corp I                                                        | CUSIP: G5345D123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2236 | NS      | $22270.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13177.92     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cambridge Acquisition Corp                                                                  | Cambridge Acquisition Corp                                                                  | CUSIP: G1871M124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4476 | NS      | $44446.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark I Acquisition Corp - Warrants                                                         | Spark I Acquisition Corp - Warrants                                                         | CUSIP: G8316B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4233 | NS      | $1185.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9799.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         318 | NS      | $334532.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                                                   | TEGNA Inc                                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      317000 | PA      | $316699.90    | 0.06%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           3 | NC      | $3164.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-564.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1986.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                              | Solventum Corp                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        2473 | NS      | $183496.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                                 | Avolon Holdings Funding Ltd                                                                 | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       41000 | PA      | $40637.96     | 0.01%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          22 | NC      | $-6350.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $370.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        3413 | NS      | $245121.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5030000 | NC      | $99486.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-303.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   130000000 | NC      | $11943.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        6303 | NS      | $513379.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                                                            | MercadoLibre Inc                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |          54 | NS      | $94909.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV - NY Reg Shares                                                             | ASML Holding NV - NY Reg Shares                                                             | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |          11 | NS      | $15956.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc - A Shares                                                                     | Alphabet Inc - A Shares                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        7311 | NS      | $2279277.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1419.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4416.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $132.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-165.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $170.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1171.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDI ABS Issuer 1 LLC                                                                        | EDI ABS Issuer 1 LLC                                                                        | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $63575.82     | 0.01%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        1113 | NS      | $207841.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3162.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3895000 | PA      | $3463811.35   | 0.66%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2575.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1025000 | PA      | $1314337.18   | 0.25%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1170.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $233.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                                       | Extended Stay America Trust 2026-ESH2                                                       | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $35202.90     | 0.01%             | 2043-02-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      475000 | PA      | $497325.99    | 0.09%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Legato Merger Corp IV                                                                       | Legato Merger Corp IV                                                                       | CUSIP: G7318R121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3362 | NS      | $33653.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $8993.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-690.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1388.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 75B Ltd                                                          | Golub Capital Partners CLO 75B Ltd                                                          | CUSIP: 38179YAE0<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260231.14    | 0.05%             | 2037-07-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                            | Planet Fitness Master Issuer LLC                                                            | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |       74062 | PA      | $75222.84     | 0.01%             | 2054-06-05      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                               | Santander Drive Auto Receivables Trust 2024-3                                               | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $134207.88    | 0.03%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M87883DE7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      462000 | PA      | $135135.00    | 0.03%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                                                 | Corteva Inc                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        3101 | NS      | $248452.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4174.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2056.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $358.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $490.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11369.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1098.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd                                                        | Octagon Investment Partners XXII Ltd                                                        | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250178.75    | 0.05%             | 2030-01-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $76882.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-4224.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          40 | NC      | $21794.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                                             | Nintendo Co Ltd                                                                             | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        4600 | NS      | $260173.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |       48721 | PA      | $3714.98      | 0.00%             | 2027-06-30      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-281.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 74 B Ltd                                                         | Golub Capital Partners CLO 74 B Ltd                                                         | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250507.75    | 0.05%             | 2037-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $488.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      290000 | PA      | $256750.81    | 0.05%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                               | EchoStar Corp                                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1442821 | PA      | $1575479.74   | 0.30%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                      | Roper Technologies Inc                                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        1167 | NS      | $408134.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                                                       | DuPont de Nemours Inc                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       12321 | NS      | $616542.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1081.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7469.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2752.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7603.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                                                            | EPAM Systems Inc                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        1458 | NS      | $205578.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Athena Issuer 2018-1 LLC                                                             | Sunrun Athena Issuer 2018-1 LLC                                                             | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |       73858 | PA      | $72428.83     | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                                | Allegion plc                                                                                | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        2039 | NS      | $328584.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          47 | NC      | $734.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2156.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2178.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                                          | HCA Healthcare Inc                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         180 | NS      | $95346.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       67758 | PA      | $13.55        | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                                                              | Advantest Corp                                                                              | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        1200 | NS      | $207803.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roman DBDR Acquisition Corp II - Warrants                                                   | Roman DBDR Acquisition Corp II - Warrants                                                   | CUSIP: G7633M112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3134 | NS      | $1175.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2654.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       11803 | NS      | $240427.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M8787UAP6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      125000 | PA      | $36898.75     | 0.01%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE3 Mortgage Trust                                                              | COMM 2012-CCRE3 Mortgage Trust                                                              | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104026 | PA      | $101216.93    | 0.02%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-1846.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $73.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $192.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19693.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-257.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          20 | NC      | $-16079.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $147.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Entertainment Inc                                                                    | Golden Entertainment Inc                                                                    | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |         274 | NS      | $7918.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      115000 | PA      | $119171.72    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3200000 | OU      | $-57753.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd                                                          | Credo Technology Group Holding Ltd                                                          | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         817 | NS      | $91724.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     9000000 | NC      | $6299.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: P06518AL1<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      200000 | PA      | $224106.00    | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1466.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         331 | NS      | $48127.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                                                         | Barrick Mining Corp                                                                         | CUSIP: N/A<br>LEI: 0O4KBQCJZX82UKGCBV73       | Long             | EC               | CORP              | CA        |       13355 | NS      | $677614.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                                                          | Newbury Street II Acquisition Corp                                                          | CUSIP: G6439S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17051 | NS      | $179206.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2183.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          67 | NC      | $-16845.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                                                          | Franco-Nevada Corp                                                                          | CUSIP: N/A<br>LEI: 98450064C1B5D3E94864       | Long             | EC               | CORP              | CA        |        1000 | NS      | $279491.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M87883CZ1<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      125000 | PA      | $36475.00     | 0.01%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          22 | NC      | $9803.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Corp                                                            | Activate Energy Acquisition Corp                                                            | CUSIP: G0081J103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        5598 | NS      | $55364.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $186.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $108.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3373.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                                          | Shentel Issuer LLC                                                                          | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $91766.26     | 0.02%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5401.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc TERM N                                                                        | TransDigm Inc TERM N                                                                        | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |       29000 | PA      | $29022.04     | 0.01%             | 2033-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2236.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                                                            | American International Group Inc                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        3981 | NS      | $320430.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                                                                  | TaskUS Inc                                                                                  | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |        9812 | NS      | $104203.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1334.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                          | Johnson Controls International plc                                                          | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |        2329 | NS      | $336074.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28493.50     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $37.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1851.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        1740 | NS      | $717523.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4307.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1645.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Praetorian Acquisition Corp                                                                 | Praetorian Acquisition Corp                                                                 | CUSIP: G7S17G111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3362 | NS      | $33485.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    40000000 | OU      | $38906.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $6865.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc                                                | Charles River Laboratories International Inc                                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         482 | NS      | $86032.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $606.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        1322 | NS      | $257512.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                            | Planet Fitness Master Issuer LLC                                                            | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $50791.38     | 0.01%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                        | Las Vegas Sands Corp                                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        4064 | NS      | $230510.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $307.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $233.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      134000 | PA      | $117919.15    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2267.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $2831.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-391.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          47 | NC      | $34515.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                              | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      634000 | PA      | $486987.83    | 0.09%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-547.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-392.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3891.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        1581 | NS      | $301243.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1492.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                | British American Tobacco PLC                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |         699 | NS      | $43649.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          15 | NC      | $-7958.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $92.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12484.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8768.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          12 | NC      | $11023.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp III                                                             | Blue Water Acquisition Corp III                                                             | CUSIP: G1368E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12467 | NS      | $128534.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         774 | NS      | $101471.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $11089.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6941.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                         | Egypt Government International Bond                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $200256.43    | 0.04%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |       71406 | PA      | $1785.15      | 0.00%             | 2029-06-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hitachi Ltd                                                                                 | Hitachi Ltd                                                                                 | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       20000 | NS      | $654746.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |         557 | NS      | $28496.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3818.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                                                       | Idemitsu Kosan Co Ltd                                                                       | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |        7300 | NS      | $69798.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10494.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6537.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                  | Biogen Inc                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        2115 | NS      | $405699.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-1376.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-547.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $84.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |          52 | NS      | $11282.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                                                                  | Loews Corp                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        1850 | NS      | $203537.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark Services Inc Term Loan B9                                                           | Aramark Services Inc Term Loan B9                                                           | CUSIP: N/A<br>LEI: 42YMHYH0XMHJEXDUB065       | Long             | LON              | CORP              | US        |       15000 | PA      | $15009.45     | 0.00%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-444.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        1076 | NS      | $160270.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $2676.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos Inc                                                                       | Bausch Health Cos Inc                                                                       | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $97716.15     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                                          | IQVIA Holdings Inc                                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        1931 | NS      | $345282.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2376.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                                 | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         914 | NS      | $56564.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |         166 | NS      | $12403.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III - Warrants                                                      | NewHold Investment Corp III - Warrants                                                      | CUSIP: G6486E110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2268 | NS      | $981.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                                                               | Snowflake Inc                                                                               | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       19000 | PA      | $24890.00     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $22253.18     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2011-C4                                                     | WFRBS Commercial Mortgage Trust 2011-C4                                                     | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      510506 | PA      | $501929.79    | 0.10%             | 2044-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2281.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         383 | NC      | $-18035.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1866.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           3 | NC      | $1061.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp III Ltd                                                 | CSLM Digital Asset Acquisition Corp III Ltd                                                 | CUSIP: G2584S135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8247 | NS      | $83789.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3917.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                               | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      120000 | PA      | $146323.23    | 0.03%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $110.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        3830 | NS      | $1504194.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          11 | NC      | $-19125.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2559.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC                                                                                     | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        5318 | NS      | $158015.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Evergrande Group                                                                      | China Evergrande Group                                                                      | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $2260.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co II                                                                   | Jackson Acquisition Co II                                                                   | CUSIP: G4992A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4474 | NS      | $47021.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                                                    | Nova Ltd                                                                                    | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |       18000 | PA      | $28017.00     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                                | Xylem Inc/NY                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        4865 | NS      | $630309.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $765.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                                                  | Bollore SE                                                                                  | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |       12396 | NS      | $72410.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                                          | Expand Energy Corp                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        5094 | NS      | $549744.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2777.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2031.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energo - Pro as                                                                             | Energo - Pro as                                                                             | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |      450000 | PA      | $534090.44    | 0.10%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                                         | PayPal Holdings Inc                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       11497 | NS      | $531276.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      475000 | PA      | $500571.94    | 0.10%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1619.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                                                             | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       84000 | PA      | $84517.19     | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-406.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-86.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                              | TD SYNNEX Corp                                                                              | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104679.90    | 0.02%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Graf Global Corp - Warrants                                                                 | Graf Global Corp - Warrants                                                                 | CUSIP: G4036C122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2229 | NS      | $641.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5217.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust 2005-AR11                                                  | IndyMac INDX Mortgage Loan Trust 2005-AR11                                                  | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263549 | PA      | $193405.76    | 0.04%             | 2035-08-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $727.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                                                 | Swedish Orphan Biovitrum AB                                                                 | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        7992 | NS      | $349222.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-A                                                | SLM Private Credit Student Loan Trust 2003-A                                                | CUSIP: 78443CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $49995.65     | 0.01%             | 2032-06-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-659.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-477.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                           | Eversource Energy                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |         716 | NS      | $54566.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1815.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $33003.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $25.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         542 | NS      | $143396.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-313.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                                                                 | Incyte Corp                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        6546 | NS      | $662913.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-1027.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4055.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOI Finance BV                                                                              | BOI Finance BV                                                                              | CUSIP: N/A<br>LEI: 724500ZH3H2YACBUNF38       | Long             | DBT              | CORP              | NL        |      825000 | PA      | $1001770.12   | 0.19%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $168.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $54668.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-170.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $447.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $260.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                     | CRH PLC                                                                                     | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |         264 | NS      | $31674.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| College Ave Student Loans 2021-A LLC                                                        | College Ave Student Loans 2021-A LLC                                                        | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       41136 | PA      | $39550.48     | 0.01%             | 2051-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $122526.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      283390 | PA      | $245824.56    | 0.05%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-709.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                                                      | HP Inc                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       23317 | NS      | $442789.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                                            | Deutsche Post AG                                                                            | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        5077 | NS      | $298960.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $398.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-657.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5071.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SC II Acquisition Corp                                                                      | SC II Acquisition Corp                                                                      | CUSIP: G7866D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11235 | NS      | $112350.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                    | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      195000 | PA      | $49900.15     | 0.01%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5434.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2602.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $3446.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M6S21BAT0<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      750000 | PA      | $220327.50    | 0.04%             | 2028-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                           | National Grid PLC                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       22650 | NS      | $423706.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Harbor Acquisition Corp II                                                            | Crane Harbor Acquisition Corp II                                                            | CUSIP: G25014120<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1144 | NS      | $11542.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4979.17      | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6930.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        2677 | NS      | $161128.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                           | SMBC Aviation Capital Finance DAC                                                           | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $205995.11    | 0.04%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        3917 | NS      | $243989.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-151.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carval Clo X-C Ltd                                                                          | Carval Clo X-C Ltd                                                                          | CUSIP: 146918AC1<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260557.44    | 0.05%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-760.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                                 | Paychex Inc                                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        2277 | NS      | $213241.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                                                   | UY Scuti Acquisition Corp                                                                   | CUSIP: G93Y0A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2169 | NS      | $22340.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1337.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                                                               | Pinterest Inc                                                                               | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |        1969 | NS      | $33728.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-452.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                                                                 | Makita Corp                                                                                 | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |        5800 | NS      | $224422.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         610 | NC      | $202.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $3506.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         962 | NS      | $328099.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $713.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10580.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                                                       | Lumentum Holdings Inc                                                                       | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |        7000 | PA      | $26764.50     | 0.01%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                                       | Dell Technologies Inc                                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        3110 | NS      | $460528.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Santa Fe                                                                        | Province of Santa Fe                                                                        | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      375000 | PA      | $366562.50    | 0.07%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          71 | NC      | $-1567.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        4734 | NS      | $258760.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-52867.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                            | Hilton Domestic Operating Co Inc                                                            | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49522.98     | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $275.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       65000 | PA      | $67001.78     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                                    | MSCI Inc                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         139 | NS      | $79484.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-982.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XXV Ltd                                                                    | Sixth Street CLO XXV Ltd                                                                    | CUSIP: 83011VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250456.75    | 0.05%             | 2037-07-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oxley Bridge Acquisition Ltd - Class A                                                      | Oxley Bridge Acquisition Ltd - Class A                                                      | CUSIP: G6858G107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       21677 | NS      | $219154.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                                          | Limak Cimento Sanayi ve Ticaret AS                                                          | CUSIP: M67729AB5<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |      450000 | PA      | $461174.45    | 0.09%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        7055 | NS      | $643133.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25506.43     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $730.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8509.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-7272.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                                                                  | Galata Acquisition Corp II                                                                  | CUSIP: G3R25N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3607 | NS      | $36142.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $17003.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-83336.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $3292.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                                                | Westlake Automobile Receivables Trust 2024-1                                                | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35000 | PA      | $35378.54     | 0.01%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                                 | NVIDIA Corp                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       18013 | NS      | $3191723.47   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64820.08     | 0.01%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3319.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $822.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                                                  | Lightpath Fiber Issuer LLC                                                                  | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70000 | PA      | $71082.48     | 0.01%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1246.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                                  | Carvana Co                                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         181 | NS      | $60482.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1391.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3188.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $143858.58    | 0.03%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                                | FactSet Research Systems Inc                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        1603 | NS      | $347546.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2673.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $719.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                                                    | UGI Corp                                                                                    | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |       12000 | PA      | $17112.00     | 0.00%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          94 | NC      | $-39656.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          22 | NC      | $194136.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                                                        | Pershing Square Tontine Holdings Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         977 | NS      | $293.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $4081.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                                | Japan Treasury Discount Bill                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1930000000 | PA      | $12319318.59  | 2.34%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11910.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-364.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $130770.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-101.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CN Healthy Food Tech Group Corp - Warrants                                                  | CN Healthy Food Tech Group Corp - Warrants                                                  | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |        4699 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services Inc TERM B10                                                               | Aramark Services Inc TERM B10                                                               | CUSIP: N/A<br>LEI: 42YMHYH0XMHJEXDUB065       | Long             | LON              | CORP              | US        |      102812 | PA      | $102897.52    | 0.02%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RCO IX Mortgage LLC 2025-4                                                                  | RCO IX Mortgage LLC 2025-4                                                                  | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118853 | PA      | $119170.97    | 0.02%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                                  | Masco Corp                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |         736 | NS      | $52712.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           7 | NC      | $2773.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition Co                                                             | Republic Digital Acquisition Co                                                             | CUSIP: G7515A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16780 | NS      | $171659.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3011.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                                    | Molson Coors Beverage Co                                                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |         864 | NS      | $42327.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V - Warrants                                                      | Live Oak Acquisition Corp V - Warrants                                                      | CUSIP: G5509P110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1738 | NS      | $2815.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                          | VCAT 2025-NPL3 LLC                                                                          | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88303 | PA      | $88515.16     | 0.02%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12520.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                             | Caterpillar Inc                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         760 | NS      | $564550.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                         | MTU Aero Engines AG                                                                         | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         173 | NS      | $74569.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                                       | Turkiye Government International Bond                                                       | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |      225000 | PA      | $268497.81    | 0.05%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                               | DR Horton Inc                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         396 | NS      | $63514.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toorak Mortgage Trust 2024-RRTL1                                                            | Toorak Mortgage Trust 2024-RRTL1                                                            | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223292 | PA      | $223558.99    | 0.04%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           7 | NC      | $-201.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                                 | Nutanix Inc                                                                                 | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14712.00     | 0.00%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1490.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |         749 | NS      | $239784.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                                   | Argenx SE                                                                                   | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |          51 | NS      | $39455.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22404.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-697.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings Inc                                                                          | Seibu Holdings Inc                                                                          | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |       12400 | NS      | $368107.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1195.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           6 | NC      | $21423.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7108.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         123 | NC      | $46.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                               | AppLovin Corp                                                                               | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      210000 | PA      | $214091.47    | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                                      | Republic of South Africa Government International Bond                                      | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      725000 | PA      | $715720.00    | 0.14%             | 2037-12-11      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       21000 | PA      | $24444.00     | 0.00%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           3 | NC      | $2049.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47748.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1084.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $921.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       20233 | NS      | $1014482.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        7538 | NS      | $171564.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          66 | NC      | $340.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                                                  | ResMed Inc                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         877 | NS      | $224740.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |         714 | NS      | $126292.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2945.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $140.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       87000 | PA      | $90418.93     | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13390.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          18 | NC      | $235.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1588.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                                                           | Everest Group Ltd                                                                           | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         806 | NS      | $270404.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp III - Warrants                                                        | Cartesian Growth Corp III - Warrants                                                        | CUSIP: G19307126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         295 | NS      | $206.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardshinbank CJSC Via Dilijan Finance BV                                                     | Ardshinbank CJSC Via Dilijan Finance BV                                                     | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202494.62    | 0.04%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2005-A Trust                                                       | Banc of America Mortgage 2005-A Trust                                                       | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6026 | PA      | $5897.19      | 0.00%             | 2035-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                             | Fair Isaac Corp                                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      136000 | PA      | $137465.56    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3824.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp - A Shares                                                                         | Fox Corp - A Shares                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        1943 | NS      | $109468.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                                                            | Ajinomoto Co Inc                                                                            | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |       19500 | NS      | $620219.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           9 | NC      | $4609.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-286.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                                          | Teck Resources Ltd                                                                          | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |           8 | NS      | $471.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                                                            | UniFirst Corp/MA                                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |         557 | NS      | $130794.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-296.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2023-4                                                | Westlake Automobile Receivables Trust 2023-4                                                | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $114185.45    | 0.02%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp III                                                          | Spring Valley Acquisition Corp III                                                          | CUSIP: G8377R127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1545 | NS      | $16392.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Idesa SAPI                                                                          | Braskem Idesa SAPI                                                                          | CUSIP: P1850NAA9<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      600000 | PA      | $349500.00    | 0.07%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                                  | Corpay Inc                                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         727 | NS      | $236347.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $771.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5137.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                                                              | Cantaloupe Inc                                                                              | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |       20576 | NS      | $214813.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                                                                   | Meshflow Acquisition Corp                                                                   | CUSIP: G6032N127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7990 | NS      | $79820.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1809.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                                        | Telecom Argentina SA                                                                        | CUSIP: P9028NBT7<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      150000 | PA      | $160470.00    | 0.03%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Colombier Acquisition Corp III                                                              | Colombier Acquisition Corp III                                                              | CUSIP: G2284A129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1954 | NS      | $19881.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1599.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $23373.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                       | Mauser Packaging Solutions Holding Co                                                       | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      858000 | PA      | $845399.07    | 0.16%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                                 | GoDaddy Inc                                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        4893 | NS      | $426473.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-831.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          46 | NC      | $26309.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $507.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2899.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3456.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6610.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         261 | NS      | $101127.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                                                               | Universal Health Services Inc                                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        2259 | NS      | $465579.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      315000 | PA      | $314981.63    | 0.06%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $75.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                                                                                    | IREN Ltd                                                                                    | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |       19000 | PA      | $19057.00     | 0.00%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1173.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4470100000 | PA      | $1154257.06   | 0.22%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                   | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                   | CUSIP: 590219AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         886 | PA      | $880.41       | 0.00%             | 2036-05-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2669.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                 | Cummins Inc                                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         423 | NS      | $246977.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners II Co - Warrants                                              | Archimedes Tech SPAC Partners II Co - Warrants                                              | CUSIP: G04537125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3231 | NS      | $1843.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-773.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITHAX Acquisition Corp III                                                                  | ITHAX Acquisition Corp III                                                                  | CUSIP: G4977S128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5715 | NS      | $57092.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Point CLO 12 Ltd                                                                     | Silver Point CLO 12 Ltd                                                                     | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250988.50    | 0.05%             | 2038-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                   | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30606.86     | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Idea Acquisition Corp                                                                       | Idea Acquisition Corp                                                                       | CUSIP: G4727U126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3355 | NS      | $33197.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3384.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3748.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust 2004-5                                                         | MASTR Alternative Loan Trust 2004-5                                                         | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7706 | PA      | $7842.45      | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                                          | CCL Industries Inc                                                                          | CUSIP: N/A<br>LEI: 549300TD3EMSRRC0YH75       | Long             | EC               | CORP              | CA        |        1300 | NS      | $90424.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36748.64     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $636.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-6381.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $451.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-493.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                           | Chord Energy Corp                                                                           | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7270.17      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6813.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                              | WSP Global Inc                                                                              | CUSIP: N/A<br>LEI: 549300IQ87LU6X6ERQ78       | Long             | EC               | CORP              | CA        |         400 | NS      | $67759.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $65.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                                        | Jacobs Solutions Inc                                                                        | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        1477 | NS      | $203619.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7228.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $734.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11642.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $814.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                                                  | Hexagon AB                                                                                  | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        9104 | NS      | $103569.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                                 | Avolon Holdings Funding Ltd                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       45000 | PA      | $46543.67     | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                               | Carnival Corp                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       14043 | NS      | $443056.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                                                       | Mid-America Apartment Communities Inc                                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |         550 | NS      | $73623.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-2                                        | Bridgecrest Lending Auto Securitization Trust 2024-2                                        | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $123365.65    | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           4 | NC      | $-253.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2118.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                                    | Ameriprise Financial Inc                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |          30 | NS      | $14103.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp II - Warrants                                                         | Cartesian Growth Corp II - Warrants                                                         | CUSIP: G19305120<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         781 | NS      | $117.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                                | United Airlines Holdings Inc                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        2322 | NS      | $246828.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $86977.07     | 0.02%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5480.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                                       | Hungary Government International Bond                                                       | CUSIP: X93622GZ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      775000 | PA      | $833857.08    | 0.16%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $2606.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         930 | NS      | $272741.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: P8054QBG7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      157500 | PA      | $132063.75    | 0.03%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81029.14     | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                                        | Kingston Airport Revenue Finance Ltd                                                        | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $206180.00    | 0.04%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13136.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          20 | NC      | $591.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-145.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $140.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $67502.98     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                                                           | ProAssurance Corp                                                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       39348 | NS      | $965993.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           9 | NC      | $809.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56176.91     | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4827.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| White Pearl Acquisition Corp                                                                | White Pearl Acquisition Corp                                                                | CUSIP: G96193100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5584 | NS      | $55114.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                                                          | Tokyo Electron Ltd                                                                          | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        1600 | NS      | $450199.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           8 | NC      | $3544.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                                         | Drive Auto Receivables Trust 2025-2                                                         | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $50484.59     | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5647.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                      | Mercedes-Benz Group AG                                                                      | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |         832 | NS      | $57564.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 Capital Clo 4 Ltd                                                                        | 37 Capital Clo 4 Ltd                                                                        | CUSIP: 883932AU9<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |      255000 | PA      | $255024.23    | 0.05%             | 2035-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25927.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                               | AppLovin Corp                                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37786.16     | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic Digital Acquisition Co                                                             | Republic Digital Acquisition Co                                                             | CUSIP: G7515A111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1567 | NS      | $16453.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5050.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $-5862.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                                                 | CDW Corp/DE                                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         311 | NS      | $38141.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                                                       | Robinhood Markets Inc                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |         304 | NS      | $23058.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust 2025-NPL1                                                        | GITSIT Mortgage Loan Trust 2025-NPL1                                                        | CUSIP: 375926AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100210.46    | 0.02%             | 2055-02-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $584.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust 2021-NRD                                                                          | BPR Trust 2021-NRD                                                                          | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $137366.49    | 0.03%             | 2038-12-15      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       22741 | NS      | $636975.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                                                             | American Financial Group Inc/OH                                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        4801 | NS      | $638436.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       67758 | PA      | $33.88        | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                         | Avantor Funding Inc                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24772.10     | 0.00%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $3876.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                                | DoorDash Inc                                                                                | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22160.50     | 0.00%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-725.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $39248.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $90030.89     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1249.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $540.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      151000 | PA      | $157105.71    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                               | BHP Group Ltd                                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       19138 | NS      | $776527.21    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-174.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $4965.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Professional Loan Program 2020-ATrust                                                  | SoFi Professional Loan Program 2020-ATrust                                                  | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $146005.81    | 0.03%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                                                    | Digital Realty Trust Inc                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |         906 | NS      | $160543.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         142 | NC      | $32.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wen Acquisition Corp - Warrants                                                             | Wen Acquisition Corp - Warrants                                                             | CUSIP: G9R39C111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4008 | NS      | $1322.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                                                         | Sun Communities Inc                                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |         597 | NS      | $81466.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $626.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        7496 | NS      | $486040.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |        2669 | NS      | $218030.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2143.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-712.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                                       | Costco Wholesale Corp                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          29 | NS      | $29312.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-702.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1039.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Highview Merger Corp                                                                        | Highview Merger Corp                                                                        | CUSIP: G4569C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3499 | NS      | $35269.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          61 | NC      | $162.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1818.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                                              | JB Hunt Transport Services Inc                                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        2835 | NS      | $661717.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   521000000 | NC      | $37831.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-261.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solarius Capital Acquisition Corp                                                           | Solarius Capital Acquisition Corp                                                           | CUSIP: G82617104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13197 | NS      | $133817.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5417.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        6752 | NS      | $144965.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-102.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4951.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $202.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muzero Acquisition Corp                                                                     | Muzero Acquisition Corp                                                                     | CUSIP: G8775A122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4478 | NS      | $44511.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7685.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-589.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        9182 | NS      | $2425700.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OWN Equipment Fund I LLC                                                                    | OWN Equipment Fund I LLC                                                                    | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78884 | PA      | $80493.69     | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $824.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M8787UAN1<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      125000 | PA      | $37168.75     | 0.01%             | 2035-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4099.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $4748.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iLearningEngines Holdings Inc - Warrants                                                    | iLearningEngines Holdings Inc - Warrants                                                    | CUSIP: 45175Q114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1824 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101384.05    | 0.02%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          16 | NC      | $4810.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1825000 | PA      | $319078.48    | 0.06%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1066.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Circle Capital Corp II                                                             | Columbus Circle Capital Corp II                                                             | CUSIP: G2296M111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3355 | NS      | $33449.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15578.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-165.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-273.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21587.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                    | Avis Budget Rental Car Funding AESOP LLC                                                    | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $104898.10    | 0.02%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $1339.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4571.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $836.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc - Contingent Value Rights                                                       | ABIOMED Inc - Contingent Value Rights                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         692 | NS      | $1107.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAFL 2026-R1 Issuer LLC                                                                     | CAFL 2026-R1 Issuer LLC                                                                     | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $115020.24    | 0.02%             | 2036-03-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        1161 | NS      | $764030.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                                              | Blackstone Inc                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |         592 | NS      | $67115.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: Y003PKAC9<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $211088.00    | 0.04%             | 2030-07-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2180.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1551.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                                | SM Energy Co                                                                                | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       68000 | PA      | $69527.08     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                                 | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        1731 | NS      | $141972.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-97.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                              | Air Liquide SA                                                                              | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |         393 | NS      | $82638.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3200000 | OU      | $-61675.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-336.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-57.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                                       | Daiichi Sankyo Co Ltd                                                                       | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        6500 | NS      | $128017.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-241.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2250.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $697.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $6471.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-49.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4032.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                                  | Dexcom Inc                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        2484 | NS      | $182400.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |         493 | NS      | $8282.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      187000 | PA      | $207126.19    | 0.04%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        1076 | NS      | $55306.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         383 | NC      | $72.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |       99500 | PA      | $98007.50     | 0.02%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1300000 | OU      | $71068.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1516.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Holdings Inc Term Loan B                                                            | Novelis Holdings Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300ZJQN1PEAT42X90       | Long             | LON              | CORP              | US        |      154378 | PA      | $154250.16    | 0.03%             | 2032-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1126.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-221.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                                    | Mizrahi Tefahot Bank Ltd                                                                    | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | DBT              | CORP              | IL        |      775000 | PA      | $794601.01    | 0.15%             | 2036-04-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Inflection Point Acquisition Corp. V                                                        | Inflection Point Acquisition Corp. V                                                        | CUSIP: G6001J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1411 | NS      | $14603.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc - A Shares                                                    | Interactive Brokers Group Inc - A Shares                                                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |         152 | NS      | $10820.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $5560.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                                                 | Invesco Ltd                                                                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |         177 | NS      | $4648.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1972.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                                | Westlake Automobile Receivables Trust 2025-1                                                | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102305.56    | 0.02%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      310000 | PA      | $271049.87    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M87883CE8<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      125000 | PA      | $37468.75     | 0.01%             | 2021-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      550000 | PA      | $661012.81    | 0.13%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $697.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CO2 Energy Transition Corp                                                                  | CO2 Energy Transition Corp                                                                  | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46099 | NS      | $477585.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $455.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-569.27      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                                                    | KLA Corp                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          49 | NS      | $74702.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-457.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $742.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Idesa SAPI                                                                          | Braskem Idesa SAPI                                                                          | CUSIP: P1850NAB7<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $116011.14    | 0.02%             | 2032-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                           | Iron Mountain Inc                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30864.48     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                | Apollo Global Management Inc                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         741 | NS      | $77508.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                                        | Western Digital Corp                                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        1150 | NS      | $321655.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2075.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| News Corp - A Shares                                                                        | News Corp - A Shares                                                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       28473 | NS      | $691609.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                                                    | Pan American Silver Corp                                                                    | CUSIP: N/A<br>LEI: 549300MKTF5851TYIB83       | Long             | EC               | CORP              | CA        |        3300 | NS      | $226394.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       93000 | PA      | $94370.25     | 0.02%             | 2036-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1600.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                                                    | Times China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |       66279 | PA      | $1159.88      | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                                                               | Jardine Matheson Holdings Ltd                                                               | CUSIP: G50736100<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |        2600 | NS      | $214110.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-934.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $162.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $304.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                                  | Neurocrine Biosciences Inc                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        1311 | NS      | $173379.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1892.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11394.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                                                                 | Japan Post Insurance Co Ltd                                                                 | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |        3400 | NS      | $110979.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $614.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3276.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                    | Allison Transmission Inc                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       59000 | PA      | $56124.15     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $478.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30502.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2913.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                                                     | EXOR NV                                                                                     | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |        8208 | NS      | $720326.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                   | AvalonBay Communities Inc                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |         566 | NS      | $100312.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                               | Medtronic PLC                                                                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        1334 | NS      | $130278.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                                            | InterDigital Inc                                                                            | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6000 | PA      | $28470.00     | 0.01%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                               | Koninklijke Ahold Delhaize NV                                                               | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       16192 | NS      | $800108.49    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3415.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energean PLC                                                                                | Energean PLC                                                                                | CUSIP: YJ6216529<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $268396.14    | 0.05%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-15364.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      163003 | PA      | $2037.54      | 0.00%             | 2032-12-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |       25000 | PA      | $25150.00     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc - Warrants                                                             | Gores Holdings X Inc - Warrants                                                             | CUSIP: G4002F125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2664 | NS      | $1625.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8893.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $8566.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          45 | NC      | $32690.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                                    | MSCI Inc                                                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61076.96     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       18646 | NS      | $1162951.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                                                    | eBay Inc                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        2930 | NS      | $266219.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                                   | Chubb Ltd                                                                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         324 | NS      | $110438.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital8 Corp                                                                            | GigCapital8 Corp                                                                            | CUSIP: G3864J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28892 | NS      | $288631.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                                             | Seagate Technology Holdings PLC                                                             | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |         943 | NS      | $384593.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1382.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westin Acquisition Corp                                                                     | Westin Acquisition Corp                                                                     | CUSIP: G9584S106<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |        5061 | NS      | $50356.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $316.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                                      | Global Atlantic Fin Co                                                                      | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       85000 | PA      | $76605.48     | 0.01%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $743.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $632.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                                                   | Toast Inc                                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        1828 | NS      | $49922.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                                               | Blackrock Inc                                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |          84 | NS      | $89311.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          75 | NC      | $13245.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   310000000 | NC      | $14281.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9615.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         142 | NC      | $-30292.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1523.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   205000000 | NC      | $16408.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                                   | Hikma Pharmaceuticals PLC                                                                   | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        5245 | NS      | $93020.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1459.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAFL 2023-RTL1 Issuer LLC                                                                   | CAFL 2023-RTL1 Issuer LLC                                                                   | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88641 | PA      | $88740.40     | 0.02%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6230.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5908.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          12 | NC      | $-135.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-199.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          58 | NC      | $-39091.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-114.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                                   | Aflac Inc                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        1243 | NS      | $140371.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $964.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                         | Chile Government International Bond                                                         | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $129220.00    | 0.02%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: G95448AA7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206358.21    | 0.04%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2621.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust 2024-1                                            | GoodLeap Home Improvement Solutions Trust 2024-1                                            | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       80879 | PA      | $83528.07     | 0.02%             | 2046-10-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-5346.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          43 | NC      | $-23039.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                                                    | NEC Corp                                                                                    | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        3700 | NS      | $102576.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6266.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23892.58     | 0.00%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                                  | NetApp Inc                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1109 | NS      | $109824.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2129.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        2893 | NS      | $441182.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd - Escrow                                               | Pershing Square Tontine Holdings Ltd - Escrow                                               | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3910 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1188.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15200.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                       | Helmerich & Payne Inc                                                                       | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      147000 | PA      | $148405.43    | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-20.03       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                                                         | Exact Sciences Corp                                                                         | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      278000 | PA      | $388810.80    | 0.07%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                                  | Citadel LP                                                                                  | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26456.45     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2615.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKinley Acquisition Corp                                                                   | McKinley Acquisition Corp                                                                   | CUSIP: G6005T127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2064 | NS      | $20970.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2024-2                                                    | GLS Auto Select Receivables Trust 2024-2                                                    | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $15520.29     | 0.00%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                                                            | OGX Austria GmbH                                                                            | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |      600000 | PA      | $6.00         | 0.00%             | 2018-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $6901.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         115 | NS      | $72416.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1479.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       19190 | NS      | $358681.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $25831.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15291.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                                     | First Investors Auto Owner Trust 2025-1                                                     | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25403.94     | 0.00%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Eastern European Electric Co BV                                                             | Eastern European Electric Co BV                                                             | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $248554.52    | 0.05%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $597.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-460.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $4835.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                                               | Automatic Data Processing Inc                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         464 | NS      | $99463.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2615000 | PA      | $2622125.88   | 0.50%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                                | Veralto Corp                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        2437 | NS      | $237436.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAKacquisition Corp                                                                        | KRAKacquisition Corp                                                                        | CUSIP: G5315G122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1122 | NS      | $11298.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government International Bond                                                        | Israel Government International Bond                                                        | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      600000 | PA      | $597468.80    | 0.11%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $811.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NLT 2023-1 Trust                                                                            | NLT 2023-1 Trust                                                                            | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       92042 | PA      | $86439.49     | 0.02%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                      | Motorola Solutions Inc                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |          32 | NS      | $15432.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           9 | NC      | $-25333.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                                               | Lasertec Corp                                                                               | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |        1000 | NS      | $215603.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $986.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ChampionsGate Acquisition Corp                                                              | ChampionsGate Acquisition Corp                                                              | CUSIP: G2124S124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1253 | NS      | $12692.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Soren Acquisition Corp                                                                      | Soren Acquisition Corp                                                                      | CUSIP: G8274J129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4478 | NS      | $44690.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1625000 | PA      | $1625924.22   | 0.31%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $266.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1328.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27675.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $583.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $18547.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1101.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $281.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMP Acquisition Corp                                                                        | NMP Acquisition Corp                                                                        | CUSIP: G6375X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10313 | NS      | $104470.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp III - Class A                                                         | Cartesian Growth Corp III - Class A                                                         | CUSIP: G19307100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3774 | NS      | $38683.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $478.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                                                   | Halma PLC                                                                                   | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        1170 | NS      | $65835.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2153.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1544.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - Series Z                                                                      | Freddie Mac - Series Z                                                                      | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGA              | US        |        9231 | NS      | $115664.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3157.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         285 | NC      | $-3831.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners IV Inc                                                               | Cantor Equity Partners IV Inc                                                               | CUSIP: G1828E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4125 | NS      | $42941.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $144.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                                | Alimentation Couche-Tard Inc                                                                | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | EC               | CORP              | CA        |        5400 | NS      | $327709.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                                                               | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        2390 | NS      | $35205.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5786.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI Infrastructure Acquisition Corp                                                          | AI Infrastructure Acquisition Corp                                                          | CUSIP: G01336125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8503 | NS      | $87240.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp - Rights                                                            | Cayson Acquisition Corp - Rights                                                            | CUSIP: G1993W117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3476 | NS      | $590.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wen Acquisition Corp                                                                        | Wen Acquisition Corp                                                                        | CUSIP: G9R39C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14347 | NS      | $145908.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-261.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25028.83     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3949.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $5154.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-336.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      234000 | PA      | $245720.07    | 0.05%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2786.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           3 | NC      | $-939.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                        | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                        | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      350000 | PA      | $355425.00    | 0.07%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1719.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3204.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GigCapital7 Corp                                                                            | GigCapital7 Corp                                                                            | CUSIP: G38648104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1995 | NS      | $21147.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $183.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                                     | Rockwell Automation Inc                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         614 | NS      | $250174.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                                      | Otsuka Holdings Co Ltd                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3200 | NS      | $220513.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $503.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        5793 | NS      | $161219.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                                                           | Nippon Steel Corp                                                                           | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       10400 | NS      | $42249.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10867.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust 2021-NRD                                                                          | BPR Trust 2021-NRD                                                                          | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $19844.06     | 0.00%             | 2038-12-15      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         717 | NS      | $464745.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       76000 | PA      | $76119.54     | 0.01%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| A Paradise Acquisition Corp                                                                 | A Paradise Acquisition Corp                                                                 | CUSIP: G04819101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       23370 | NS      | $237205.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       20755 | NS      | $292437.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-11095.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        1181 | NS      | $62687.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $201197.20    | 0.04%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF                                                                            | PGIM AAA CLO ETF                                                                            | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |       91251 | NS      | $4696688.97   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $832.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $786.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M87883DP2<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      100000 | PA      | $29310.39     | 0.01%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $286.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                              | Prudential PLC                                                                              | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | HK        |       11177 | NS      | $171193.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                                                             | First Solar Inc                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         349 | NS      | $68822.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate HDD Cayman                                                                          | Seagate HDD Cayman                                                                          | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |        6000 | PA      | $29589.00     | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                             | Puma International Financing SA                                                             | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      525000 | PA      | $544331.43    | 0.10%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $972.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1870.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1352.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       56000 | PA      | $63516.71     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2728.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2025-VLT7                                                                          | BX Trust 2025-VLT7                                                                          | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100031.25    | 0.02%             | 2044-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3925000 | PA      | $1252040.57   | 0.24%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94945.09     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         223 | NS      | $82987.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp - Rights                                                         | Soulpower Acquisition Corp - Rights                                                         | CUSIP: G82745137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6383 | NS      | $1085.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                                                  | AddTech AB                                                                                  | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |       20328 | NS      | $751403.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| 1RT Acquisition Corp                                                                        | 1RT Acquisition Corp                                                                        | CUSIP: G6757R121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         566 | NS      | $5846.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $314.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        4239 | NS      | $1545285.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $17262.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        1046 | NS      | $314113.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $388.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         332 | NC      | $137138.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $522.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCO IX Mortgage LLC 2025-2                                                                  | RCO IX Mortgage LLC 2025-2                                                                  | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123986 | PA      | $124324.14    | 0.02%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Nuclear Energy Corp                                                                   | Eagle Nuclear Energy Corp                                                                   | CUSIP: 269710109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          60 | NS      | $288.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1426.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $458.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $305.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $73.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp XI                                                                   | Churchill Capital Corp XI                                                                   | CUSIP: G2131A124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1226 | NS      | $12591.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1351.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $387593.25    | 0.07%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        1438 | NS      | $357242.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1684.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                                                              | Advanced Energy Industries Inc                                                              | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |       13000 | PA      | $32246.50     | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: G84228HA9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206716.40    | 0.04%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-B                                                | SLM Private Credit Student Loan Trust 2003-B                                                | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $199986.60    | 0.04%             | 2033-03-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1159.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2867.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      305000 | PA      | $306232.23    | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $273.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                                                | Evolution AB                                                                                | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        1731 | NS      | $104258.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3046.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2948.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                                                             | Lundin Gold Inc                                                                             | CUSIP: N/A<br>LEI: 549300ZOV16K515FC525       | Long             | EC               | CORP              | CA        |         800 | NS      | $75404.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP Clo 2019-17 Ltd                                                                         | OCP Clo 2019-17 Ltd                                                                         | CUSIP: 67113LBA3<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250299.25    | 0.05%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DT Cloud Star Acquisition Corp                                                              | DT Cloud Star Acquisition Corp                                                              | CUSIP: G2853N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9612 | NS      | $104770.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                                                  | Garmin Ltd                                                                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        1202 | NS      | $303901.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           7 | NC      | $43084.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        2280 | NS      | $199682.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Pearl Compute LLC                                                                     | Black Pearl Compute LLC                                                                     | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $36844.27     | 0.01%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3114.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1107.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                   | Shell PLC                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |        3675 | NS      | $153920.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Floating Rate Bond ETF                                                              | iShares Floating Rate Bond ETF                                                              | CUSIP: 46429B655<br>LEI: 549300G2T0MQ0NCEG317 | Long             | EC               | RF                | US        |       92046 | NS      | $4694346.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                                          | Analog Devices Inc                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         376 | NS      | $133777.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2179.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp Term Loan B                                                                  | Open Text Corp Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |      211687 | PA      | $205645.74    | 0.04%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                                           | Kingpin Intermediate Holdings LLC                                                           | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |       56000 | PA      | $51978.47     | 0.01%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                                        | Blue Owl Finance LLC                                                                        | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      137000 | PA      | $136869.24    | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                                                                  | Optimum Communications Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       22876 | NS      | $32941.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                                                                | Iron Horse Acquisitions Corp                                                                | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |         939 | NS      | $5173.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                                                       | ON Semiconductor Corp                                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        6719 | NS      | $446679.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                                                | KKR & Co Inc                                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |         306 | NS      | $26830.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp                                                                  | Lightwave Acquisition Corp                                                                  | CUSIP: G5490M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15438 | NS      | $155769.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15848.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                             | Best Buy Co Inc                                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        7426 | NS      | $460189.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1864.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                                      | Canadian Tire Corp Ltd                                                                      | CUSIP: N/A<br>LEI: 549300RLHDA7VQYMUB14       | Long             | EC               | CORP              | CA        |        1300 | NS      | $182345.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                                                  | Entain PLC                                                                                  | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |       20924 | NS      | $162118.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                         | Imperial Brands PLC                                                                         | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        3913 | NS      | $175259.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust 2014-STAR                                                    | Starwood Retail Property Trust 2014-STAR                                                    | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |      645000 | PA      | $8.39         | 0.00%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-2                                                  | Exeter Automobile Receivables Trust 2023-2                                                  | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102002.81    | 0.02%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7885.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-8364.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $4093.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |       92000 | PA      | $90944.30     | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQV Ventures Acquisition Corp II                                                            | EQV Ventures Acquisition Corp II                                                            | CUSIP: G3106Q110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10321 | NS      | $105480.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          42 | NC      | $39356.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                                                         | HKT Trust & HKT Ltd                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      460000 | NS      | $725125.08    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $746.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     9900000 | PA      | $204027.14    | 0.04%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                                            | Isuzu Motors Ltd                                                                            | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        3500 | NS      | $65232.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-334.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $5712.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flag Ship Acquisition Corp                                                                  | Flag Ship Acquisition Corp                                                                  | CUSIP: G3530C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1087 | NS      | $11783.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69640.74     | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $596.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-465.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                                       | NXP Semiconductors NV                                                                       | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        1166 | NS      | $264693.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          15 | NC      | $156671.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                                                                 | Masimo Corp                                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        2612 | NS      | $458014.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                                  | Dover Corp                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         529 | NS      | $119289.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                                                     | Recruit Holdings Co Ltd                                                                     | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       20800 | NS      | $905118.02    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emmis Acquisition Corp                                                                      | Emmis Acquisition Corp                                                                      | CUSIP: G3037D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3600 | NS      | $36072.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15185.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $29620.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-140.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      101000 | PA      | $101698.92    | 0.02%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-315.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $153.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imola Merger Corp                                                                           | Imola Merger Corp                                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $13762.77     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $995.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2506.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1436.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                        | Keurig Dr Pepper Inc                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       20670 | NS      | $625887.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                                                      | Guidewire Software Inc                                                                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13951.00     | 0.00%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1656.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          34 | NC      | $10274.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                             | Telefonaktiebolaget LM Ericsson                                                             | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       22607 | NS      | $261336.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      173206 | PA      | $3031.11      | 0.00%             | 2031-12-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-273.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        3825 | NS      | $649255.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Indigo Acquisition Corp                                                                     | Indigo Acquisition Corp                                                                     | CUSIP: G4791J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5150 | NS      | $52169.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13099.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     3495000 | PA      | $1104420.00   | 0.21%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7604.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                              | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        9754 | NS      | $395716.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $-41301.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                           | General Mills Inc                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        3586 | NS      | $162194.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                                                         | Affirm Holdings Inc                                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3235 | NS      | $151980.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SF Abs Issuer LLC                                                                           | SF Abs Issuer LLC                                                                           | CUSIP: 784193AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185000 | PA      | $182686.17    | 0.03%             | 2055-11-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                              | Cloudflare Inc                                                                              | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12580.80     | 0.00%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1276.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87351.04     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp - Class A                                                                        | HEICO Corp - Class A                                                                        | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         465 | NS      | $111651.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       56974 | PA      | $1139.48      | 0.00%             | 2028-12-28      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16605.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         589 | NC      | $4338.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20702.44     | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                             | Solstice Advanced Materials Inc                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80865.68     | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-RTL1                                               | New Residential Mortgage Loan Trust 2024-RTL1                                               | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $105261.19    | 0.02%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    17300000 | PA      | $365297.94    | 0.07%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-67.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                 | Viatris Inc                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        7198 | NS      | $107466.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1252.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft Inc                                                                                    | Lyft Inc                                                                                    | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17368.53     | 0.00%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         348 | NC      | $-27805.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                            | Republic of Poland Government International Bond                                            | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      192000 | PA      | $188168.44    | 0.04%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79125.48     | 0.02%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-523.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197356.00    | 0.04%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                                      | Campbell's Company/The                                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        4040 | NS      | $108878.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23654.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1 - Warrants                                           | Alchemy Investments Acquisition Corp 1 - Warrants                                           | CUSIP: G0232F133<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3107 | NS      | $497.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9385.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $548.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                                                                | Cantor Equity Partners V Inc                                                                | CUSIP: G1828S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9745 | NS      | $98911.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $22857.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $551.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp - Class A                                                              | EGH Acquisition Corp - Class A                                                              | CUSIP: G2946P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1687 | NS      | $17207.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2673.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roman DBDR Acquisition Corp II                                                              | Roman DBDR Acquisition Corp II                                                              | CUSIP: G7633M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3871 | NS      | $40374.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-218.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $549.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp Ltd                                                 | Bitcoin Infrastructure Acquisition Corp Ltd                                                 | CUSIP: G1143H127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5024 | NS      | $50390.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                                                          | SITC International Holdings Co Ltd                                                          | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | HK        |       86000 | NS      | $366850.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2286.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $318.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-533.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-111.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $531.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post CLO 2023-1 Ltd                                                                         | Post CLO 2023-1 Ltd                                                                         | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250803.00    | 0.05%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1436.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2275.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                               | CME Group Inc                                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |          38 | NS      | $12141.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                             | T-Mobile US Inc                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        1756 | NS      | $381210.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-2967.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          10 | NC      | $-20886.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |      288861 | NS      | $444798.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18310.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2015-C                                                     | SMB Private Education Loan Trust 2015-C                                                     | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |        1466 | PA      | $1465.33      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Perimeter Acquisition Corp I - Warrants                                                     | Perimeter Acquisition Corp I - Warrants                                                     | CUSIP: G7010A111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1562 | NS      | $936.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                      | Axian Telecom Holding & Management PLC                                                      | CUSIP: M1R03SAA8<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $203618.96    | 0.04%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                            | United Rentals North America Inc                                                            | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      162000 | PA      | $163320.89    | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GigCapital9 Corp                                                                            | GigCapital9 Corp                                                                            | CUSIP: G3865B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6714 | NS      | $67408.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $32276.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2774.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1565.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       73869 | PA      | $20129.30     | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 Trust                                                                         | MFA 2024-NPL1 Trust                                                                         | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83440 | PA      | $83582.88     | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    96000000 | NC      | $1165.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-957.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $639.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                                   | Metso Oyj                                                                                   | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |       10490 | NS      | $218084.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   172000000 | OU      | $75136.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                                 | Avolon Holdings Funding Ltd                                                                 | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       60000 | PA      | $60209.48     | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                                                 | Murata Manufacturing Co Ltd                                                                 | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       17900 | NS      | $468083.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                                                    | Times China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | EC               | CORP              | CN        |       45794 | NS      | $466.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    97558707 | OU      | $5676279.96   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                 | Netflix Inc                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        3064 | NS      | $294879.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                   | Adobe Inc                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        1358 | NS      | $356352.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4984.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                           | Macquarie Airfinance Holdings Ltd                                                           | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       35000 | PA      | $35761.76     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        1495 | NS      | $170116.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                           | Ivanhoe Mines Ltd                                                                           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      975000 | PA      | $1013699.70   | 0.19%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2024-2 LTD                                                                | Palmer Square CLO 2024-2 LTD                                                                | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250576.75    | 0.05%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          15 | NC      | $2954.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-251.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | CUSIP: P16259AM8<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $199232.00    | 0.04%             | 2033-01-18      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                                      | Carvana Auto Receivables Trust 2024-N1                                                      | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $15336.03     | 0.00%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                       | Amrize Finance US LLC                                                                       | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |       59000 | PA      | $61699.50     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp - Warrants                                                          | Copley Acquisition Corp - Warrants                                                          | CUSIP: G24243126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1260 | NS      | $279.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        1585 | NS      | $150892.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $981.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          48 | NC      | $4238.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                                                   | Bunzl PLC                                                                                   | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        5425 | NS      | $160069.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         123 | NC      | $-53613.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-581.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $343.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                              | ConocoPhillips                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        1767 | NS      | $200483.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      300000 | PA      | $200550.00    | 0.04%             | 2030-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $772.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $421.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                                | Tapestry Inc                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        1661 | NS      | $258235.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1010.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        1628 | NS      | $133870.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2181.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                              | Western Midstream Operating LP                                                              | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      135000 | PA      | $144460.92    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $608.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $2404.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DataBank Issuer II LLC                                                                      | DataBank Issuer II LLC                                                                      | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115000 | PA      | $114766.55    | 0.02%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           6 | NC      | $4741.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                                | Illumina Inc                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         408 | NS      | $54859.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1782.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-809.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        1008 | NS      | $80742.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $126.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1108.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $254.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-782.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          22 | NC      | $32965.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abony Acquisition Corp I                                                                    | Abony Acquisition Corp I                                                                    | CUSIP: G00582125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2803 | NS      | $27861.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2413.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                      | Trane Technologies PLC                                                                      | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         876 | NS      | $404992.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-592.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          15 | NC      | $-3108.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-885.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-162.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lehman XS Trust Series 2006-2N                                                              | Lehman XS Trust Series 2006-2N                                                              | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43816 | PA      | $40250.33     | 0.01%             | 2046-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32105.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $95822.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |        8450 | NS      | $195715.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                          | Vertiv Holdings Co                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |         691 | NS      | $176128.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Corp                                                             | Silver Pegasus Acquisition Corp                                                             | CUSIP: G8192J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7216 | NS      | $73170.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                                             | Sealed Air Corp                                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       20770 | NS      | $869847.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Uruguay Government International Bond                                                       | Uruguay Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300RDR012H2V82H43       | Long             | DBT              | NUSS              | UY        |     3375000 | PA      | $100095.89    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          24 | NC      | $22103.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BSF Finance                                                                                 | BSF Finance                                                                                 | CUSIP: G16559AN9<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $678097.80    | 0.13%             | 2035-09-03      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        1274 | NS      | $100276.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      169145 | PA      | $105047.07    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      230000 | PA      | $215987.84    | 0.04%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                                        | Commercial Metals Co                                                                        | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43872.26     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      295579 | PA      | $268090.15    | 0.05%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2004-16CB                                                            | Alternative Loan Trust 2004-16CB                                                            | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17876 | PA      | $17918.81     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $5229.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $405.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-377.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                                                  | United Utilities Group PLC                                                                  | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |       15281 | NS      | $286434.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NewHold Investment Corp III                                                                 | NewHold Investment Corp III                                                                 | CUSIP: G6486E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4537 | NS      | $47184.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                                         | Delta Air Lines Inc                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       10054 | NS      | $660547.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1624.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |         543 | NS      | $114265.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1044.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1958.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2011-C3                                                     | WFRBS Commercial Mortgage Trust 2011-C3                                                     | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108259 | PA      | $38973.21     | 0.01%             | 2044-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5177.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Brands Group LLC Term Loan B                                                          | First Brands Group LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       21510 | PA      | $46.68        | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $621.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCM III Acquisition Corp                                                                    | HCM III Acquisition Corp                                                                    | CUSIP: G4365E129<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |         514 | NS      | $5314.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        5140 | NS      | $253453.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $3188.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $6453.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                                                   | Repsol SA                                                                                   | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       14214 | NS      | $321671.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightwave Acquisition Corp - Warrants                                                       | Lightwave Acquisition Corp - Warrants                                                       | CUSIP: G5490M126<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        5142 | NS      | $1290.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                                                                 | Keyera Corp                                                                                 | CUSIP: N/A<br>LEI: 254900LXI62FUHZGH122       | Long             | EC               | CORP              | CA        |        3700 | NS      | $141213.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-112.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       22000 | PA      | $22470.21     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31337.03     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                                | NCL Corp Ltd                                                                                | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       19000 | PA      | $22714.50     | 0.00%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1040.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7127.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          19 | NC      | $37701.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $720.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $156.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                                                     | Comfort Systems USA Inc                                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         141 | NS      | $201541.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-347.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    37275000 | PA      | $2363609.21   | 0.45%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63868.08     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1843.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        3375 | NS      | $1078481.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Fund Inc                                                             | BlackRock MuniHoldings Fund Inc                                                             | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |       73531 | NS      | $876489.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd                                                                           | Grab Holdings Ltd                                                                           | CUSIP: G4124C109<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | SG        |       27541 | NS      | $116223.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2768.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                                | Nordson Corp                                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         702 | NS      | $205994.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                      | Axian Telecom Holding & Management PLC                                                      | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      275000 | PA      | $279976.07    | 0.05%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2003-8                                               | Banc of America Alternative Loan Trust 2003-8                                               | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18921 | PA      | $19299.04     | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1325.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $519.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1141.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     8296200 | OU      | $-567526.88   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-273.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          20 | NC      | $17144.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yinson Boronia Production BV                                                                | Yinson Boronia Production BV                                                                | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      388584 | PA      | $427931.24    | 0.08%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-471.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16367.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                                                           | George Weston Ltd                                                                           | CUSIP: N/A<br>LEI: 549300FAHC3L1QKNT280       | Long             | EC               | CORP              | CA        |        2200 | NS      | $161477.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2201.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | CUSIP: P2000GAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $213530.00    | 0.04%             | 2035-02-11      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                                   | Tesla Inc                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         112 | NS      | $45081.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $345.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2023-3                                                           | Flagship Credit Auto Trust 2023-3                                                           | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       45000 | PA      | $43547.92     | 0.01%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $539.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $819.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR IV Acquisition Corp - Rights                                                            | GSR IV Acquisition Corp - Rights                                                            | CUSIP: G4R12K115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1914 | NS      | $3674.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          11 | NC      | $134.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp - Rights                                                               | ESH Acquisition Corp - Rights                                                               | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5825 | NS      | $583.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3198.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GP-Act III Acquisition Corp                                                                 | GP-Act III Acquisition Corp                                                                 | CUSIP: G4035N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5138 | NS      | $55490.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          36 | NC      | $12504.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       42350 | PA      | $42.35        | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         624 | NC      | $-1210.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15127.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                                              | BE Semiconductor Industries NV                                                              | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |         613 | NS      | $137365.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $698.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                                         | Drive Auto Receivables Trust 2024-1                                                         | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $30392.92     | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1615.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                                       | Uruguay Government International Bond                                                       | CUSIP: N/A<br>LEI: 549300RDR012H2V82H43       | Long             | DBT              | NUSS              | UY        |     3068000 | PA      | $83112.27     | 0.02%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $230.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp                                                                                 | B2Gold Corp                                                                                 | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |        8000 | PA      | $16428.00     | 0.00%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                                         | Ford Credit Auto Lease Trust 2023-B                                                         | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35000 | PA      | $35178.68     | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Accenture PLC - Class A                                                                     | Accenture PLC - Class A                                                                     | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |         681 | NS      | $142138.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Bidco LLC Term Loan B                                                              | Dayforce Bidco LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |      258005 | PA      | $237181.64    | 0.05%             | 2033-02-04      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                                       | Spotify Technology SA                                                                       | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |         236 | NS      | $121525.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2149.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $31178.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          16 | NC      | $4551.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldel Financial II Inc - Warrants                                                           | Aldel Financial II Inc - Warrants                                                           | CUSIP: G01558124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3442 | NS      | $1135.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     4740327 | NS      | $4740327.22   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $871.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                            | United Rentals North America Inc                                                            | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       77000 | PA      | $80663.81     | 0.02%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-317.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-74.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1045.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $428.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd                                                                      | Regatta 35 Funding Ltd                                                                      | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250722.00    | 0.05%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Voyager Acquisition Corp - Warrants                                                         | Voyager Acquisition Corp - Warrants                                                         | CUSIP: G93A7H112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3935 | NS      | $891.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $549.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1233.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63707.80     | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          82 | NC      | $-12853.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Roc Mortgage Trust 2024-RTL1                                                                | Roc Mortgage Trust 2024-RTL1                                                                | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $130416.99    | 0.02%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Verbund AG                                                                                  | Verbund AG                                                                                  | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |        2238 | NS      | $159354.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $16293.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beignet Investor LLC                                                                        | Beignet Investor LLC                                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $483265.43    | 0.09%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1566.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           4 | NC      | $-5504.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Go Daddy Operating Co LLC / GD Finance Co Inc                                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                               | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59683.32     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    91000000 | OU      | $39752.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-907.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                       | Monster Beverage Corp                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        2175 | NS      | $185527.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust 2004-16CB                                                            | Alternative Loan Trust 2004-16CB                                                            | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16059 | PA      | $16098.55     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-178.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                             | Sony Group Corp                                                                             | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |        4700 | NS      | $108044.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2025-1                                         | American Credit Acceptance Receivables Trust 2025-1                                         | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $30583.83     | 0.01%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14708.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                               | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      110000 | PA      | $146244.96    | 0.03%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                                   | Neste Oyj                                                                                   | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        5856 | NS      | $146334.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      225000 | PA      | $277293.96    | 0.05%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIM Acquisition Corp I                                                                      | SIM Acquisition Corp I                                                                      | CUSIP: G8431T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10370 | NS      | $110959.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zambia Government International Bond                                                        | Zambia Government International Bond                                                        | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      636354 | PA      | $619191.82    | 0.12%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $903.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                                 | Datadog Inc                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        1154 | NS      | $129201.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Crown Holdings Inc                                                               | DraftKings Crown Holdings Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49882 | PA      | $49671.00     | 0.01%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32522.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-519.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                                 | Hologic Inc                                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       12300 | NS      | $926928.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO XV Ltd                                                                     | Sixth Street CLO XV Ltd                                                                     | CUSIP: 83012BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250507.75    | 0.05%             | 2037-10-24      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-102.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       65000 | PA      | $70326.27     | 0.01%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1709.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                                | Continental Resources Inc/OK                                                                | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      135000 | PA      | $120248.83    | 0.02%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                        | Freeport-McMoRan Inc                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        5495 | NS      | $374099.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp V                                                                            | SilverBox Corp V                                                                            | CUSIP: G8148S123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2282 | NS      | $22979.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance Floating-Rate Income Trust                                                      | Eaton Vance Floating-Rate Income Trust                                                      | CUSIP: 278279104<br>LEI: HQOIMOIFYDO5NKVU2640 | Long             | EC               | RF                | US        |        6106 | NS      | $66616.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29230.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                              | Sumitomo Mitsui Trust Bank Ltd                                                              | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      315000 | PA      | $315456.16    | 0.06%             | 2029-03-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-572.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3415.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1622.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      133000 | PA      | $127415.77    | 0.02%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-124.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $2448.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                                                             | Yum! Brands Inc                                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |         863 | NS      | $145122.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1759.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-244.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                                            | Nitto Denko Corp                                                                            | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |       16300 | NS      | $378004.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $97.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Pegasus Acquisition Corp                                                             | Silver Pegasus Acquisition Corp                                                             | CUSIP: G8192J128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2623 | NS      | $26833.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                                    | Renesas Electronics Corp                                                                    | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       17500 | NS      | $330029.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                               | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                               | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17338 | PA      | $17751.76     | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Itron Inc                                                                                   | Itron Inc                                                                                   | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21866.25     | 0.00%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                                         | Avery Dennison Corp                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         992 | NS      | $194779.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust 2025-NPL2                                                        | GITSIT Mortgage Loan Trust 2025-NPL2                                                        | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113833 | PA      | $113783.02    | 0.02%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5818.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1287.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                                                           | Konami Group Corp                                                                           | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |        2600 | NS      | $346950.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern European Electric Co BV                                                             | Eastern European Electric Co BV                                                             | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | CORP              | NL        |      125000 | PA      | $155346.58    | 0.03%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                                    | Granite Construction Inc                                                                    | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |        8000 | PA      | $23548.00     | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7499.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                               | Aircastle Ltd                                                                               | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       62000 | PA      | $65160.28     | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-263.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobius Merger Sub Inc                                                                       | Mobius Merger Sub Inc                                                                       | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $64701.41     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sonangol Finance Ltd                                                                        | Sonangol Finance Ltd                                                                        | CUSIP: 83540CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |      825000 | PA      | $820803.10    | 0.16%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-721.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keen Vision Acquisition Corp - Warrants                                                     | Keen Vision Acquisition Corp - Warrants                                                     | CUSIP: G52443127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9980 | NS      | $847.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                   | Taiwan Semiconductor Manufacturing Co Ltd                                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |          42 | NS      | $15732.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Partners XI Ltd                                                                  | OHA Credit Partners XI Ltd                                                                  | CUSIP: 67109FBC8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250275.50    | 0.05%             | 2037-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Real Asset Acquisition Corp                                                                 | Real Asset Acquisition Corp                                                                 | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4642 | NS      | $49390.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $160.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3425.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnet/South Africa                                                                       | Transnet/South Africa                                                                       | CUSIP: S8755VFQ9<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      900000 | PA      | $948449.06    | 0.18%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $825.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   115125000 | NC      | $8712.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1695.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US Inc                                                           | GFL Environmental Holdings US Inc                                                           | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57000 | PA      | $57205.03     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                                    | Hermes International SCA                                                                    | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          19 | NS      | $45665.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2162.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                                                 | Daiwa House Industry Co Ltd                                                                 | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |       20000 | NS      | $721729.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $501.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          19 | NC      | $-11810.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp - Rights                                                       | BEST SPAC I Acquisition Corp - Rights                                                       | CUSIP: G1069P129<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        1044 | NS      | $161.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera Inc                                                                                   | Emera Inc                                                                                   | CUSIP: N/A<br>LEI: NQZVQT2P5IUF2PGA1Q48       | Long             | EC               | CORP              | CA        |        2100 | NS      | $109260.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                                    | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       46968 | NS      | $564787.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Universal Trust                                                                    | Franklin Universal Trust                                                                    | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |       11812 | NS      | $97921.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $6053.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Ltd / Difl US LLC                                             | Digicel International Finance Ltd / Difl US LLC                                             | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      700000 | PA      | $727236.30    | 0.14%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $92.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                         | Fifth Third Bancorp                                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |         232 | NS      | $11477.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                                                              | TD SYNNEX Corp                                                                              | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30738.94     | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                             | ASML Holding NV                                                                             | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |         354 | NS      | $514860.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $3661.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $356.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |         297 | NS      | $35372.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Financing USA LLC                                                                     | Sasol Financing USA LLC                                                                     | CUSIP: U8035UAA0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      800000 | PA      | $773600.00    | 0.15%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                                                                  | Inpex Corp                                                                                  | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       20000 | NS      | $488254.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.16        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M6S21BAU7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      625000 | PA      | $186086.99    | 0.04%             | 2033-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $824.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Gas Corridor CJSC                                                                  | Southern Gas Corridor CJSC                                                                  | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      325000 | PA      | $325505.06    | 0.06%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Corp II                                                         | Thayer Ventures Acquisition Corp II                                                         | CUSIP: G87890110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5908 | NS      | $1122.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         438 | NS      | $126941.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                                           | Omnicom Group Inc                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        2153 | NS      | $183629.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Czechoslovak Group AS                                                                       | Czechoslovak Group AS                                                                       | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      400000 | PA      | $418566.36    | 0.08%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         233 | NS      | $120509.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $69.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images Inc                                                                            | Getty Images Inc                                                                            | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $982253.46    | 0.19%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1099.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                                | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        1068 | NS      | $128641.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                                         | Dollar General Corp                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        1743 | NS      | $272326.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           2 | NC      | $1046.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |         389 | NS      | $57665.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $400.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1686.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          81 | NC      | $-57833.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Business Services LLC / Conduent State & Local Solutions Inc                       | Conduent Business Services LLC / Conduent State & Local Solutions Inc                       | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      371000 | PA      | $255119.19    | 0.05%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2023-4                                         | American Credit Acceptance Receivables Trust 2023-4                                         | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103703.02    | 0.02%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-435.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4305.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dune Acquisition Corp II                                                                    | Dune Acquisition Corp II                                                                    | CUSIP: G2867S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7632 | NS      | $78685.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $582.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27816.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                                   | IHS Netherlands Holdco BV                                                                   | CUSIP: N44153AE9<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |      292177 | PA      | $293144.44    | 0.06%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                   | Aptiv PLC                                                                                   | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       29875 | NS      | $2197007.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                                       | General Dynamics Corp                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2684 | NS      | $958322.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1160.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $56105.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                                                                | BEST SPAC I Acquisition Corp                                                                | CUSIP: G1069P103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        1044 | NS      | $10648.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onestream Inc                                                                               | Onestream Inc                                                                               | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |       13782 | NS      | $325117.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $93.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        5443 | NS      | $376165.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $113.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                            | Grupo Nutresa SA                                                                            | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      525000 | PA      | $565556.25    | 0.11%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $802.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $10557.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp - Rights                                                             | Emmis Acquisition Corp - Rights                                                             | CUSIP: G3037D113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3600 | NS      | $572.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                                                       | Intact Financial Corp                                                                       | CUSIP: N/A<br>LEI: 5493009LXGE7Y4U9OY43       | Long             | EC               | CORP              | CA        |        2000 | NS      | $386129.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2164.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         138 | NC      | $-39890.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         455 | NS      | $58217.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-213.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          47 | NC      | $-11244.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                    | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      111000 | PA      | $28806.94     | 0.01%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          61 | NC      | $773.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLIF Holdings LLC                                                                           | CLIF Holdings LLC                                                                           | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165000 | PA      | $166205.16    | 0.03%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           4 | NC      | $70984.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust 2023-2                                                                  | DT Auto Owner Trust 2023-2                                                                  | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115000 | PA      | $117453.63    | 0.02%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                            | WULF Compute LLC                                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $79426.05     | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp                                                                              | A O Smith Corp                                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        3680 | NS      | $287040.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                                                            | TriNet Group Inc                                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       53000 | PA      | $47566.30     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10029.19     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         135 | NS      | $116041.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $62599.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                              | Hershey Co/The                                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         210 | NS      | $49618.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       59000 | PA      | $60971.29     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                                  | Stanley Black & Decker Inc                                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        2665 | NS      | $230495.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $155.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF Issuer Trust 2025-2                                                                     | FHF Issuer Trust 2025-2                                                                     | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $126411.68    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Origin Investment Corp I                                                                    | Origin Investment Corp I                                                                    | CUSIP: G67751100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |        5153 | NS      | $52663.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-587.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3104.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                 | Equinor ASA                                                                                 | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        4773 | NS      | $143019.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $5873.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8969.23      | 0.00%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                       | Nigeria Government International Bond                                                       | CUSIP: V342A3CF9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      250000 | PA      | $251774.47    | 0.05%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $547.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-190.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         764 | NS      | $120605.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3320.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1420.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       84697 | PA      | $8.47         | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp - B Shares                                                                | Brown-Forman Corp - B Shares                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        7193 | NS      | $207589.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp - Class A                                                                      | Comcast Corp - Class A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        4909 | NS      | $151982.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                                                        | Deckers Outdoor Corp                                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        6166 | NS      | $723086.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                                                      | BKW AG                                                                                      | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |        1214 | NS      | $238549.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $979.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $3528.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $1110.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        6297 | NS      | $1322370.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7187.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                             | Fidelity National Financial Inc                                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       20522 | NS      | $1085203.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-240.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10642.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II - Class A                                                        | Armada Acquisition Corp II - Class A                                                        | CUSIP: G0R38G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15035 | NS      | $155010.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          10 | NC      | $-8848.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHF Issuer Trust 2025-1                                                                     | FHF Issuer Trust 2025-1                                                                     | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56734 | PA      | $56782.07     | 0.01%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        4397 | NS      | $642225.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                                                               | Golar LNG Ltd                                                                               | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      375000 | PA      | $377328.38    | 0.07%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    20511525 | OU      | $-467490.98   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $116.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                            | Coca-Cola HBC AG                                                                            | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        1721 | NS      | $111712.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                                   | Brighthouse Financial Inc                                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        2112 | NS      | $126677.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-0.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $214.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1557.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2379.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2040.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-22584.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                                                    | Lifco AB                                                                                    | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |        3162 | NS      | $112190.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                                | Assurant Inc                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         106 | NS      | $24336.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |       95544 | PA      | $2388.60      | 0.00%             | 2030-06-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                         | Cheniere Energy Inc                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        4151 | NS      | $978515.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $1254.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II - Warrants                                                       | Armada Acquisition Corp II - Warrants                                                       | CUSIP: G0R38G112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1838 | NS      | $1260.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust 2004-AR7                                                   | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                   | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58690 | PA      | $47970.94     | 0.01%             | 2034-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3207.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                   | Viper Energy Partners LLC                                                                   | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      129000 | PA      | $133816.86    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                                                                  | Skanska AB                                                                                  | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        8446 | NS      | $258927.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Calisa Acquisition Corp                                                                     | Calisa Acquisition Corp                                                                     | CUSIP: G1771C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6890 | NS      | $68831.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                               | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $142258.94    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $2281.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-355.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                               | Jefferies Financial Group Inc                                                               | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      116000 | PA      | $121312.13    | 0.02%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $125.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1126.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2767.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6710.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition - Class A                                                    | Axiom Intelligence Acquisition - Class A                                                    | CUSIP: G0750N104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       13967 | NS      | $141765.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       33878 | PA      | $84.70        | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                                 | Alnylam Pharmaceuticals Inc                                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         336 | NS      | $111861.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: M5R189ZP4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    10500000 | PA      | $194988.44    | 0.04%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-188.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $429.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-4271.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          99 | NC      | $36253.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                              | Structured Adjustable Rate Mortgage Loan Trust                                              | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300469 | PA      | $174829.19    | 0.03%             | 2035-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                               | Aircastle Ltd                                                                               | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |       55000 | PA      | $57591.23     | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                                    | Azule Energy Finance Plc                                                                    | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $404215.90    | 0.08%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1778.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-C                                            | Navient Private Education Refi Loan Trust 2018-C                                            | CUSIP: 63940VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      216262 | PA      | $214890.37    | 0.04%             | 2042-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1746.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust 2025-NPL1                                                        | GITSIT Mortgage Loan Trust 2025-NPL1                                                        | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       73469 | PA      | $73547.96     | 0.01%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1575.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        2345 | NS      | $503049.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4299.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                                                          | MS&AD Insurance Group Holdings Inc                                                          | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        8500 | NS      | $236864.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1345.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock MuniYield Quality Fund Inc                                                        | BlackRock MuniYield Quality Fund Inc                                                        | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |       41258 | NS      | $489732.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                                       | Axiom Intelligence Acquisition Corp 1                                                       | CUSIP: G0750N112<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        3653 | NS      | $547.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1385.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                                        | Power Corp of Canada                                                                        | CUSIP: N/A<br>LEI: 549300BE2CB8T87IJV50       | Long             | EC               | CORP              | CA        |        2900 | NS      | $145675.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Vision II Acquisition Corp                                                           | Future Vision II Acquisition Corp                                                           | CUSIP: G37068106<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        8312 | NS      | $89021.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     8430000 | PA      | $194650.23    | 0.04%             | 2026-08-12      | Fixed         | 36.10%                | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      275000 | PA      | $331332.35    | 0.06%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $335.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           3 | NC      | $80750.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $13436.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10612.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                        | Samarco Mineracao SA                                                                        | CUSIP: P8405QAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      463105 | PA      | $464666.59    | 0.09%             | 2031-06-30      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                                   | Warner Bros Discovery Inc                                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       99930 | NS      | $2815028.10   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      165000 | PA      | $172215.67    | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Newbury Street II Acquisition Corp - Warrants                                               | Newbury Street II Acquisition Corp - Warrants                                               | CUSIP: G6439S117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4940 | NS      | $1139.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                            | Argentine Republic Government International Bond                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      725000 | PA      | $546505.00    | 0.10%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                    | Avis Budget Rental Car Funding AESOP LLC                                                    | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $347848.90    | 0.07%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp Term Loan B                                                              | Bausch + Lomb Corp Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |       49445 | PA      | $49420.59     | 0.01%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Vanguard Value ETF                                                                          | Vanguard Value ETF                                                                          | CUSIP: 922908744<br>LEI: N/A                  | Long             | EC               | RF                | US        |       15185 | NS      | $3147243.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       99963 | PA      | $17243.62     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4970.49      | 0.00%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                  | FedEx Corp                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        1934 | NS      | $748458.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-633.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $133.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9990.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-988.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                         | Deutsche Telekom AG                                                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |        7681 | NS      | $308470.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $471.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp III Ltd                                                 | CSLM Digital Asset Acquisition Corp III Ltd                                                 | CUSIP: G2584S101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13814 | NS      | $138692.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | EC               | CORP              | CN        |       45339 | NS      | $602.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: N97336AA4<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      394680 | PA      | $419182.13    | 0.08%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        3134 | NS      | $601289.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Finance Trust 2025-1                                                             | Foundation Finance Trust 2025-1                                                             | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92205 | PA      | $93950.55     | 0.02%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-781.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3309.78      | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          40 | NC      | $53403.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      135000 | PA      | $154821.88    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2336.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        2205 | NS      | $187749.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3196.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34664.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $187.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                        | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                        | CUSIP: P68290AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $203100.00    | 0.04%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1030.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp II - Warrants                                                   | AA Mission Acquisition Corp II - Warrants                                                   | CUSIP: G1000S125<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        4933 | NS      | $1075.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                                                                | Globa Terra Acquisition Corp                                                                | CUSIP: G3933N116<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       28136 | NS      | $286143.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           4 | NC      | $2935.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                                                                  | Soulpower Acquisition Corp                                                                  | CUSIP: G82745103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11343 | NS      | $116265.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                                         | Electronic Arts Inc                                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        1924 | NS      | $385896.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                                                              | Open Text Corp                                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $72003.73     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      111000 | PA      | $98034.12     | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                                 | Tengizchevroil Finance Co International Ltd                                                 | CUSIP: G87602AA9<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $99603.83     | 0.02%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                           | Lam Research Corp                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        5637 | NS      | $1318437.93   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-467.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8250.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-446.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                     | ABB Ltd                                                                                     | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        9248 | NS      | $861324.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1509.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                           | Flash Compute LLC                                                                           | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $113621.69    | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                                                            | OGX Austria GmbH                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     1100000 | PA      | $0.00         | 0.00%             | 2022-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peru Government Bond                                                                        | Peru Government Bond                                                                        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1250000 | PA      | $405422.31    | 0.08%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1030.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $2318.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yorkville Acquisition Corp                                                                  | Yorkville Acquisition Corp                                                                  | CUSIP: G98659116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12308 | NS      | $125049.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          11 | NC      | $27814.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-495.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                                                    | Times China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |       81008 | PA      | $506.30       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      250000 | PA      | $245001.53    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Quantumsphere Acquisition Corp                                                              | Quantumsphere Acquisition Corp                                                              | CUSIP: G7387B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5150 | NS      | $51809.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1109.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $292.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $48.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                                                     | Cayson Acquisition Corp                                                                     | CUSIP: G1993W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3476 | NS      | $37610.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires/Government Bonds                                                  | Provincia de Buenos Aires/Government Bonds                                                  | CUSIP: P1910WXV6<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |      711760 | PA      | $563458.68    | 0.11%             | 2037-09-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $4598.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                                                     | ProCap Acquisition Corp                                                                     | CUSIP: G7257A113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1445 | NS      | $14869.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $123.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                             | SEB Funding LLC                                                                             | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70000 | PA      | $71966.36     | 0.01%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                               | Industria de Diseno Textil SA                                                               | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        1011 | NS      | $67511.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                                                              | DraftKings Inc                                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        3502 | NS      | $83487.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1626.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4850.00      | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1729.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-503.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-134.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $1385.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                                                   | Jabil Inc                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         639 | NS      | $169328.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         156 | NS      | $25975.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      175000 | PA      | $55300.00     | 0.01%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Corp II - Class A                                               | Thayer Ventures Acquisition Corp II - Class A                                               | CUSIP: G87890102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11143 | NS      | $113435.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-2                                                | Westlake Automobile Receivables Trust 2024-2                                                | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25705.54     | 0.00%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                    | Infineon Technologies AG                                                                    | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |         817 | NS      | $44032.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-546.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-396.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   412000000 | NC      | $4258.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      425000 | PA      | $420112.50    | 0.08%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                                               | Obayashi Corp                                                                               | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        9700 | NS      | $273840.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                                   | PG&E Corp                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       16360 | NS      | $310840.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1350.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                                | Japan Treasury Discount Bill                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   581700000 | PA      | $3722186.05   | 0.71%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1842.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $505.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Financial Group Inc                                                                | Yokohama Financial Group Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       10900 | NS      | $117688.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2359.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $98.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-264.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $93.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         212 | NS      | $898742.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldabra 4 Liquidity Opportunity Vehicle Inc                                                 | Aldabra 4 Liquidity Opportunity Vehicle Inc                                                 | CUSIP: G01900201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5605 | NS      | $55825.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                               | Regeneron Pharmaceuticals Inc                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         355 | NS      | $277492.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-401.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                            | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |         932 | NS      | $33042.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-202.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       12569 | NS      | $3955967.06   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        2717 | NS      | $67021.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      470412 | PA      | $408055.47    | 0.08%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                                          | Honda Motor Co Ltd                                                                          | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |        4800 | NS      | $48083.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $223.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                                                                         | Resona Holdings Inc                                                                         | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        6300 | NS      | $76871.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4596.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                        | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      374000 | PA      | $378096.80    | 0.07%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                  | Evergy Inc                                                                                  | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |       11000 | PA      | $15031.50     | 0.00%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      590000 | PA      | $622282.30    | 0.12%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-671.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         248 | NS      | $76607.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1519.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2152.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-28289.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $116.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           4 | NC      | $-35251.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $619.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                             | iShares Broad USD High Yield Corporate Bond ETF                                             | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |       58425 | NS      | $2184510.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $501.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1591.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    16000000 | PA      | $339169.75    | 0.06%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30882.33     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1768.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    10560000 | PA      | $1724714.26   | 0.33%             | 2035-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-193.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                          | MetroNet Infrastructure Issuer LLC                                                          | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $30980.47     | 0.01%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                         | Vulcan Materials Co                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         186 | NS      | $57660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                                                     | LY Corp                                                                                     | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       34600 | NS      | $85522.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $750.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1027.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                                            | Oversea-Chinese Banking Corp Ltd                                                            | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       34900 | NS      | $590619.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-703.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB - B Shares                                                                         | Volvo AB - B Shares                                                                         | CUSIP: N/A<br>LEI: 549300HGV012CNC8JD22       | Long             | EC               | CORP              | SE        |        2383 | NS      | $92718.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $852.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44794.39     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      600000 | PA      | $571904.72    | 0.11%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                               | DISH DBS Corp                                                                               | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $403102.49    | 0.08%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                         | Meritage Homes Corp                                                                         | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      148000 | PA      | $152673.89    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1416.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Launchpad Cadenza Acquisition Corp I                                                        | Launchpad Cadenza Acquisition Corp I                                                        | CUSIP: G6001S123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8196 | NS      | $82041.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                                                              | K&F Growth Acquisition Corp II                                                              | CUSIP: G52258111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4999 | NS      | $51939.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                        | Wingstop Funding LLC                                                                        | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103858.71    | 0.02%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30573.86     | 0.01%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                                                | Acu Petroleo Luxembourg Sarl                                                                | CUSIP: L0R80QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      442910 | PA      | $457030.79    | 0.09%             | 2035-07-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                           | Devon Energy Corp                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       10736 | NS      | $467338.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                                                           | Suzuki Motor Corp                                                                           | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       18100 | NS      | $273733.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding 2005-7 Trust                                                        | Banc of America Funding 2005-7 Trust                                                        | CUSIP: 05946XS61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15174 | PA      | $15681.01     | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital GSS Investment Corp                                                            | Bain Capital GSS Investment Corp                                                            | CUSIP: G0R78B122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5150 | NS      | $52581.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $363.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $183.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          20 | NC      | $-4264.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                                     | SMB Private Education Loan Trust 2018-C                                                     | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98900.86     | 0.02%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                                                          | Kraft Heinz Co/The                                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        6369 | NS      | $156741.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | EC               | CORP              | CN        |       41995 | NS      | $477.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1158.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      465000 | PA      | $476076.30    | 0.09%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                                      | Skyworks Solutions Inc                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        4498 | NS      | $267990.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding LIII Ltd                                                               | Madison Park Funding LIII Ltd                                                               | CUSIP: 558189AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250533.25    | 0.05%             | 2035-04-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: G4701HAD1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $209400.42    | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chenghe Acquisition III Co                                                                  | Chenghe Acquisition III Co                                                                  | CUSIP: G2086N105<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |          44 | NS      | $443.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                             | PRPM 2025-8 LLC                                                                             | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       92069 | PA      | $92103.27     | 0.02%             | 2030-10-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                    | Lamb Weston Holdings Inc                                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        2999 | NS      | $144521.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         280 | NS      | $89600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $686.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-150.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           8 | NC      | $7358.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                            | Genuine Parts Co                                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        1602 | NS      | $191054.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-342.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                                     | CRH America Finance Inc                                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      154000 | PA      | $156245.50    | 0.03%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer 2021-2 LLC                                                            | Sunrun Demeter Issuer 2021-2 LLC                                                            | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       77711 | PA      | $71379.84     | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC / Illuminate Holdings IV Inc                                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                           | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      129000 | PA      | $128893.21    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-296.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2475.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graf Global Corp                                                                            | Graf Global Corp                                                                            | CUSIP: G4036C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4458 | NS      | $47611.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                               | Welltower Inc                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        1362 | NS      | $282097.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      675000 | PA      | $679387.50    | 0.13%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          13 | NC      | $-6060.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $9778.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          36 | NC      | $-13572.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4018.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Space Asset Acquisition Corp                                                                | Space Asset Acquisition Corp                                                                | CUSIP: G8375S127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1401 | NS      | $14220.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        6160 | NS      | $204943.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust 2004-J10                                                             | Alternative Loan Trust 2004-J10                                                             | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14310 | PA      | $14653.23     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         129 | NC      | $114674.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                                                                       | Aldar Properties PJSC                                                                       | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $793929.33    | 0.15%             | 2056-04-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                                                 | Stantec Inc                                                                                 | CUSIP: N/A<br>LEI: 549300MZ7NGUZDCP2T16       | Long             | EC               | CORP              | CA        |        1500 | NS      | $138887.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $300.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                                        | Progressive Corp/The                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        2645 | NS      | $565130.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $319.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                   | Archer-Daniels-Midland Co                                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        2117 | NS      | $146157.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $18687.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-225.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2025-B                                                      | Carmax Select Receivables Trust 2025-B                                                      | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $127319.45    | 0.02%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $673.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOZAYYX Acquisition Corp                                                                    | MOZAYYX Acquisition Corp                                                                    | CUSIP: G63113123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4467 | NS      | $44491.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-939.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1165.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1076.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1678.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp - Class A                                                      | Cal Redwood Acquisition Corp - Class A                                                      | CUSIP: G17564108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21143 | NS      | $214812.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3355900000 | PA      | $819280.98    | 0.16%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-287.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M6S21BAE3<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      225000 | PA      | $65981.25     | 0.01%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2023-4                                                           | LAD Auto Receivables Trust 2023-4                                                           | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $51350.21     | 0.01%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      220826 | NC      | $-2208.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1306.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                                | Japan Treasury Discount Bill                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   231000000 | PA      | $1467772.21   | 0.28%             | 2026-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Providence Acquisition Corp III - Warrants                                              | New Providence Acquisition Corp III - Warrants                                              | CUSIP: G6476A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8562 | NS      | $4794.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc - Contingent Value Rights                                               | TreeHouse Foods Inc - Contingent Value Rights                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       15806 | NS      | $27660.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $973.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                                                     | Magna International Inc                                                                     | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | EC               | CORP              | CA        |        4500 | NS      | $283746.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4560.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohen Circle Acquisition Corp II                                                            | Cohen Circle Acquisition Corp II                                                            | CUSIP: G2254C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4403 | NS      | $45615.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCO X Mortgage LLC 2025-1                                                                   | RCO X Mortgage LLC 2025-1                                                                   | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      162688 | PA      | $163492.76    | 0.03%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           3 | NC      | $245.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $89979.87     | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $63327.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $28452.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $689.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $559.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp - Class A                                            | Oyster Enterprises II Acquisition Corp - Class A                                            | CUSIP: G6861F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13934 | NS      | $141290.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                                   | Apollo Commercial Real Estate Finance Inc                                                   | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |      678000 | PA      | $674595.56    | 0.13%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                               | Citigroup Commercial Mortgage Trust 2014-GC21                                               | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $127017.21    | 0.02%             | 2047-05-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                                        | Jacobs Solutions Inc                                                                        | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45007.59     | 0.01%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $11865.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3269.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp - Class A                                                     | FIGX Capital Acquisition Corp - Class A                                                     | CUSIP: G3473K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2592 | NS      | $26179.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $691.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $354.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $156750.00    | 0.03%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CFLD Cayman Investment Ltd                                                                  | CFLD Cayman Investment Ltd                                                                  | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |      109265 | PA      | $3496.48      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                            | Nelnet Student Loan Trust 2021-D                                                            | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $91616.78     | 0.02%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| M3 Inc                                                                                      | M3 Inc                                                                                      | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |        2800 | NS      | $30655.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          52 | NC      | $111009.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Ave Acquisition Corp                                                                | Harvard Ave Acquisition Corp                                                                | CUSIP: G4330A103<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        6911 | NS      | $69179.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                                                             | EMCOR Group Inc                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         404 | NS      | $292746.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |         446 | NS      | $43877.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $355.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        2936 | NS      | $125337.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $6788.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                                                      | F5 Inc                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         559 | NS      | $151690.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-13.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                             | Ulta Beauty Inc                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         513 | NS      | $351297.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding LIX Ltd                                                                | Madison Park Funding LIX Ltd                                                                | CUSIP: 55822EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260396.50    | 0.05%             | 2037-04-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         146 | NC      | $33.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archimedes Tech SPAC Partners II Co                                                         | Archimedes Tech SPAC Partners II Co                                                         | CUSIP: G04537109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11767 | NS      | $123906.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8379.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acropolis Infrastructure Acquisition Corp - Escrow                                          | Acropolis Infrastructure Acquisition Corp - Escrow                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5690 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| W R Berkley Corp                                                                            | W R Berkley Corp                                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |         504 | NS      | $36136.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Inc                                                                    | Sensata Technologies Inc                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122558.32    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |          98 | NS      | $22749.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                                          | Compass Datacenters Issuer III LLC                                                          | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $65920.41     | 0.01%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-5                                                  | Exeter Automobile Receivables Trust 2024-5                                                  | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $50545.77     | 0.01%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios XIII Issuer LLC                                                              | Sunnova Helios XIII Issuer LLC                                                              | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83978 | PA      | $72405.38     | 0.01%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13547.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp II                                                              | AA Mission Acquisition Corp II                                                              | CUSIP: G1000S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41867 | NS      | $415739.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT7                                                                          | BX Trust 2025-VLT7                                                                          | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100031.25    | 0.02%             | 2044-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Gesher Acquisition Corp II                                                                  | Gesher Acquisition Corp II                                                                  | CUSIP: G3852D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5220 | NS      | $54131.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                                | Insulet Corp                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         560 | NS      | $138101.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azule Energy Finance Plc                                                                    | Azule Energy Finance Plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $583187.93    | 0.11%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class B Pass Through Trust                                           | United Airlines 2019-2 Class B Pass Through Trust                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125665 | PA      | $123055.26    | 0.02%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2005-4F                                                             | GSR Mortgage Loan Trust 2005-4F                                                             | CUSIP: 36242DY31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23132 | PA      | $22924.86     | 0.00%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oxley Bridge Acquisition Ltd - Warrants                                                     | Oxley Bridge Acquisition Ltd - Warrants                                                     | CUSIP: G6858G115<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        2086 | NS      | $442.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1024.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                                          | Kyrgyz Republic International Bond                                                          | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $208753.25    | 0.04%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Live Oak Acquisition Corp V                                                                 | Live Oak Acquisition Corp V                                                                 | CUSIP: G5509P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11403 | NS      | $117792.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          61 | NC      | $-96167.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $96786.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                                        | Colgate-Palmolive Co                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        1021 | NS      | $101221.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: DC6526370<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    11700000 | PA      | $244491.73    | 0.05%             | 2028-01-06      | Fixed         | 22.42%                | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-472.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra Inc                                                                                | Penumbra Inc                                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        1973 | NS      | $679481.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-558.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                                    | WFRBS Commercial Mortgage Trust 2014-C20                                                    | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |       64057 | PA      | $55409.48     | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc - Class B                                                            | Berkshire Hathaway Inc - Class B                                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         740 | NS      | $373663.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           8 | NC      | $-6775.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Garnet CLO 2 Ltd                                                                            | Garnet CLO 2 Ltd                                                                            | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250523.00    | 0.05%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      169000 | PA      | $171775.87    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BTC Development Corp                                                                        | BTC Development Corp                                                                        | CUSIP: G0701G125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1031 | NS      | $10464.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          25 | NC      | $116944.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                                    | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        2514 | NS      | $417289.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                                                        | Generac Holdings Inc                                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        1997 | NS      | $450063.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                                         | Kimberly-Clark Corp                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        1464 | NS      | $163148.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-92.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $915.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2024-1 Ltd                                                                    | Wellfleet CLO 2024-1 Ltd                                                                    | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250525.00    | 0.05%             | 2037-07-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Eureka Acquisition Corp                                                                     | Eureka Acquisition Corp                                                                     | CUSIP: G32168109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        1047 | NS      | $11621.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1037.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                               | EchoStar Corp                                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       48999 | PA      | $173088.97    | 0.03%             | 2030-11-30      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15557.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3095.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $883200.00    | 0.17%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $528.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                                    | United Overseas Bank Ltd                                                                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        5000 | NS      | $145887.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Global SC Finance X Ltd                                                                     | Global SC Finance X Ltd                                                                     | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      103688 | PA      | $104648.37    | 0.02%             | 2045-09-20      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           9 | NC      | $1601.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $794.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          23 | NC      | $-36835.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-177.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $799.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1350.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                                      | Franklin Resources Inc                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        3370 | NS      | $89439.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                                                  | Fluor Corp                                                                                  | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |       18000 | PA      | $23958.00     | 0.00%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                             | Tyson Foods Inc                                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        4400 | NS      | $285956.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                                     | HTA Group Ltd/Mauritius                                                                     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      375000 | PA      | $387155.64    | 0.07%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                         | Otis Worldwide Corp                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        3370 | NS      | $311927.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    27000000 | NC      | $16718.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                                                   | Ball Corp                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        1119 | NS      | $75118.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9773.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                                          | ENEOS Holdings Inc                                                                          | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       28500 | NS      | $271908.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130778.81    | 0.02%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                                                           | Bloom Energy Corp                                                                           | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |       15000 | PA      | $17625.00     | 0.00%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                                         | Energuate Trust 2 0                                                                         | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $254757.75    | 0.05%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $278.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                                                  | Edenred SE                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |       13936 | NS      | $322102.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $587.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-759.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $97.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          13 | NC      | $-28130.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                                | Prologis Inc                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |         567 | NS      | $80837.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                                                     | Zebra Technologies Corp                                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        1214 | NS      | $271887.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uzbekneftegaz JSC                                                                           | Uzbekneftegaz JSC                                                                           | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      475000 | PA      | $518802.88    | 0.10%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-332.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                                    | RELX PLC                                                                                    | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        9901 | NS      | $345876.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1412.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $37039.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-454.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S - B                                                                  | AP Moller - Maersk A/S - B                                                                  | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          49 | NS      | $121659.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32042.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd Term Loan B                                                    | Ardonagh Group Finco Pty Ltd Term Loan B                                                    | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      241395 | PA      | $235963.61    | 0.04%             | 2031-02-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-867.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lake Superior Acquisition Corp                                                              | Lake Superior Acquisition Corp                                                              | CUSIP: G5354C131<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5264 | NS      | $53271.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1860.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       95380 | PA      | $1669.15      | 0.00%             | 2029-12-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2003-22CB                                                            | Alternative Loan Trust 2003-22CB                                                            | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31546 | PA      | $32420.16     | 0.01%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSR IV Acquisition Corp                                                                     | GSR IV Acquisition Corp                                                                     | CUSIP: G4R12K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13399 | NS      | $134257.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                                                                  | Centurion Acquisition Corp                                                                  | CUSIP: G20315100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           2 | NS      | $21.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                                                         | Cognizant Technology Solutions Corp                                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2163 | NS      | $139362.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                                  | Fannie Mae                                                                                  | CUSIP: 313586786<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGA              | US        |       37200 | NS      | $405480.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41234.58     | 0.01%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                             | Cemex SAB de CV                                                                             | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $199676.20    | 0.04%             | N/A             | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45060.55     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-69.47       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LeddarTech Holdings Inc - Warrants                                                          | LeddarTech Holdings Inc - Warrants                                                          | CUSIP: 52328E113<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        2297 | NS      | $3.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |          38 | NS      | $8671.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-11561.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-638.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          18 | NC      | $-12051.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-101.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         103 | NS      | $53674.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp I                                                                | Perimeter Acquisition Corp I                                                                | CUSIP: G7010A129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3123 | NS      | $32385.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      159787 | PA      | $798.94       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1246.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3255.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Miluna Acquisition Corp                                                                     | Miluna Acquisition Corp                                                                     | CUSIP: G6180J100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       10070 | NS      | $100297.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $5350.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                                                 | Cie Financiere Richemont SA                                                                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        1884 | NS      | $384067.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |         380 | NS      | $193070.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1593.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                          | Subway Funding LLC                                                                          | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      212312 | PA      | $214681.89    | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets 2018-1 LLC                                                               | Accelerated Assets 2018-1 LLC                                                               | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       16502 | PA      | $16310.98     | 0.00%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13965.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-552.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         178 | NC      | $-59216.43    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1266.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1787.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: M5R189D86<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    14500000 | PA      | $262440.51    | 0.05%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-4196.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      325000 | PA      | $375650.60    | 0.07%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                                        | Kuwait International Government Bond                                                        | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |      350000 | PA      | $352306.21    | 0.07%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |          66 | NS      | $9443.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                                  | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                                  | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |        8802 | PA      | $8823.54      | 0.00%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |      134360 | PA      | $3359.00      | 0.00%             | 2031-06-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        1418 | NS      | $550410.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust 2022-2                                                                  | DT Auto Owner Trust 2022-2                                                                  | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96805 | PA      | $97229.18     | 0.02%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $731.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2413.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1856.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8628.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2303.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                             | PRPM 2025-2 LLC                                                                             | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99966.55     | 0.02%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond                                                     | Venezuela Government International Bond                                                     | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1000000 | PA      | $402600.00    | 0.08%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                   | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |         603 | NS      | $130943.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                                               | Fortescue Ltd                                                                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       31333 | NS      | $470658.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Drugs Made In America Acquisition II Corp                                                   | Drugs Made In America Acquisition II Corp                                                   | CUSIP: G2851K120<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10374 | NS      | $104569.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources Inc/OK                                                                | Continental Resources Inc/OK                                                                | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331878.60    | 0.06%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                                      | Webster Financial Corp                                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       23679 | NS      | $1707966.27   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                                                            | Asahi Kasei Corp                                                                            | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       13700 | NS      | $161460.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $507.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M8787UAS0<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       75000 | PA      | $22125.00     | 0.00%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2022-RPL1                                                        | BINOM Securitization Trust 2022-RPL1                                                        | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $119108.86    | 0.02%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $456.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1504.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images Inc                                                                            | Getty Images Inc                                                                            | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      584000 | PA      | $539470.00    | 0.10%             | 2028-03-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                                   | Applebee's Funding LLC / IHOP Funding LLC                                                   | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220000 | PA      | $222745.40    | 0.04%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                                                             | Pro Medicus Ltd                                                                             | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |        2187 | NS      | $201832.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-956.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Interest Rate Swaps                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 19300000000 | OU      | $-84781.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                                        | Edison International                                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        6798 | NS      | $508082.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       45000 | PA      | $50452.96     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust 2021-1                                                      | Prestige Auto Receivables Trust 2021-1                                                      | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      123864 | PA      | $123140.01    | 0.02%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                   | United Parcel Service Inc                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        1720 | NS      | $199451.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Czechoslovak Group AS                                                                       | Czechoslovak Group AS                                                                       | CUSIP: X1761DAM4<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      400000 | PA      | $418566.36    | 0.08%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        1261 | NS      | $197094.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $183.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-5                                                  | Exeter Automobile Receivables Trust 2023-5                                                  | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $128952.01    | 0.02%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          18 | NC      | $47209.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $48263.46     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AI Infrastructure Acquisition Corp                                                          | AI Infrastructure Acquisition Corp                                                          | CUSIP: G01336109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6045 | NS      | $60570.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                               | Clorox Co/The                                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         485 | NS      | $61672.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     8656000 | PA      | $204075.17    | 0.04%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        4870 | NS      | $1186283.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M87883DN7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       50000 | PA      | $14700.00     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $211.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                                | Freshpet Inc                                                                                | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |        6000 | PA      | $8234.26      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                           | Expedia Group Inc                                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        3383 | NS      | $729679.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                                                | Autodesk Inc                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         362 | NS      | $89004.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YO5146346<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    37400000 | PA      | $742421.57    | 0.14%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $5423.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                                            | Osaka Gas Co Ltd                                                                            | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |        7900 | NS      | $329777.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Leapfrog Acquisition Corp                                                                   | Leapfrog Acquisition Corp                                                                   | CUSIP: G5414D129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2856 | NS      | $28645.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $772.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         122 | NC      | $-42060.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       55000 | PA      | $58314.93     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                                                                | Wheaton Precious Metals Corp                                                                | CUSIP: N/A<br>LEI: 549300XSFG5ZCGVYD886       | Long             | EC               | CORP              | CA        |        3000 | NS      | $488845.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: U5007TAB1<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      400000 | PA      | $348486.28    | 0.07%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock PLC                                                                        | Smurfit Westrock PLC                                                                        | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       12244 | NS      | $575590.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-814.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1177.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      109000 | PA      | $113714.77    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3766.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      325000 | OU      | $17767.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starry Sea Acquisition Corp                                                                 | Starry Sea Acquisition Corp                                                                 | CUSIP: G8559L112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7731 | NS      | $78237.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                             | Dollar Tree Inc                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        3269 | NS      | $413463.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                                     | Banque Ouest Africaine de Developpement                                                     | CUSIP: V0956YAB1<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | XX        |      600000 | PA      | $598985.36    | 0.11%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-782.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1631.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $67.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-373.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                                                      | Carvana Auto Receivables Trust 2021-N4                                                      | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13427 | PA      | $13168.64     | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC Term Loan B                                                         | CRC Insurance Group LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       45508 | PA      | $44586.50     | 0.01%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                            | Saudi Awwal Bank                                                                            | CUSIP: M8T3ARAF8<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |      600000 | PA      | $611583.07    | 0.12%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $775.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clsec Holdings 22t LLC                                                                      | Clsec Holdings 22t LLC                                                                      | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49305 | PA      | $49053.62     | 0.01%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                   | Block Inc                                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |         211 | NS      | $13440.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5627.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                                                   | Ball Corp                                                                                   | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      181000 | PA      | $186262.94    | 0.04%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                                   | Host Hotels & Resorts Inc                                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |        1128 | NS      | $22097.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2081.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $552.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $150.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-879.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1673 | NS      | $383501.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $208196.62    | 0.04%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          95 | NC      | $-14485.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                                                                 | Taisei Corp                                                                                 | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         300 | NS      | $38980.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-331.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                      | DBS Group Holdings Ltd                                                                      | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |         940 | NS      | $42342.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9356.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          11 | NC      | $-1060.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          12 | NC      | $-3632.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Acquisition Corp                                                                   | Bluerock Acquisition Corp                                                                   | CUSIP: G1352R121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5714 | NS      | $57311.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          20 | NC      | $-2365.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $374811.50    | 0.07%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC DIP PIK TERM                                                         | First Brands Group LLC DIP PIK TERM                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14576 | PA      | $2678.39      | 0.00%             | 2026-06-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| M Evo Global Acquisition Corp II                                                            | M Evo Global Acquisition Corp II                                                            | CUSIP: G6071J128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6562 | NS      | $65816.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                                                           | Kinross Gold Corp                                                                           | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |         224 | NS      | $8285.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-281.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Archimedes Tech SPAC Partners III Co                                                        | Archimedes Tech SPAC Partners III Co                                                        | CUSIP: G0453R121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2242 | NS      | $22498.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     9000000 | NC      | $5946.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akouos Inc - Contingent Value Rights                                                        | Akouos Inc - Contingent Value Rights                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4410 | NS      | $2205.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $192.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp                                                                     | Copley Acquisition Corp                                                                     | CUSIP: G24243100<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        4854 | NS      | $49753.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Providence Acquisition Corp III                                                         | New Providence Acquisition Corp III                                                         | CUSIP: G6476A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23678 | NS      | $243646.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1072.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-907.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp                                                                          | Lundin Mining Corp                                                                          | CUSIP: N/A<br>LEI: 549300FQDIM6C8HTN269       | Long             | EC               | CORP              | CA        |        1600 | NS      | $50977.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energo - Pro as                                                                             | Energo - Pro as                                                                             | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |      375000 | PA      | $470216.34    | 0.09%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1125.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1295.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silverbox Corp IV                                                                           | Silverbox Corp IV                                                                           | CUSIP: G81354105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4505 | NS      | $48158.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D Boral ARC Acquisition I Corp                                                              | D Boral ARC Acquisition I Corp                                                              | CUSIP: G2616F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12372 | NS      | $124771.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                                                          | PPG Industries Inc                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        1458 | NS      | $179727.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $9558.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                                  | Evergy Inc                                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         277 | NS      | $23173.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2493.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $405.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-458.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |        1100 | NS      | $50589.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $300.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-462.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: X5S0058J3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      240000 | PA      | $187150.85    | 0.04%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Calisa Acquisition Corp                                                                     | Calisa Acquisition Corp                                                                     | CUSIP: G1771C119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         325 | NS      | $3302.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                                                                   | Halozyme Therapeutics Inc                                                                   | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13481.00     | 0.00%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          15 | NC      | $-3081.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $95.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-92.31       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                            | Hartford Insurance Group Inc/The                                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        6023 | NS      | $848219.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                                                                | Yuzhou Group Holdings Co Ltd                                                                | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |       40905 | PA      | $1022.63      | 0.00%             | 2028-06-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      228000 | PA      | $226281.13    | 0.04%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                                 | Raymond James Financial Inc                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        2688 | NS      | $411479.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                                                 | Textron Inc                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        4086 | NS      | $403083.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust 2004-8                                                         | MASTR Alternative Loan Trust 2004-8                                                         | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       59533 | PA      | $60690.18     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $26585.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-20414.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         118 | NC      | $-26843.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3503.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-18632.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           6 | NC      | $31126.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20014.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-4889.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2881.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          13 | NC      | $31361.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52365.75     | 0.01%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-545.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-209.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp - A Shares                                                           | Liberty Broadband Corp - A Shares                                                           | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        5677 | NS      | $309850.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-838.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-394.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12556.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      200000 | PA      | $224106.00    | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                                    | Microchip Technology Inc                                                                    | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7243.08      | 0.00%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1060.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymaker Acquisition Corp 4                                                                 | Haymaker Acquisition Corp 4                                                                 | CUSIP: G4375F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15675 | NS      | $179792.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         407 | NS      | $107846.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-152.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        2990 | NS      | $225505.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JH North America Holdings Inc                                                               | JH North America Holdings Inc                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      114000 | PA      | $117004.36    | 0.02%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $699.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4481.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-328.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $538.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                    | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1517000 | PA      | $400752.70    | 0.08%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp - Class A                                                           | ProCap Acquisition Corp - Class A                                                           | CUSIP: G7257A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5080 | NS      | $51612.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-4285.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           2 | NC      | $177.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                                                                     | Siddhi Acquisition Corp                                                                     | CUSIP: G8118C124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28907 | NS      | $297163.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                                   | Applebee's Funding LLC / IHOP Funding LLC                                                   | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $151990.83    | 0.03%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                                                       | Yangzijiang Shipbuilding Holdings Ltd                                                       | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | CN        |      138800 | NS      | $474414.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                            | Comision Federal de Electricidad                                                            | CUSIP: P30179AU2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      186600 | PA      | $175836.91    | 0.03%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        5684 | NS      | $283233.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Bonos                                                                               | Mexican Bonos                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    23500000 | PA      | $1316420.28   | 0.25%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp                                                                         | Africa Finance Corp                                                                         | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | XX        |      450000 | PA      | $460080.44    | 0.09%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $216.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $19041.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $237.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $10889.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-847.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1021.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $-415.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2578.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       13000 | PA      | $14690.00     | 0.00%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           9 | NC      | $29361.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Co LLC                                                          | Teva Pharmaceutical Finance Co LLC                                                          | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      137000 | PA      | $145097.80    | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3200000 | OU      | $-57656.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $3657.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Comm Aviation                                                                       | Element Comm Aviation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         280 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          48 | NC      | $-4548.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-388.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       22000 | PA      | $27181.00     | 0.01%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $128.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $827.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19480.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                                 | New Zealand Government Bond                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      224000 | PA      | $133332.05    | 0.03%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                                  | Eiffage SA                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         473 | NS      | $81565.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-522.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10825.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 22 Ltd                                                                              | KKR CLO 22 Ltd                                                                              | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250474.00    | 0.05%             | 2031-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           5 | NC      | $35622.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bond                                                         | Chile Government International Bond                                                         | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $129030.00    | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | EC               | CORP              | CA        |        1500 | NS      | $250800.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-748.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-623.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3283.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-661.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1814.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berto Acquisition Corp                                                                      | Berto Acquisition Corp                                                                      | CUSIP: G1051H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12890 | NS      | $131606.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7823.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          21 | NC      | $95132.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                                                            | ANA Holdings Inc                                                                            | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |       11800 | NS      | $257296.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $536.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                                 | Valaris Ltd                                                                                 | CUSIP: G9460G101<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | US        |        2548 | NS      | $244225.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-111.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $473.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2056.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-5313.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                                                     | Illinois Tool Works Inc                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         411 | NS      | $119448.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1452.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-890.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $333.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18785.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                          | Cipher Compute LLC                                                                          | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26058.60     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $9086.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-603.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6314.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-194.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29919.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-105.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                           | Chord Energy Corp                                                                           | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       76000 | PA      | $77634.03     | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Acquisition Corp                                                                       | Blue Acquisition Corp                                                                       | CUSIP: G1331A124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2579 | NS      | $26795.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |          98 | NS      | $12604.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $202470.00    | 0.04%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           4 | NC      | $-1734.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Benin Government International Bond                                                         | Benin Government International Bond                                                         | CUSIP: V15389AG0<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $420793.66    | 0.08%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $11030.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEX 2024-BBG Mortgage Trust                                                                 | LEX 2024-BBG Mortgage Trust                                                                 | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25000 | PA      | $25149.77     | 0.00%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      100000 | PA      | $122336.96    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                                 | Snap-on Inc                                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         359 | NS      | $138293.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                                   | Keysight Technologies Inc                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        1229 | NS      | $377708.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1134.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: L40756AG0<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197356.00    | 0.04%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Inc                                                                          | Kennedy-Wilson Inc                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      813000 | PA      | $788098.07    | 0.15%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-563.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4047.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-767.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $379.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                                   | KDDI Corp                                                                                   | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        2900 | NS      | $49814.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A Paradise Acquisition Corp                                                                 | A Paradise Acquisition Corp                                                                 | CUSIP: G04819127<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        2060 | NS      | $21403.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $12088.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp                                                      | Oyster Enterprises II Acquisition Corp                                                      | CUSIP: G6861F138<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5227 | NS      | $784.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           2 | NC      | $-2265.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1301.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                                 | Pandora A/S                                                                                 | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        1988 | NS      | $157152.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $308.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $617.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-1301.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                                                       | Burlington Stores Inc                                                                       | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |       18000 | PA      | $28161.00     | 0.01%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                                | Newmont Corp                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        6401 | NS      | $832130.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                                                              | Lake Superior Acquisition Corp                                                              | CUSIP: G5354C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4411 | NS      | $44242.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-2937.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      475000 | PA      | $549027.80    | 0.10%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                                 | Hubbell Inc                                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        1015 | NS      | $519304.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp - Warrants                                                    | Jaws Mustang Acquisition Corp - Warrants                                                    | CUSIP: G50737124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4137 | NS      | $89.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International Inc Term Loan B3                                               | Light & Wonder International Inc Term Loan B3                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |        6196 | PA      | $6188.39      | 0.00%             | 2029-04-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1909.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $11857.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHG Securitization Trust 2023-B                                                             | BHG Securitization Trust 2023-B                                                             | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65770 | PA      | $69296.76     | 0.01%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-754.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          10 | NC      | $-35190.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSMC 2014-USA OA LLC                                                                        | CSMC 2014-USA OA LLC                                                                        | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1055000 | PA      | $848869.67    | 0.16%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      250000 | PA      | $254975.93    | 0.05%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2024-1                                                    | GLS Auto Receivables Issuer Trust 2024-1                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25611.38     | 0.00%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19825.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $237.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1703.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $405.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT6                                                                          | BX Trust 2025-VLT6                                                                          | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      295000 | PA      | $294262.50    | 0.06%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $825.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1028.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $574.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                                  | NetApp Inc                                                                                  | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57419.38     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4347.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust 2003-9                                                         | MASTR Alternative Loan Trust 2003-9                                                         | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10771 | PA      | $10954.40     | 0.00%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                                    | Mitsubishi Electric Corp                                                                    | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        2700 | NS      | $102770.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                            | SBL Holdings Inc                                                                            | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |      829000 | PA      | $748238.10    | 0.14%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                             | Chemours Co/The                                                                             | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22127.91     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6989.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                           | Iron Mountain Inc                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29849.83     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6359.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                                           | Clearwater Analytics Holdings Inc                                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       61130 | NS      | $1429830.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3323.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1200.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41999.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |        8277 | NS      | $382480.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-368.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $-11558.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp - Rights                                                     | Lakeshore Acquisition III Corp - Rights                                                     | CUSIP: G5353S137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9177 | NS      | $2039.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: M5R189D52<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     9300000 | PA      | $174042.09    | 0.03%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-65825.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                                                     | Vestas Wind Systems A/S                                                                     | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       10611 | NS      | $271262.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-141.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $-270.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO 2020-1 Ltd                                                          | Bain Capital Credit CLO 2020-1 Ltd                                                          | CUSIP: 05684DBC6<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |      145000 | PA      | $145153.85    | 0.03%             | 2033-04-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DaVita Inc Term Loan B2                                                                     | DaVita Inc Term Loan B2                                                                     | CUSIP: N/A<br>LEI: M2XHYMU3TZNEZURC6H66       | Long             | LON              | CORP              | US        |      186232 | PA      | $186552.79    | 0.04%             | 2031-05-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                           | Wolters Kluwer NV                                                                           | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        1300 | NS      | $105021.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $92.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inhibrx Inc - Contingent Value Rights                                                       | Inhibrx Inc - Contingent Value Rights                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4407 | NS      | $3305.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $148.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          11 | NC      | $3825.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                                                               | Advanced Drainage Systems Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      118000 | PA      | $118147.50    | 0.02%             | 2033-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $142.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        4859 | NS      | $164756.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Loan Funding 2013-1 Ltd                                                                 | OHA Loan Funding 2013-1 Ltd                                                                 | CUSIP: 67706HCA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250161.00    | 0.05%             | 2037-04-23      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $80.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      600000 | PA      | $618489.40    | 0.12%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mercer Park Opportunities Corp                                                              | Mercer Park Opportunities Corp                                                              | CUSIP: G6002A105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        6188 | NS      | $64664.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                            | Kansai Electric Power Co Inc/The                                                            | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       20100 | NS      | $363041.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                                     | Cboe Global Markets Inc                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         622 | NS      | $186425.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           4 | NC      | $-511.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        1644 | NS      | $134084.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                                                | LyondellBasell Industries NV                                                                | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |        5621 | NS      | $323319.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1165.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust 2023-DC                                                        | DC Commercial Mortgage Trust 2023-DC                                                        | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $113789.86    | 0.02%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Acquisition I Corp                                                                  | Pioneer Acquisition I Corp                                                                  | CUSIP: G7117W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22738 | NS      | $229881.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $389.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angolan Government International Bond                                                       | Angolan Government International Bond                                                       | CUSIP: V5S1ASAB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      400000 | PA      | $398621.76    | 0.08%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC Term Loan B                                                          | First Brands Group LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       14559 | PA      | $31.59        | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $465.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                                                     | PTC Inc                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        2897 | NS      | $453641.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                                  | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |       13014 | NS      | $163273.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $48.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3689.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                                                       | Japan Airlines Co Ltd                                                                       | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |       21700 | NS      | $448359.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Ltd 2016-1A                                                       | Labrador Aviation Finance Ltd 2016-1A                                                       | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89556 | PA      | $90087.88     | 0.02%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                              | Atlassian Corp                                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |         633 | NS      | $47557.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $340.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $353.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $17003.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $248.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-541.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26753.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        4605 | NS      | $570191.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $79346.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                                                                  | LaFayette Acquisition Corp                                                                  | CUSIP: G53426121<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        4167 | NS      | $43795.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      159000 | PA      | $158627.32    | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                               | BGC Group Inc                                                                               | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46868.57     | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Compass Inc                                                                                 | Compass Inc                                                                                 | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17169.13     | 0.00%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-429.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        1231 | NS      | $161076.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF North America Capital Inc                                                                | ZF North America Capital Inc                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150476.55    | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26693.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           9 | NC      | $-36086.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1346.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                                                        | Sonic Healthcare Ltd                                                                        | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       18850 | NS      | $319892.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          11 | NC      | $-15301.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Global Holdings Inc                                                               | Discovery Global Holdings Inc                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      135000 | PA      | $124031.25    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      112000 | PA      | $112357.84    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    56515980 | OU      | $-1983375.03  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apex Treasury Corp                                                                          | Apex Treasury Corp                                                                          | CUSIP: G04104116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3103 | NS      | $31371.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $457.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKinley Acquisition Corp                                                                   | McKinley Acquisition Corp                                                                   | CUSIP: G6005T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16117 | NS      | $161653.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4057.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $478.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      675000 | PA      | $215331.75    | 0.04%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1063.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $704.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5297.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsara Inc                                                                                 | Samsara Inc                                                                                 | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Long             | EC               | CORP              | US        |        5290 | NS      | $152881.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                                   | Sampo Oyj                                                                                   | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       11407 | NS      | $126424.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quantumsphere Acquisition Corp                                                              | Quantumsphere Acquisition Corp                                                              | CUSIP: G7387B122<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2062 | NS      | $21156.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $639.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                        | Verisk Analytics Inc                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         411 | NS      | $85311.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-480.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       35000 | PA      | $33998.84     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          11 | NC      | $-19449.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        2568 | NS      | $459569.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $350.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      143000 | PA      | $143415.78    | 0.03%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                               | Arrowhead Pharmaceuticals Inc                                                               | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14742.00     | 0.00%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIM Aviation Finance Ltd                                                                    | AIM Aviation Finance Ltd                                                                    | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      675217 | PA      | $551037.69    | 0.10%             | 2040-02-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           6 | NC      | $613.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                                                   | Flutter Entertainment PLC                                                                   | CUSIP: G3643J108<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | US        |        1235 | NS      | $131082.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     4765564 | OU      | $-197029.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                                     | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3750000 | PA      | $891341.44    | 0.17%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $449.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      228000 | PA      | $240251.64    | 0.05%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57031.93     | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                                                    | TDK Corp                                                                                    | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       16900 | NS      | $261078.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynamix Corp III                                                                            | Dynamix Corp III                                                                            | CUSIP: G2949T125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1033 | NS      | $10443.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-860.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $12467.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       65000 | PA      | $75366.18     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3200000 | OU      | $-61564.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                                       | Great-West Lifeco Inc                                                                       | CUSIP: N/A<br>LEI: 549300X81X4VZEESFU46       | Long             | EC               | CORP              | CA        |       11700 | NS      | $565250.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      168000 | PA      | $176806.39    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $708.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |       84697 | PA      | $42.35        | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-A                                            | Navient Private Education Refi Loan Trust 2018-A                                            | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50733 | PA      | $50300.38     | 0.01%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc                                                                        | Gores Holdings X Inc                                                                        | CUSIP: G4002F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10656 | NS      | $109863.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           9 | NC      | $765.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                           | Gaming and Leisure Properties Inc                                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |        2217 | NS      | $108433.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16046.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7603.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                                     | Lululemon Athletica Inc                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |        4721 | NS      | $874187.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                                                              | Cantor Equity Partners III Inc                                                              | CUSIP: G1828A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1045 | NS      | $10711.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $69129.21     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                                   | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |        2822 | NS      | $275995.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4379.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica Inc                                                                               | Celestica Inc                                                                               | CUSIP: N/A<br>LEI: 549300J3CG5T6RZWLN53       | Long             | EC               | CORP              | CA        |         200 | NS      | $55537.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                                                     | DigitalBridge Group Inc                                                                     | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |       73209 | NS      | $1131079.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                                      | SAP SE                                                                                      | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |          90 | NS      | $18137.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Pearl Acquisition Corp                                                                | White Pearl Acquisition Corp                                                                | CUSIP: G96193118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6588 | NS      | $66472.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                                     | Procter & Gamble Co/The                                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1480 | NS      | $247456.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                                                                 | Subaru Corp                                                                                 | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        9700 | NS      | $181943.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      202000 | PA      | $197722.70    | 0.04%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         589 | NC      | $-207617.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp                                                                      | Titan Acquisition Corp                                                                      | CUSIP: G8901A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11169 | NS      | $114817.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $9776.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        2725 | NS      | $1014517.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                                                          | Broadridge Financial Solutions Inc                                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         247 | NS      | $45909.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                                                 | South32 Ltd                                                                                 | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      124652 | NS      | $408344.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4936.85      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           2 | NC      | $-2149.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                                  | AMETEK Inc                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        3007 | NS      | $719334.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1441035 | PA      | $895259.48    | 0.17%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                                                             | Match Group Inc                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        6151 | NS      | $194371.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12798.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1963.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                                      | Pakistan Government International Bond                                                      | CUSIP: Y2835JAK4<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      800000 | PA      | $792312.22    | 0.15%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $74.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Valley Acquisition Corp                                                             | Silicon Valley Acquisition Corp                                                             | CUSIP: G81306105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4090 | NS      | $40940.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1073.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8444.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-994.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                    | Avis Budget Rental Car Funding AESOP LLC                                                    | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $124596.37    | 0.02%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                                             | Baker Hughes Co                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         695 | NS      | $45355.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II                                                                | Andretti Acquisition Corp II                                                                | CUSIP: G26745102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9309 | NS      | $98582.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6881.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-412.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $37996.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1139.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18578.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1884.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                                     | Republic of Cameroon International Bond                                                     | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      475000 | PA      | $456426.36    | 0.09%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2514.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vendome Acquisition Corp I                                                                  | Vendome Acquisition Corp I                                                                  | CUSIP: G9580A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10650 | NS      | $107458.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      412000 | PA      | $459160.76    | 0.09%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc Term Loan B                                                               | Clean Harbors Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 5493000SJVZVZJKHJF48       | Long             | LON              | CORP              | US        |       80264 | PA      | $80741.07     | 0.02%             | 2032-09-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $245.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |       87977 | PA      | $86437.54     | 0.02%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3356.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     4283000 | PA      | $816441.76    | 0.16%             | 2027-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         716 | NS      | $316386.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-133.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ipoteka-Bank ATIB                                                                           | Ipoteka-Bank ATIB                                                                           | CUSIP: Y001L5AE6<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $205525.00    | 0.04%             | 2030-10-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121220.02    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $72412.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-6300.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2079.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-7994.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1213.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-367.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     3542114 | NS      | $3542113.54   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1376.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                                   | Nestle SA                                                                                   | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        2551 | NS      | $278723.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-730.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      700000 | PA      | $747355.00    | 0.14%             | 2035-02-11      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $738.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $833.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC Term Loan B                                                              | Ryan Specialty LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |       28082 | PA      | $28011.98     | 0.01%             | 2031-09-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                                  | Saputo Inc                                                                                  | CUSIP: N/A<br>LEI: 549300HH4U1DPY0TBT90       | Long             | EC               | CORP              | CA        |        9600 | NS      | $306428.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                             | Mitsubishi Heavy Industries Ltd                                                             | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |        1500 | NS      | $47816.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blueport Acquisition Ltd                                                                    | Blueport Acquisition Ltd                                                                    | CUSIP: G1196A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2236 | NS      | $22292.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                                   | Qorvo Inc                                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        4969 | NS      | $411930.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                   | Republic of Uzbekistan International Bond                                                   | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $188953.32    | 0.04%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pan American Silver Corp - Rights                                                           | Pan American Silver Corp - Rights                                                           | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       24592 | NS      | $17140.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Finance Trust 2025-1                                                             | Foundation Finance Trust 2025-1                                                             | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92205 | PA      | $93709.11     | 0.02%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4204.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $565.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                               | JH North America Holdings Inc                                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81704.96     | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Municipal Opportunity Trust                                                         | Invesco Municipal Opportunity Trust                                                         | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |        5466 | NS      | $54605.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $210.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $-521.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          81 | NC      | $32968.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $318.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $124.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-519.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc Class A                                                                            | Snap Inc Class A                                                                            | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       19191 | NS      | $99985.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19000 | PA      | $19344.85     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp II                                                               | Pyrophyte Acquisition Corp II                                                               | CUSIP: G7309T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5154 | NS      | $52055.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Corp                                                            | Activate Energy Acquisition Corp                                                            | CUSIP: G0081J129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        8002 | NS      | $80740.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1005.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1072.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       58000 | PA      | $58401.53     | 0.01%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                                  | First Quantum Minerals Ltd                                                                  | CUSIP: N/A<br>LEI: 549300I7UVBGWRYMYZ18       | Long             | EC               | CORP              | CA        |        5900 | NS      | $176647.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2594.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      343500 | PA      | $267859.65    | 0.05%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3220.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        7588 | NS      | $602942.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          72 | NC      | $16551.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $2640.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                              | CUSIP: G84641AA0<br>LEI: 213800EHE74BZ15ING86 | Long             | DBT              | CORP              | IE        |      220000 | PA      | $219929.69    | 0.04%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-456.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $275.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWN Equipment Fund III LLC                                                                  | OWN Equipment Fund III LLC                                                                  | CUSIP: 69122AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97647 | PA      | $99582.94     | 0.02%             | 2034-03-27      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15352.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   250000000 | NC      | $12283.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                                                        | Invitation Homes Inc                                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22856 | NS      | $602027.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4005.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                                 | Telenor ASA                                                                                 | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        3839 | NS      | $71211.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                        | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      189724 | PA      | $191726.54    | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          11 | NC      | $83609.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1588.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        3293 | NS      | $227348.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AltEnergy Acquisition Corp - Warrants                                                       | AltEnergy Acquisition Corp - Warrants                                                       | CUSIP: 02157M116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         449 | NS      | $9.79         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                                                         | Axon Enterprise Inc                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25765.65     | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                                                            | Transportadora de Gas del Sur SA                                                            | CUSIP: P9308RBA0<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |      125000 | PA      | $131715.75    | 0.03%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $603.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                 | Vistra Corp                                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         937 | NS      | $162934.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2359.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp - Warrants                                                           | Titan Acquisition Corp - Warrants                                                           | CUSIP: G8901A111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5584 | NS      | $1798.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $840.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          23 | NC      | $28198.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                                               | McKesson Corp                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |          77 | NS      | $76027.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18986.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          44 | NC      | $-23926.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DSLA Mortgage Loan Trust 2005-AR5                                                           | DSLA Mortgage Loan Trust 2005-AR5                                                           | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83070 | PA      | $43850.68     | 0.01%             | 2045-09-19      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd                                                                               | SNB Sukuk Ltd                                                                               | CUSIP: G8T49LAE1<br>LEI: 549300NDOY781U1WVO54 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $515763.02    | 0.10%             | 2036-07-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           9 | NC      | $477.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         383 | NC      | $145.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1148.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                                    | Kaisa Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      114964 | PA      | $2011.87      | 0.00%             | 2030-12-28      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                         | Public Service Enterprise Group Inc                                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |         779 | NS      | $67048.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust 2023-3                                                                  | DT Auto Owner Trust 2023-3                                                                  | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103280.94    | 0.02%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                                  | Diageo PLC                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |        2022 | NS      | $45346.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp                                                                      | Stellar V Capital Corp                                                                      | CUSIP: G8475V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4313 | NS      | $44941.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      140000 | PA      | $143666.54    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      190000 | PA      | $210772.51    | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5432.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                | Entegris Inc                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61050.69     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $622.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                                         | Emerson Electric Co                                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |         144 | NS      | $21708.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower 2024-2 Ltd                                                                   | Rockford Tower 2024-2 Ltd                                                                   | CUSIP: 77340XAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250811.25    | 0.05%             | 2037-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                                   | Talanx AG                                                                                   | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |       10488 | NS      | $1319186.26   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America Inc Term Loan B                                                | United Rentals North America Inc Term Loan B                                                | CUSIP: N/A<br>LEI: NGIZXNT70J2LYT3FBI09       | Long             | LON              | CORP              | US        |       24873 | PA      | $24923.17     | 0.00%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $501.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                                     | HTA Group Ltd/Mauritius                                                                     | CUSIP: V4256BAE4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $206483.01    | 0.04%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                               | Mexican Bonos                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     6190100 | PA      | $317768.29    | 0.06%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        1096 | NS      | $214421.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berto Acquisition Corp - Warrants                                                           | Berto Acquisition Corp - Warrants                                                           | CUSIP: G1051H119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         783 | NS      | $242.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $1551.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                                                    | Microchip Technology Inc                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        1248 | NS      | $93150.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3341.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1477.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-363.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-261.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jena Acquisition Corp II - Rights                                                           | Jena Acquisition Corp II - Rights                                                           | CUSIP: G5093B113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8369 | NS      | $1340.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                                                         | Leidos Holdings Inc                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        1543 | NS      | $270179.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          39 | NC      | $-12580.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Red Oak Funding Master Trust                                                                | Red Oak Funding Master Trust                                                                | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55000 | PA      | $55222.90     | 0.01%             | 2030-12-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1122.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10475.00     | 0.00%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OTG Acquisition Corp I                                                                      | OTG Acquisition Corp I                                                                      | CUSIP: G6791A126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2577 | NS      | $26233.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                              | ServiceNow Inc                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         469 | NS      | $50656.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      112061 | NS      | $153077.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $309.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        5210 | NS      | $466503.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                                                  | Aisin Corp                                                                                  | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        5300 | NS      | $94077.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lionheart Holdings                                                                          | Lionheart Holdings                                                                          | CUSIP: G5501C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8257 | NS      | $88019.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                                                                  | Reddit Inc                                                                                  | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         444 | NS      | $64739.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $8835.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                                                             | Alamos Gold Inc                                                                             | CUSIP: N/A<br>LEI: 894500GIHFJZW7YS9660       | Long             | EC               | CORP              | CA        |        5600 | NS      | $303513.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square BDC CLO 1 Ltd                                                                 | Palmer Square BDC CLO 1 Ltd                                                                 | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250835.25    | 0.05%             | 2037-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II                                                                  | Sizzle Acquisition Corp II                                                                  | CUSIP: G8193F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17206 | NS      | $176189.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp II                                                           | Mountain Lake Acquisition Corp II                                                           | CUSIP: G6301L125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13772 | NS      | $136755.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-421.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marlette Funding Trust 2023-4                                                               | Marlette Funding Trust 2023-4                                                               | CUSIP: 57108UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103678.59    | 0.02%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $119.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8175.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tevogen Bio Holdings Inc - Warrants                                                         | Tevogen Bio Holdings Inc - Warrants                                                         | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |         597 | NS      | $26.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II - Rights                                                         | Sizzle Acquisition Corp II - Rights                                                         | CUSIP: G8193F133<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5432 | NS      | $1195.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2340.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4103.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           3 | NC      | $-169.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $477335.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                                                   | Logitech International SA                                                                   | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        1470 | NS      | $134862.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30555.39     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3104.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd/AAG FH UK Ltd                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                      | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204341.07    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                                 | Ageas SA/NV                                                                                 | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        1126 | NS      | $83579.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           6 | NC      | $15979.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $60.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                                       | Lebanon Government International Bond                                                       | CUSIP: M8787UAM3<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       50000 | PA      | $14615.00     | 0.00%             | 2024-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1969.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                                                       | AECOM                                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        2759 | NS      | $270326.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                                 | FinecoBank Banca Fineco SpA                                                                 | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        6339 | NS      | $149182.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd                                                                             | Riyad Sukuk Ltd                                                                             | CUSIP: G7576PAB2<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |      475000 | PA      | $488600.14    | 0.09%             | 2035-07-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           5 | NC      | $-5854.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   177000000 | NC      | $-892.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                                       | Uruguay Government International Bond                                                       | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3061000 | PA      | $83539.71     | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      197340 | PA      | $209591.06    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                              | GE Vernova Inc                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         296 | NS      | $258585.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $228.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-49.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                     | Marathon Petroleum Corp                                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        1312 | NS      | $260051.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $357.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                                 | BioMarin Pharmaceutical Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      205798 | PA      | $205369.57    | 0.04%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      750000 | PA      | $754500.00    | 0.14%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1203.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                                                  | BOC Hong Kong Holdings Ltd                                                                  | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       33000 | NS      | $188752.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-839.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $536.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                                          | Republic of Poland Government Bond                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5054074 | PA      | $1330038.52   | 0.25%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                                                            | West Pharmaceutical Services Inc                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         569 | NS      | $144719.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                                         | General Electric Co                                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |         127 | NS      | $43467.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           1 | NC      | $13187.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $150.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $7846.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Retail Property Trust 2014-STAR                                                    | Starwood Retail Property Trust 2014-STAR                                                    | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $1.87         | 0.00%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Acquisition I Corp - Warrants                                                       | Pioneer Acquisition I Corp - Warrants                                                       | CUSIP: G7117W115<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        7835 | NS      | $1802.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         132 | NC      | $-4420.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                                                    | OnDeck Asset Securitization Trust IV LLC                                                    | CUSIP: 67118NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101995.51    | 0.02%             | 2031-06-17      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| AASET 2024-2 Ltd                                                                            | AASET 2024-2 Ltd                                                                            | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      224913 | PA      | $231124.09    | 0.04%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2000.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $14623.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23978.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1149.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-826.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wintergreen Acquisition Corp                                                                | Wintergreen Acquisition Corp                                                                | CUSIP: G9717M117<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |          94 | NS      | $11.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1458.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         564 | NS      | $68458.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $13248.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment Ltd Unit Trust                                                       | CFLD Cayman Investment Ltd Unit Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      233812 | NS      | $1363.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3183.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |         509 | NS      | $83542.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                                                       | Gildan Activewear Inc                                                                       | CUSIP: N/A<br>LEI: 549300SB3IBI34M00Z45       | Long             | EC               | CORP              | CA        |        4800 | NS      | $327155.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7332.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II - Rights                                                     | K&F Growth Acquisition Corp II - Rights                                                     | CUSIP: G52258129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5396 | NS      | $971.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2026-NPL2 LLC                                                                          | PRET 2026-NPL2 LLC                                                                          | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98888 | PA      | $98943.29     | 0.02%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                           | Hannover Rueck SE                                                                           | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         524 | NS      | $158783.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62144.38     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                                   | Constellation Energy Corp                                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         514 | NS      | $169558.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EWC Master Issuer LLC                                                                       | EWC Master Issuer LLC                                                                       | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96500 | PA      | $95727.65     | 0.02%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       46000 | PA      | $53001.70     | 0.01%             | 2053-01-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                                     | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   432400000 | PA      | $1318226.21   | 0.25%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voyager Acquisition Corp                                                                    | Voyager Acquisition Corp                                                                    | CUSIP: G93A7H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6973 | NS      | $74611.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-399.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                                  | Kenvue Inc                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       91990 | NS      | $1758848.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |          21 | NC      | $120528.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-6167.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $521.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                                 | Hologic Inc                                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61678.34     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Principal Funds, Inc - Government Money Market Fund - Class R-6                             | Principal Funds, Inc - Government Money Market Fund - Class R-6                             | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   107394002 | NS      | $107394001.93 | 20.41%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1249.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                              | GE HealthCare Technologies Inc                                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        4931 | NS      | $415535.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $476.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                                                    | Times China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |       15944 | PA      | $79.72        | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Commerce Partners Corp                                                               | Social Commerce Partners Corp                                                               | CUSIP: G8254P129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2921 | NS      | $29180.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp                                                              | M3-Brigade Acquisition VI Corp                                                              | CUSIP: G63221124<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |        1032 | NS      | $10474.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1436.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $-5950.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                                  | Advanced Micro Devices Inc                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |         810 | NS      | $162170.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $772.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                                                                       | Qnity Electronics Inc                                                                       | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |        1520 | NS      | $192675.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $499.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      245000 | PA      | $236756.45    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc                                                                     | Avidity Biosciences Inc                                                                     | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30505 | NS      | $2221374.10   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          11 | NC      | $-118662.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           0 | NC      | $12637.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust 2011-C2                                                      | Morgan Stanley Capital I Trust 2011-C2                                                      | CUSIP: 617459AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      128175 | PA      | $126918.50    | 0.02%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $199.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chenghe Acquisition III Co                                                                  | Chenghe Acquisition III Co                                                                  | CUSIP: G2086N113<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |        5671 | NS      | $57333.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $573.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |           1 | NC      | $-1886.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                                                        | Evolution Mining Ltd                                                                        | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |        4281 | NS      | $50789.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           2 | NC      | $2095.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11494.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                                    | Jeronimo Martins SGPS SA                                                                    | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |       12763 | NS      | $335424.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-300.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2875.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-43230.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                                      | Agnico Eagle Mines Ltd                                                                      | CUSIP: N/A<br>LEI: 254900BFJ2DOHPMEXN45       | Long             | EC               | CORP              | CA        |        3300 | NS      | $828913.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QTS Issuer ABS II LLC                                                                       | QTS Issuer ABS II LLC                                                                       | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55000 | PA      | $54428.42     | 0.01%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Wintergreen Acquisition Corp                                                                | Wintergreen Acquisition Corp                                                                | CUSIP: G9717M109<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        5245 | NS      | $53603.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                                    | Sunac China Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | EC               | CORP              | CN        |        8540 | NS      | $1358.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $-927.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $391.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4591.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-996.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization IV LLC                                                         | Kapitus Asset Securitization IV LLC                                                         | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100729.59    | 0.02%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Proem Acquisition Corp I                                                                    | Proem Acquisition Corp I                                                                    | CUSIP: G7341A129<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2797 | NS      | $27942.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                           | Macquarie Airfinance Holdings Ltd                                                           | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $25418.42     | 0.00%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11996.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2436.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $119.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           6 | NC      | $1738.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           3 | NC      | $5747.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3188.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp                                                                                    | APA Corp                                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       15554 | NS      | $472374.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-129.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1638.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |          73 | NS      | $14098.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Options                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         234 | NC      | $-24812.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                             | Gen Digital Inc                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       22518 | NS      | $508231.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19044.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                                   | Palantir Technologies Inc                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        1087 | NS      | $149125.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | N/A       |           4 | NC      | $-38.31       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** Megan Hoffmann

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

**Title:** Vice President and Treasurer