# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-008916
**Filing Date:** 2026-2
**Character Count:** 506057
**Document Hash:** 04c214fb7224c875bbe8e51ad46b1e6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008916.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008916

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 26698294

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST MULTI-ASSET DIVERSIFIED PLUS PORTFOLIO (Series ID: S000006792)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000018400 | AST MULTI-ASSET DIVERSIFIED PLUS PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Multi-Asset Diversified Plus Portfolio

- **b. EDGAR series identifier (if any):** S000006792

- **c. LEI of Series:** N5EJMO5UDFS6RTXYN111

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2422543691.48

**Total Liabilities:** $141926239.33

**Net Assets:** $2280617452.15

**Cash Not Reported:** $3504500.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018400 | 0.88%                | 0.87%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12249089.14             | $-1573819.90                               |
| Month 2  | $10306965.27             | $3067948.52                                |
| Month 3  | $6797489.32              | $-8975562.18                               |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       306 | NC      | $-215946.02   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | E-MINI RUSS 2000                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        22 | NC      | $-61425.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | PEN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $211.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                 | AutoNation Inc                                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $165184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4289066 | PA      | $3591255.32   | 0.16%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                 | Park Avenue Institutional Advisers CLO Ltd 2019-2                     | CUSIP: 70018AAJ9<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000764.20   | 0.09%             | 2034-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                       | Marsh & McLennan Cos Inc                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3000 | NS      | $556560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                         | Marvell Technology Inc                                                | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $280434.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                                    | Taisei Corp                                                           | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      6300 | NS      | $597056.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                             | Trip.com Group Ltd                                                    | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | SG        |      5343 | NS      | $384215.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                       | Ameriprise Financial Inc                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       620 | NS      | $304010.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                                           | Fuji Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      4633 | NS      | $351343.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                         | ANZ Group Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     47672 | NS      | $1152595.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/TWD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-959.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                      | Logitech International SA                                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      4960 | NS      | $503529.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                       | NEC Corp                                                              | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     34100 | NS      | $1153790.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                                  | Proximus SADP                                                         | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     36774 | NS      | $305398.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                             | nVent Electric PLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3900 | NS      | $397683.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                                   | Assurant Inc                                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1300 | NS      | $313105.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                     | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52589.10     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                                  | First Industrial Realty Trust Inc                                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63420 | NS      | $3632063.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                        | SBA Communications Corp                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143356.35    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                 | Dcli Bidco LLC                                                        | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41086.29     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $71677.90     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   2550000 | OU      | $15629.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                       | Unipol Assicurazioni SpA                                              | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     29902 | NS      | $717398.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                               | Crown Castle Inc                                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4600 | NS      | $408802.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                     | Intuit Inc                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1836 | NS      | $1216203.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                          | Texas Instruments Inc                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       400 | NS      | $69396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395025.73    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BP PLC                                                         | BP PLC                                                                | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    163634 | NS      | $954307.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                     | FedEx Corp                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       800 | NS      | $231088.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                       | Clarios Global LP / Clarios US Finance Co                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $26096.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D                       | PGIM Institutional Money Market Fund - D                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 138788997 | NS      | $138705723.49 | 6.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                     | Advanced Micro Devices Inc                                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      7200 | NS      | $1541952.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                          | USD/KRW FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1239.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City L                                 | Canadian Pacific Kansas City Ltd                                      | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1482 | NS      | $109119.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                                         | SCREEN Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      2200 | NS      | $214289.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                 | Mastercard Inc                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6195 | NS      | $3536601.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186146.68    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                                 | West Pharmaceutical Services Inc                                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1300 | NS      | $357682.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                                           | Commercial Metals Co                                                  | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25631.80     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                      | DHL GROUP                                                             | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     19650 | NS      | $1071430.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                                        | Sea Ltd                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      5393 | NS      | $687985.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Gold MiniShares Trust                                     | SPDR Gold MiniShares Trust                                            | CUSIP: 98149E303<br>LEI: 5493002IEEMEY6LRJ932 | Long             | STIV             | RF                | US        |    115775 | NS      | $9883711.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                 | Eli Lilly & Co                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4021 | NS      | $4321288.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14768.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                      | KDDI Corp                                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     32100 | NS      | $555577.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                               | ABN AMRO Bank NV                                                      | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     10241 | NS      | $357809.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                                    | Kanzhun Ltd                                                           | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |      5278 | NS      | $107565.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                       | RTX Corp                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3900 | NS      | $715260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                        | Aramark                                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     15600 | NS      | $575016.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                     | iShares Core MSCI EAFE ETF                                            | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |    334155 | NS      | $29893506.30  | 1.31%             |  |  |  | No            |                  1 | On Loan: —       |
| FTAI Aviation Ltd                                              | FTAI Aviation Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $157480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                                | Shiseido Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      5700 | NS      | $82951.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                     | Neurocrine Biosciences Inc                                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1100 | NS      | $156013.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                               | Osaka Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     20600 | NS      | $715785.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CLP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11931.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4560000 | PA      | $2066481.05   | 0.09%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp          | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51852.60     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                               | Trinitas CLO XXIV Ltd                                                 | CUSIP: 89642XAE4<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1001127.80   | 0.04%             | 2037-04-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                            | Acadia Realty Trust                                                   | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     56345 | NS      | $1157326.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                             | Cenovus Energy Inc                                                    | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     47419 | NS      | $802206.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                   | Glencore PLC                                                          | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    159963 | NS      | $874463.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                        | Eni SpA                                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      6200 | NS      | $117527.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                              | Galderma Group AG                                                     | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      9974 | NS      | $2031034.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                                   | Veralto Corp                                                          | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      2900 | NS      | $289362.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                | D'ieteren Group                                                       | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       930 | NS      | $167512.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    185000 | NC      | $22.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                   | Keyence Corp                                                          | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       300 | NS      | $108517.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                      | Axis Capital Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       800 | NS      | $85672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                               | FirstEnergy Corp                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     11500 | NS      | $514855.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                                  | Take-Two Interactive Software Inc                                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       400 | NS      | $102412.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                                           | Ryanair Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     19338 | NS      | $666727.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                              | Swire Pacific Ltd                                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      5000 | NS      | $40306.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                | Yum! Brands Inc                                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3000 | NS      | $453840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Systematic Multi-Strategy Fund                       | BlackRock Systematic Multi-Strategy Fund                              | CUSIP: 09260C851<br>LEI: 549300XH0OXXEB2FS897 | Long             | EC               | RF                | US        |   3074507 | NS      | $31851891.49  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                | Sony Group Corp                                                       | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     89500 | NS      | $2295763.48   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200289.17    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | COP CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -142000 | NC      | $-1321.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                          | Monster Beverage Corp                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     10400 | NS      | $797368.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Booking Holdings Inc                                           | Booking Holdings Inc                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       250 | NS      | $1338832.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                    | Invesco Ltd                                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     16400 | NS      | $430828.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                            | Societe Generale SA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     12524 | NS      | $1008232.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $12622783.65  | 0.55%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                            | Sun Communities Inc                                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      7719 | NS      | $956461.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                 | EPR Properties                                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     18177 | NS      | $907032.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                                | Macerich Co/The                                                       | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       941 | NS      | $17370.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                | CMS Energy Corp                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      6700 | NS      | $468531.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO, LLC                                           | Signal Peak CLO 12 Ltd                                                | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2750000 | PA      | $2759438.00   | 0.12%             | 2037-07-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6671.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                       | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195433.75    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                | Norsk Hydro ASA                                                       | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     10127 | NS      | $78172.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                                        | UDR Inc                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    130257 | NS      | $4777826.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                      | Danone SA                                                             | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      9114 | NS      | $822074.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                      | Constellation Energy Corp                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1200 | NS      | $423924.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                     | Pfizer Inc                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     32200 | NS      | $801780.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                  | BHP Group Ltd                                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     63835 | NS      | $1926484.93   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                     | Ecolab Inc                                                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1000 | NS      | $262520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                      | Elisa Oyj                                                             | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      3223 | NS      | $142829.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                         | Franklin Resources Inc                                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     10800 | NS      | $258012.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS ZAR PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    285000 | NC      | $79.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      4863 | NS      | $527321.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                      | Avolta AG                                                             | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      3920 | NS      | $231201.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                             | Home Depot Inc/The                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1900 | NS      | $653790.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                   | British American Tobacco PLC                                          | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     26447 | NS      | $1499297.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       972 | NS      | $103576.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                               | Invesco Euro CLO VI DAC                                               | CUSIP: 000000000<br>LEI: 549300YQUO4XFJGG1T54 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1174531.19   | 0.05%             | 2034-07-15      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                        | Crescent Energy Finance LLC                                           | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198972.99    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                      | Marks & Spencer Group PLC                                             | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     23355 | NS      | $103930.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                  | Automatic Data Processing Inc                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       900 | NS      | $231507.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                                  | Hudson Pacific Properties Inc                                         | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |     57092 | NS      | $618306.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | S&P500 EMINI                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        48 | NC      | $33022.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                             | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2275.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                           | Tencent Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     10787 | NS      | $827832.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                                   | Vontier Corp                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      6500 | NS      | $241670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1415405 | PA      | $1066695.95   | 0.05%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                          | Deutsche Lufthansa AG                                                 | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     12372 | NS      | $121541.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                     | Phoenix Group Holdings PLC                                            | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     34054 | NS      | $337129.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                       | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106506.78    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                      | Metso Oyj                                                             | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      6394 | NS      | $111250.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                       | Rexel SA                                                              | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      1573 | NS      | $61696.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                        | O'Reilly Automotive Inc                                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1200 | NS      | $109452.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Energy Select Sector SPDR ETF                     | State Street Energy Select Sector SPDR ETF                            | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Long             | EC               | RF                | US        |     50000 | NS      | $2235500.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.45.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -7040000 | OU      | $-325.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | CLARIOS GLOBAL LP                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     74812 | PA      | $75093.05     | 0.00%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                     | Sysco Corp                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      4800 | NS      | $353712.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                        | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73801.70     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp                                       | Curbline Properties Corp                                              | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |    108367 | NS      | $2515198.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77210.77     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Michelin                                                       | Cie Generale des Etablissements Michelin SCA                          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      1822 | NS      | $60392.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                      | Palantir Technologies Inc                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      8800 | NS      | $1564200.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                        | Veolia Environnement SA                                               | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      1278 | NS      | $44471.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                                 | Coca-Cola Europacific Partners PLC                                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      7962 | NS      | $722153.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlassian Corp                                                 | Atlassian Corp                                                        | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      1700 | NS      | $275638.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17984.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                               | JFE Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |     15300 | NS      | $195058.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                    | Givaudan SA                                                           | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        24 | NS      | $94950.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                 | Air Liquide SA                                                        | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      2936 | NS      | $551832.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR Inc                                                        | KBR Inc                                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      1700 | NS      | $68340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                       | Renesas Electronics Corp                                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     57000 | NS      | $780720.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                          | Micron Technology Inc                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4900 | NS      | $1398509.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Merger Fund                                                | The Merger Fund                                                       | CUSIP: 589509207<br>LEI: 549300TXJCENVSEMYP88 | Long             | EC               | RF                | US        |   2446098 | NS      | $41559198.67  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                                 | Johnson Controls International plc                                    | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      1600 | NS      | $191600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                             | Banco Santander SA                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    165537 | NS      | $1948451.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      1351 | NS      | $102819.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $809.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                                  | Independence Realty Trust Inc                                         | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    267369 | NS      | $4673610.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2634082 | PA      | $1920204.33   | 0.08%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8182414 | PA      | $6377168.83   | 0.28%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                    | Sun Hung Kai Properties Ltd                                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      6500 | NS      | $79145.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                   | WH Group Ltd                                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    612500 | NS      | $682333.59    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CBRE Group Inc                                                 | CBRE Group Inc                                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       900 | NS      | $144711.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167778.11    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Aisin Corp                                                     | Aisin Corp                                                            | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      8800 | NS      | $164879.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                      | QIAGEN NV                                                             | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      7545 | NS      | $343123.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                     | Nucor Corp                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4000 | NS      | $652440.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6097.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Properties Realty Tr                                 | Essential Properties Realty Trust Inc                                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    167806 | NS      | $4977125.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                                      | H & M Hennes & Mauritz AB                                             | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      7140 | NS      | $143113.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | TENNECO INC                                                           | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     75000 | PA      | $73620.75     | 0.00%             | 2028-11-17      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                            | Resona Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     51500 | NS      | $490162.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                             | Sage Group PLC/The                                                    | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      3564 | NS      | $51836.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                     | L'Oreal SA                                                            | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      2720 | NS      | $1167739.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                     | Elastic NV                                                            | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |      5300 | NS      | $399832.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2736994 | PA      | $2796010.43   | 0.12%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Dimensional International Core Equity Market ETF               | Dimensional International Core Equity Market ETF                      | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |   1458225 | NS      | $55572954.75  | 2.44%             |  |  |  | No            |                  1 | On Loan: —       |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123516.70    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-82075.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                          | Costco Wholesale Corp                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1870 | NS      | $1612575.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Hold                                 | Pan Pacific International Holdings Corp                               | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     31300 | NS      | $186451.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                 | NCR Atleos Corp                                                       | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     79000 | PA      | $85808.87     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp                                        | JX Advanced Metals Corp                                               | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     18400 | NS      | $230019.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                  | ICL Group Ltd                                                         | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     12512 | NS      | $71948.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                           | Boots Group Finco LP                                                  | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $139247.28    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                  | Marubeni Corp                                                         | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     12200 | NS      | $339769.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                  | Industria de Diseno Textil SA                                         | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     24857 | NS      | $1639684.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                    | Raymond James Financial Inc                                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4200 | NS      | $674478.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                      | Alibaba Group Holding Ltd                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |      2975 | NS      | $436075.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/PEN FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-556.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                      | Shell PLC                                                             | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      8446 | NS      | $620612.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                                   | Ferrovial SE                                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      1725 | NS      | $111763.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $258705.13    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                     | US Bancorp                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     17641 | NS      | $941323.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                       | Rockies Express Pipeline LLC                                          | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232576.46    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                 | Mitsubishi UFJ Financial Group Inc                                    | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    206300 | NS      | $3274202.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                      | Adobe Inc                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2200 | NS      | $769978.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                   | Prologis Inc                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    126115 | NS      | $16099840.90  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                              | Lam Research Corp                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      8000 | NS      | $1369440.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                      | Edwards Lifesciences Corp                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9927 | NS      | $846276.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | IDR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $308.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                                         | Yamazaki Baking Co Ltd                                                | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21200 | NS      | $444818.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Kioxia Holdings Corp                                           | Kioxia Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |     10200 | NS      | $678861.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                      | Keysight Technologies Inc                                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1100 | NS      | $223509.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                         | Trane Technologies PLC                                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1505 | NS      | $585746.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                       | Hermes International SCA                                              | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       485 | NS      | $1204182.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                    | Fujitsu Ltd                                                           | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     18500 | NS      | $508433.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                | Concentrix Corp                                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      8200 | NS      | $340956.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                | TJX Cos Inc/The                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7000 | NS      | $1075270.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                                   | Vicinity Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    157311 | NS      | $267822.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                  | M/I Homes Inc                                                         | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124499.27    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | MXN CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    570000 | NC      | $0.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                            | Arista Networks Inc                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4000 | NS      | $524120.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                          | Uber Technologies Inc                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     11500 | NS      | $939665.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                               | Elia Group SA/NV                                                      | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      1236 | NS      | $159051.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                       | Kao Corp                                                              | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      2500 | NS      | $99778.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                   | Centrica PLC                                                          | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    153145 | NS      | $349179.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                        | QBE Insurance Group Ltd                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    103574 | NS      | $1371262.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                 | Mitsubishi Chemical Group Corp                                        | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     20800 | NS      | $121755.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                    | Reckitt Benckiser Group PLC                                           | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     13100 | NS      | $1060043.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                | Ross Stores Inc                                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1500 | NS      | $270210.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                       | Next PLC                                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      4893 | NS      | $900802.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $895.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63427 | PA      | $62284.38     | 0.00%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                              | Industrivarden AB                                                     | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      2167 | NS      | $97078.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                      | Partners Group Holding AG                                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       477 | NS      | $585270.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH Network Corp                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286167.38    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                | Nordea Bank Abp                                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     61069 | NS      | $1148968.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                     | Eiffage SA                                                            | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      4189 | NS      | $600197.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                   | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      8125 | NS      | $662876.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                    | Goldman Sachs Group Inc/The                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       400 | NS      | $351600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                  | Ford Motor Co                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     34700 | NS      | $455264.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Market Neutral Income Fund                             | Victory Market Neutral Income Fund                                    | CUSIP: 92647P654<br>LEI: 549300K0CUZCEEMBX789 | Long             | EC               | RF                | US        |   3951659 | NS      | $34221368.71  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | ULTRA U.S. TREASURY BOND                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        58 | NC      | $-125158.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -760000 | NC      | $-2.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                   | Barclays PLC                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    515560 | NS      | $3300165.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                   | Fujikura Ltd                                                          | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      5100 | NS      | $565566.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                  | iShares iBoxx $ High Yield Corporate Bond ETF                         | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      9484 | NS      | $764694.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Trimaran CAVU 2019-1 Ltd                                       | Trimaran Cavu 2019-1 Ltd                                              | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750857.50   | 0.08%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                             | Credit Agricole SA                                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     25122 | NS      | $517208.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                      | Sodexo SA                                                             | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      3152 | NS      | $161495.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                     | First Quantum Minerals Ltd                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     14356 | NS      | $384904.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                      | Sanofi SA                                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     21313 | NS      | $2062144.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                       | Tele2 AB                                                              | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     16459 | NS      | $275796.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                     | Siemens AG                                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     10874 | NS      | $3045552.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -7 | NC      | $868.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                      | Chubb Ltd                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2800 | NS      | $873936.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                               | TotalEnergies SE                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     26491 | NS      | $1727160.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                 | VOC Escrow Ltd                                                        | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $149764.50    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dimensional US Equity Market ETF                               | Dimensional US Equity Market ETF                                      | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |    937300 | NS      | $69519541.00  | 3.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Verizon Communications Inc                                     | Verizon Communications Inc                                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     24600 | NS      | $1001958.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                       | Adyen NV                                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       282 | NS      | $454746.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                        | Heidelberg Materials AG                                               | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       470 | NS      | $121850.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                      | CH Robinson Worldwide Inc                                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       400 | NS      | $64304.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                          | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5002.72      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                           | Parker-Hannifin Corp                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1200 | NS      | $1054752.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                            | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19709.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                 | TechnipFMC PLC                                                        | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      7900 | NS      | $352024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                  | Owens Corning                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4900 | NS      | $548359.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                          | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      7429 | NS      | $485856.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA Corp                                                    | NVIDIA Corp                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    107990 | NS      | $20140135.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                                           | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     75545 | NS      | $1772075.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                               | Coca-Cola Co/The                                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      7600 | NS      | $531316.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    213000 | PA      | $266656.52    | 0.01%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                      | Apple Inc                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     65911 | NS      | $17918564.46  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                         | Sempra                                                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3300 | NS      | $291357.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                        | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48862 | NS      | $1171222.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/COP FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1146.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Inc                                                     | Macy's Inc                                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     20600 | NS      | $454230.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                       | iShares Core S&P 500 ETF                                              | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |     14260 | NS      | $9767244.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                           | Freeport-McMoRan Inc                                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      8900 | NS      | $452031.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                   | LyondellBasell Industries NV                                          | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      3400 | NS      | $147220.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                     | United Utilities Group PLC                                            | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      8908 | NS      | $143119.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                 | ConocoPhillips                                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      9900 | NS      | $926739.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                              | ManpowerGroup Inc                                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      8800 | NS      | $261624.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                      | Essity AB                                                             | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      9938 | NS      | $285731.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9236610 | PA      | $8866424.47   | 0.39%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                         | Eurofins Scientific SE                                                | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       871 | NS      | $63694.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5280.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                             | Toyota Tsusho Corp                                                    | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      4800 | NS      | $161852.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                          | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475085.30    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                    | Walmart Inc                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     19312 | NS      | $2151549.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                 | Prudential PLC                                                        | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |     75694 | NS      | $1164406.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                                        | ADT Inc                                                               | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53700 | NS      | $433359.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                   | Teradyne Inc                                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       800 | NS      | $154848.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                    | MongoDB Inc                                                           | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1600 | NS      | $671504.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                         | Regions Financial Corp                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     22200 | NS      | $601620.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790393 | PA      | $710458.20    | 0.03%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GPT Group/The                                                  | GPT Group/The                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     47995 | NS      | $173193.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.45.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -7040000 | OU      | $-3326.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                     | Edenred SE                                                            | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      5291 | NS      | $116962.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                                       | Roku Inc                                                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1600 | NS      | $173584.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                                 | Yangzijiang Shipbuilding Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |    149400 | NS      | $403602.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                                           | Medpace Holdings Inc                                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       200 | NS      | $112330.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional Core Fixed Income ETF                              | Dimensional Core Fixed Income ETF                                     | CUSIP: 25434V872<br>LEI: 549300UT5CL8M0JR7R22 | Long             | EC               | RF                | US        |    420350 | NS      | $17890096.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Swiss Re AG                                                    | Swiss Re AG                                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      2012 | NS      | $335178.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                          | US Foods Holding Corp                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      4300 | NS      | $323876.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                               | Bank Hapoalim BM                                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     27514 | NS      | $622286.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp          | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200100.91    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                        | Vestas Wind Systems A/S                                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     15540 | NS      | $420313.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $92.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Co                                                       | Crane Co                                                              | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3200 | NS      | $590176.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                      | Endesa SA                                                             | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      8689 | NS      | $312636.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                    | Otsuka Corp                                                           | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     28000 | NS      | $576956.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                                    | Telia Co AB                                                           | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     82331 | NS      | $351880.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                               | Isuzu Motors Ltd                                                      | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     51600 | NS      | $805327.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                   | Broadcom Inc                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     21253 | NS      | $7355663.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                         | Intuitive Surgical Inc                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2300 | NS      | $1302628.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                       | Kone Oyj                                                              | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      4087 | NS      | $289535.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                      | Aptiv PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7800 | NS      | $593502.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                   | Autodesk Inc                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2600 | NS      | $769626.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                          | CLP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1035.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1453122 | PA      | $1465269.19   | 0.06%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | Tenneco Inc                                                           | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426852.05    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                         | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $201039.36    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                        | Procter & Gamble Co/The                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      4800 | NS      | $687888.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                     | Ventas Inc                                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2000 | NS      | $154760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                 | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20883.60     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                              | LEG Immobilien SE                                                     | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      5652 | NS      | $412233.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                          | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10147.12     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                                     | FANUC Corp                                                            | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     15200 | NS      | $591519.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| On Holding AG                                                  | On Holding AG                                                         | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |      9652 | NS      | $448624.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BOBL                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $1960.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                    | Corteva Inc                                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      9900 | NS      | $663597.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FRONTIER COMMUNICATIONS                                        | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $350949.24    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                | McDonald's Corp                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4389 | NS      | $1341410.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                    | Rollins Inc                                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1100 | NS      | $66022.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                               | Exxon Mobil Corp                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     20700 | NS      | $2491038.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Kirby Corp                                                     | Kirby Corp                                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      4300 | NS      | $473774.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                                | Coles Group Ltd                                                       | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     23810 | NS      | $340322.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                             | Sompo Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     19900 | NS      | $675450.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                      | Shell PLC                                                             | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    109718 | NS      | $4043355.24   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                | Danske Bank A/S                                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     11888 | NS      | $593642.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | ZAR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1338.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                     | Coca-Cola Consolidated Inc                                            | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       900 | NS      | $137970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                       | Infineon Technologies AG                                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     10943 | NS      | $477453.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                 | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124871.33    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | MSCI EAFE                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       268 | NC      | $235957.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5772.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3149.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/HUF FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1921.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | CZK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1757.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    123000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | TRY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $446.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/INR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $756.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5553.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/PLN FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-953.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -142000 | NC      | $-3956.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | AUD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4412.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TWD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    142000 | NC      | $5.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | ULTRA U.S. TREASURY BOND                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $27093.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | COP CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    142000 | NC      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $217.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME ZINC                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -14 | NC      | $-24707.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                             | BRENT CRUDE                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       116 | NC      | $-324962.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | GASOLINE RBOB                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        34 | NC      | $-165272.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | WHEAT (CBT)                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        72 | NC      | $-166209.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | SOYBEAN                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        84 | NC      | $-367142.14   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME ZINC                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        69 | NC      | $65782.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-173.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME LEAD                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        22 | NC      | $-27782.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | NY HARB ULSD                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        33 | NC      | $-196849.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | NATURAL GAS                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       264 | NC      | $-2250881.27  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | KC HRW WHEAT                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        74 | NC      | $-122965.28   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                       | SILVER                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        32 | NC      | $3030505.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME ZINC                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        59 | NC      | $79306.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME PRI ALUM                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        80 | NC      | $314213.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME NICKEL                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        48 | NC      | $572048.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                       | COPPER                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        50 | NC      | $709293.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | SOYBEAN OIL                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        84 | NC      | $-159527.11   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | AUD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1918.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | SOYBEAN MEAL                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       130 | NC      | $-219578.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME LEAD                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -22 | NC      | $-485.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | CORN                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       256 | NC      | $-67792.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME PRI ALUM                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -80 | NC      | $-201527.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME NICKEL                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        59 | NC      | $344265.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME NICKEL                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -59 | NC      | $-564188.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME LEAD                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        21 | NC      | $628.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | COFFEE 'C'                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        23 | NC      | $-374765.51   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                             | WTI CRUDE                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       148 | NC      | $-92397.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | LEAN HOGS                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       119 | NC      | $147574.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1132.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME PRI ALUM                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -2 | NC      | $-5947.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | SUGAR #11 (WORLD)                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       126 | NC      | $-95198.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME ZINC                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -69 | NC      | $-9988.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                             | LOW SU GASOIL G                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        45 | NC      | $-124096.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                                      | LME PRI ALUM                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        46 | NC      | $104462.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | COTTON NO.2                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        69 | NC      | $-74248.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | LIVE CATTLE                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        59 | NC      | $205153.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                       | GOLD 100 OZ                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        63 | NC      | $1795041.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.45.V1                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   7040000 | OU      | $1165.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -121000 | NC      | $-72.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-471.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/COP FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2824.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | COP CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    142000 | NC      | $0.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.45.V1                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -6000000 | OU      | $-353.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $233.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -545000 | NC      | $-3111.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | TRY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1044.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | SWOP CDS CDX.NA.HY.45.V1                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |   -290000 | OU      | $-881.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/BRL FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1410.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    121000 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | PLN CALL VERSUS EUR PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    189000 | NC      | $305.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2341.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    143000 | NC      | $88.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    142000 | NC      | $84.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/HUF FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1559.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/TRY FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1851.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -143000 | NC      | $-893.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15117.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | SWOP CDS CDX.NA.HY.45.V1                                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |   -470000 | OU      | $-1429.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CZK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-532.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2550000 | OU      | $-5937.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                       | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12884.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | S&P 500 INDEX                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |        16 | NC      | $3086410.12   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | NOK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | 3 MONTH SOFR                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        51 | NC      | $2140.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    331000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -63000 | NC      | $-47.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -142000 | NC      | $-749.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | COP CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -142000 | NC      | $-1603.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP CDS CDX.NA.IG.45.V1                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |  -3150000 | OU      | $-2214.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    285000 | NC      | $0.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1199000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS PLN PUT                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     63000 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/PHP FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-880.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6770.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | SWOP CDS CDX.NA.HY.45.V1                                              | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |    470000 | OU      | $65.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -496000 | NC      | $-1948.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CNH/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1701.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $38383.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $100867.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-16847.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $44366.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-71339.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-684.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $47537.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/SEK FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3936.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $184805.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $67695.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-56478.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | TRS MLBC INDEX                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $2615988.58   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $72009.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $238957.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-62918.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-108925.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-88096.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                                     | Embraer SA                                                            | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     15764 | NS      | $1014728.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1239.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                     | Getlink SE                                                            | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     18571 | NS      | $342802.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                 | LVMH Moet Hennessy Louis Vuitton SE                                   | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      2843 | NS      | $2142870.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                     | Magnum Ice Cream Co NV/The                                            | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      4018 | NS      | $63774.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                       | Rolls-Royce Holdings PLC                                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    105595 | NS      | $1633101.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     27700 | NS      | $8670100.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                      | Tesco PLC                                                             | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    306425 | NS      | $1822257.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                   | QUALCOMM Inc                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1100 | NS      | $188155.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                     | Acciona SA                                                            | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       620 | NS      | $134936.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6562029 | PA      | $6536395.92   | 0.29%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM                                                            | International Business Machines Corp                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1300 | NS      | $385073.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | DKK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2396508 | PA      | $1750199.64   | 0.08%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                   | Securitas AB                                                          | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     18536 | NS      | $294780.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                              | Nippon Steel Corp                                                     | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     54000 | NS      | $220970.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                                           | Tsuruha Holdings Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $154336.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                      | Bank of Ireland Group PLC                                             | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     12424 | NS      | $237612.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc                                      | Piedmont Realty Trust Inc                                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231125 | NS      | $1927582.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                    | Incyte Corp                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3200 | NS      | $316064.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                 | Commonwealth Bank of Australia                                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     12448 | NS      | $1328687.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                   | Thermo Fisher Scientific Inc                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1700 | NS      | $985065.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                         | Roper Technologies Inc                                                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       915 | NS      | $407293.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6426.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                 | Kingfisher PLC                                                        | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    194895 | NS      | $820420.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional US Real Estate ETF                                 | Dimensional US Real Estate ETF                                        | CUSIP: 25434V823<br>LEI: 5493008O3YXC72K1RO63 | Long             | EC               | RF                | US        |   1847600 | NS      | $42312257.12  | 1.86%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlyle Euro CLO                                               | Carlyle Euro CLO 2017-1 DAC                                           | CUSIP: 000000000<br>LEI: 635400PVBNAP8EJWQD44 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2939771.32   | 0.13%             | 2034-07-15      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                                            | Viking Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8700 | NS      | $621267.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                      | Prosus NV                                                             | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     16163 | NS      | $1000796.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                              | Ashtead Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      4261 | NS      | $290511.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                   | KBC Group NV                                                          | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      3652 | NS      | $475621.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                                 | Terna - Rete Elettrica Nazionale                                      | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     34720 | NS      | $369375.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                | Cigna Group/The                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1200 | NS      | $330276.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT In                                 | Smartstop Self Storage REIT Inc                                       | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |    109665 | NS      | $3393035.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                 | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2545.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                   | Capgemini SE                                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      4749 | NS      | $788563.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                     | FDJ UNITED                                                            | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      3078 | NS      | $85201.39     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                                  | Volkswagen AG                                                         | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      2161 | NS      | $263725.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                            | JPMorgan Chase & Co                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8200 | NS      | $2642204.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER PARENT LLC                                             | Voyager Parent LLC                                                    | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100763.96    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| International Consolidated Air                                 | International Consolidated Airlines Group SA                          | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    101552 | NS      | $563858.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                  | Rio Tinto PLC                                                         | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     16315 | NS      | $1314190.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                            | Sound Point CLO XXXIII Ltd                                            | CUSIP: 83616KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1250114.38   | 0.05%             | 2035-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                                    | Makita Corp                                                           | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      4600 | NS      | $139421.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                            | Deutsche Telekom AG                                                   | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     80066 | NS      | $2606232.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1131.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                    | Daiwa House Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     10700 | NS      | $355441.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                          | Fast Retailing Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      1000 | NS      | $362588.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                               | Altria Group Inc                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      9300 | NS      | $536238.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    130000 | PA      | $132209.87    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                           | Edison International                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1200 | NS      | $72024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                      | Janus Henderson Group PLC                                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     12000 | NS      | $570840.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                   | Centene Corp                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     13200 | NS      | $543180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                 | NU Holdings Ltd/Cayman Islands                                        | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |     47734 | NS      | $799067.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                   | Chugai Pharmaceutical Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      3600 | NS      | $188861.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                             | Smith & Nephew PLC                                                    | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     16150 | NS      | $268589.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-897.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                         | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46505.71     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                                   | American Healthcare REIT Inc                                          | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    137911 | NS      | $6490091.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                | AdaptHealth LLC                                                       | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100706.18    | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                     | Capital One Financial Corp                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4300 | NS      | $1042148.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $316070.23    | 0.01%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                       | RHP Hotel Properties LP / RHP Finance Corp                            | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155620.47    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                 | Daifuku Co Ltd                                                        | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      7500 | NS      | $236067.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                         | Brunello Cucinelli SpA                                                | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      6990 | NS      | $801736.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                             | United Rentals Inc                                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       353 | NS      | $285689.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                        | LY Corp                                                               | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    129200 | NS      | $343794.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CAD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13225.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                       | Svenska Handelsbanken AB                                              | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      5885 | NS      | $85259.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $54489283.69  | 2.39%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                             | Qantas Airways Ltd                                                    | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    142526 | NS      | $984667.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                     | Anheuser-Busch InBev SA/NV                                            | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     12806 | NS      | $821902.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                            | American Express Co                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5114 | NS      | $1891924.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                            | Astellas Pharma Inc                                                   | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     55100 | NS      | $733354.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                                 | Advantest Corp                                                        | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     13280 | NS      | $1679228.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                          | Travelers Cos Inc/The                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1229 | NS      | $356483.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                              | Admiral Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      4228 | NS      | $180864.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                               | Carlyle Euro CLO 2021-2 DAC                                           | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2346867.35   | 0.10%             | 2035-10-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        89 | NC      | $-11271.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/HKD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1532.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                     | Inpex Corp                                                            | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     11700 | NS      | $234006.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                                  | Schroders PLC                                                         | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     62418 | NS      | $341205.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                | Hecla Mining Co                                                       | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42266.47     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000 | PA      | $1002.50      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        76 | NS      | $174385.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                           | Regency Centers Corp                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     43871 | NS      | $3028415.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                          | Northrop Grumman Corp                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2225 | NS      | $1268717.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16800 | NS      | $5271840.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                 | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25782.92     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                            | HKT Trust & HKT Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     58000 | NS      | $85883.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2918.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                     | Intel Corp                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     27600 | NS      | $1018440.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                               | DIAMOND SPORTS GRP LLC- WARRANTS                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6037 | NS      | $0.06         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                      | Unibail-Rodamco-Westfield                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2184 | NS      | $237503.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                      | Repsol SA                                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     16795 | NS      | $313368.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                            | Carrier Global Corp                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     14347 | NS      | $758095.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                             | Publicis Groupe SA                                                    | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      4226 | NS      | $438860.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                  | Accenture PLC                                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      3900 | NS      | $1046370.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                                 | Monday.com Ltd                                                        | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       800 | NS      | $118048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                      | Kering SA                                                             | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       720 | NS      | $251595.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                                 | iShares Russell 1000 Value ETF                                        | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |     52585 | NS      | $11060728.90  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                        | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13840.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358525.02    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                                  | Endeavour Group Ltd/Australia                                         | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     45830 | NS      | $111739.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                   | Brambles Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     41148 | NS      | $628343.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        50 | NS      | $114687.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                    | Novartis AG                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     28297 | NS      | $3899213.25   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                             | Equity Residential                                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     30850 | NS      | $1944784.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial Inc                                             | Ally Financial Inc                                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      7300 | NS      | $330617.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                       | eBay Inc                                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      4800 | NS      | $418080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                             | Walt Disney Co/The                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     20419 | NS      | $2323069.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                            | Delta Air Lines Inc                                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1800 | NS      | $124920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16024.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Inc                                                  | RB Global Inc                                                         | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |      3000 | NS      | $308610.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                 | Blackstone Inc                                                        | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      5466 | NS      | $842529.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                               | Deutsche Bank AG                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     27709 | NS      | $1067880.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                | Antofagasta PLC                                                       | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |     14162 | NS      | $622073.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4907 | NS      | $5287391.47   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                  | UniCredit SpA                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     20233 | NS      | $1675832.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                      | Halma PLC                                                             | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     21015 | NS      | $997474.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                          | Trend Micro Inc/Japan                                                 | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      4700 | NS      | $195201.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                      | Nokia Oyj                                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     75080 | NS      | $484046.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                              | NatWest Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    163375 | NS      | $1433171.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1446.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4645.82      | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                      | Tokio Marine Holdings Inc                                             | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     11400 | NS      | $421413.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                         | Aristocrat Leisure Ltd                                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      7156 | NS      | $277040.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                            | PayPal Holdings Inc                                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3900 | NS      | $227682.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                 | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52358.94     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1469968 | PA      | $1362649.32   | 0.06%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                                    | Subaru Corp                                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     14200 | NS      | $305743.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                      | Argenx SE                                                             | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1384 | NS      | $1167464.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                 | Atlas Copco AB                                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     20582 | NS      | $329038.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2445000 | PA      | $2247489.84   | 0.10%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SEK FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $760.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7175293 | PA      | $7213691.78   | 0.32%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                            | SoftBank Group Corp                                                   | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     65528 | NS      | $1838279.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                  | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       882 | NS      | $680789.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                 | NRG Energy Inc                                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2600 | NS      | $414024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $16438.08     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                              | General Motors Co                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9900 | NS      | $805068.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                         | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     12901 | NS      | $894324.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                          | Freedom Mortgage Holdings LLC                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63299.47     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Orica Ltd                                                      | Orica Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40763 | NS      | $658364.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3989.62      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CNH/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-834.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                             | Honda Motor Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    100000 | NS      | $981467.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                      | Airbus SE                                                             | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     13462 | NS      | $3126199.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6490877 | PA      | $6702337.40   | 0.29%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                 | Atlas Copco AB                                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      6072 | NS      | $108097.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                  | Kroger Co/The                                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      8600 | NS      | $537328.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4165436 | PA      | $3933082.77   | 0.17%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                     | Tenaris SA                                                            | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      6100 | NS      | $117704.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                     | Diageo PLC                                                            | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     12755 | NS      | $274843.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                                      | Regatta XXIX Funding Ltd                                              | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3262467.98   | 0.14%             | 2037-09-06      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                      | Bandai Namco Holdings Inc                                             | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      8700 | NS      | $231559.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/SGD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4429.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                            | Elmwood CLO III Ltd                                                   | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3262559.95   | 0.14%             | 2037-07-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                              | Allstate Corp/The                                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3900 | NS      | $811785.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                     | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142193.51    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                             | J M Smucker Co/The                                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1100 | NS      | $107591.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                     | Samsung Electronics Co Ltd                                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     11033 | NS      | $924729.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                                | Vibrant CLO XIV Ltd                                                   | CUSIP: 92557EAA1<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2751700.33   | 0.12%             | 2034-10-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BlackRock Tactical Opportunities Fund                          | BlackRock Tactical Opportunities Fund                                 | CUSIP: 09258N570<br>LEI: 6FFMMI3AGWZH5SDXSF05 | Long             | EC               | CORP              | US        |   1694834 | NS      | $26863118.23  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                | Southern Co/The                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     12711 | NS      | $1108399.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                                               | SBI Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     17800 | NS      | $383590.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                   | Hunt Cos Inc                                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219597.35    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7092.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AST Small-Cap Growth Portfolio                                 | AST Small-Cap Growth Portfolio                                        | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    177797 | NS      | $15308364.32  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                | Caterpillar Inc                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2600 | NS      | $1489462.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                  | Coloplast A/S                                                         | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      1000 | NS      | $85735.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    203371 | PA      | $201392.65    | 0.01%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                             | Analog Devices Inc                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3800 | NS      | $1030560.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                       | Rockies Express Pipeline LLC                                          | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58039.38     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                             | Vodafone Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    670062 | NS      | $893198.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Portfolio                        | AST PGIM Fixed Income Central Portfolio                               | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  13381894 | NS      | $159913638.23 | 7.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20976.13     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ST Engineering                                                 | Singapore Technologies Engineering Ltd                                | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    128600 | NS      | $840284.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1148.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                                   | AES Corp/The                                                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      5700 | NS      | $81738.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                                            | International Flavors & Fragrances Inc                                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3800 | NS      | $256082.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                    | Netflix Inc                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     14500 | NS      | $1359520.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                            | Imperial Brands PLC                                                   | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     33147 | NS      | $1391848.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                              | Sekisui House Ltd                                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      3700 | NS      | $82559.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                           | Westpac Banking Corp                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     24267 | NS      | $622728.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                 | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     76500 | NS      | $2460348.31   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                                 | Kansai Electric Power Co Inc/The                                      | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     16300 | NS      | $255986.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                  | AIB Group PLC                                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    160533 | NS      | $1716153.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                           | Galp Energia SGPS SA                                                  | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     21492 | NS      | $370099.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | S&P 500 INDEX                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |        14 | NC      | $2700608.86   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-334.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                           | Endeavour Mining PLC                                                  | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      2833 | NS      | $145886.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                      | Shin-Etsu Chemical Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     16100 | NS      | $500084.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                    | Investor AB                                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     40329 | NS      | $1437148.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                                | PGIM Core Ultra Short Bond Fund                                       | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 203607496 | NS      | $203607495.96 | 8.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                                | Nintendo Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     21502 | NS      | $1451698.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                              | Japan Tobacco Inc                                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     13400 | NS      | $481626.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                       | 1011778 BC ULC / New Red Finance Inc                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4921.80      | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Komatsu Ltd                                                    | Komatsu Ltd                                                           | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      6800 | NS      | $215780.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                             | Anglo American PLC                                                    | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      5886 | NS      | $243459.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                                          | Phoenix Financial Ltd                                                 | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      5750 | NS      | $237814.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6663.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                               | Novo Nordisk A/S                                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     39956 | NS      | $2026507.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                       | Mitsubishi Electric Corp                                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     29400 | NS      | $857211.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                      | Orion Oyj                                                             | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      1709 | NS      | $127504.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                     | Deere & Co                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1362 | NS      | $634106.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                        | WESCO International Inc                                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1600 | NS      | $391424.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                | Gen Digital Inc                                                       | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41212.76     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                              | State Street Corp                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       500 | NS      | $64505.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                           | Progressive Corp/The                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1985 | NS      | $452024.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                       | Ferguson Enterprises Inc                                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2183 | NS      | $483996.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                     | BYD Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     20734 | NS      | $253385.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/CHF FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                                   | Mirvac Group                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    224491 | NS      | $305999.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4204680 | PA      | $2419169.44   | 0.11%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                      | Amgen Inc                                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2700 | NS      | $883737.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                                  | Valvoline Inc                                                         | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    111000 | PA      | $101928.19    | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                                 | NETSTREIT Corp                                                        | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |    186198 | NS      | $3284532.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Macquarie Group Ltd                                            | Macquarie Group Ltd                                                   | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1015 | NS      | $137157.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                     | Zoetis Inc                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2800 | NS      | $352296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio                             | PSF PGIM High Yield Bond Portfolio                                    | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |    252991 | NS      | $1980921.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                                   | New Gold Inc                                                          | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42371.20     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                       | LKQ Corp                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2300 | NS      | $69460.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | KRW/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1016.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                               | Vmed O2 UK Financing I PLC                                            | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $127549.77    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                               | Transurban Group                                                      | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     38663 | NS      | $365891.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                          | Becton Dickinson & Co                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       800 | NS      | $155256.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                           | Banca Mediolanum SpA                                                  | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     26313 | NS      | $597476.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                       | Japan Exchange Group Inc                                              | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     11100 | NS      | $118476.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                     | Biogen Inc                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1600 | NS      | $281584.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                              | Telstra Group Ltd                                                     | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    325344 | NS      | $1055599.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                     | Allianz SE                                                            | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      3268 | NS      | $1511048.99   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                  | Scentre Group                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    162672 | NS      | $454731.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                   | Porsche Automobil Holding SE                                          | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      1320 | NS      | $61585.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15704.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                            | General Electric Co                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      5900 | NS      | $1817377.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                           | Schindler Holding AG                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       268 | NS      | $94829.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                     | Skanska AB                                                            | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      8997 | NS      | $245153.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                               | Coca-Cola HBC AG                                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      3445 | NS      | $178222.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries                                 | Teva Pharmaceutical Industries Ltd                                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      7800 | NS      | $243438.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF              | iShares J.P. Morgan USD Emerging Markets Bond ETF                     | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     88775 | NS      | $8547257.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Nice Ltd                                                       | Nice Ltd                                                              | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      2507 | NS      | $283383.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors Inc                                   | Sunstone Hotel Investors Inc                                          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    208977 | NS      | $1868254.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                                    | ITOCHU Corp                                                           | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     86500 | NS      | $1093084.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                            | Abbott Laboratories                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1600 | NS      | $200464.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2374.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                      | Thales SA                                                             | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1974 | NS      | $532517.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                   | Takeda Pharmaceutical Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      3500 | NS      | $108728.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                       | Central Japan Railway Co                                              | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      1600 | NS      | $44320.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                                 | Mitsubishi Heavy Industries Ltd                                       | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     42800 | NS      | $1044852.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                      | Linde PLC                                                             | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1100 | NS      | $469029.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                                | Sandisk Corp/DE                                                       | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $356070.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR Group Ltd                                                  | CAR Group Ltd                                                         | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      2508 | NS      | $51367.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                 | Rheinmetall AG                                                        | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       920 | NS      | $1678443.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                             | NextEra Energy Inc                                                    | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     14326 | NS      | $1150091.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4958.92      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $92.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                           | Evonik Industries AG                                                  | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      7584 | NS      | $118356.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                                      | Gecina SA                                                             | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      2745 | NS      | $260699.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                  | Ingredion Inc                                                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1400 | NS      | $154364.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                              | Suncorp Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      3301 | NS      | $38750.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                | J Sainsbury PLC                                                       | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     10989 | NS      | $48145.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                         | SAP SE                                                                | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     11834 | NS      | $2875289.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                 | Galaxy Entertainment Group Ltd                                        | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     78000 | NS      | $384603.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                    | Cie Financiere Richemont SA                                           | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     11268 | NS      | $2429955.98   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                 | Salesforce Inc                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3700 | NS      | $980167.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PL                                 | London Stock Exchange Group PLC                                       | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      5267 | NS      | $633559.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CAD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1089.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                 | Morgan Stanley                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     11486 | NS      | $2039109.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Health International Inc                                    | JD Health International Inc                                           | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | CN        |     17684 | NS      | $126648.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                      | Tesla Inc                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10390 | NS      | $4672590.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic PLC                                                  | Medtronic PLC                                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12108 | NS      | $1163094.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378865.27    | 0.02%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                | Sandoz Group AG                                                       | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      7830 | NS      | $568506.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                           | Boots Group Finco LP                                                  | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $121192.31    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                         | Vanguard Short-Term Corporate Bond ETF                                | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |     47300 | NS      | $3771229.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameren Corp                                                    | Ameren Corp                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1100 | NS      | $109846.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Ltd                                          | Valterra Platinum Ltd                                                 | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       564 | NS      | $47070.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | ILS/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16760.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                           | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211842.07    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                            | MTU Aero Engines AG                                                   | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       364 | NS      | $150888.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                                 | American International Group Inc                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      9400 | NS      | $804170.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                               | ANA Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      6000 | NS      | $113950.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                           | Jacobs Solutions Inc                                                  | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      1200 | NS      | $158952.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus AlphaSimplex Managed Futures Strategy Fund              | Virtus AlphaSimplex Managed Futures Strategy Fund                     | CUSIP: 92835M422<br>LEI: 5493000L5NBK9FMRPQ24 | Long             | EC               | RF                | US        |   1588846 | NS      | $12297669.66  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                | Gen Digital Inc                                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     16700 | NS      | $454073.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                               | MGM Resorts International                                             | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324427.99    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                 | Microsoft Corp                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     35695 | NS      | $17262815.90  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                      | Hikma Pharmaceuticals PLC                                             | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      2031 | NS      | $42340.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SGD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $641.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                 | GE Vernova Inc                                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1700 | NS      | $1111069.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO DAC                                                | Contego Clo V DAC                                                     | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1769542.00   | 0.08%             | 2037-10-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                         | AXA SA                                                                | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     69550 | NS      | $3337081.65   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                        | ATI Inc                                                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      6100 | NS      | $700036.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                          | American Homes 4 Rent                                                 | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      3900 | NS      | $125190.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9570.37      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                         | T Rowe Price Group Inc                                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       800 | NS      | $81904.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marble Point CLO XXI Ltd.                                      | Marble Point CLO XXI Ltd                                              | CUSIP: 56606KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3752397.00   | 0.16%             | 2034-10-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                              | Agree Realty Corp                                                     | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73828 | NS      | $5317830.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                | Ulta Beauty Inc                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       700 | NS      | $423507.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | S&P 500 INDEX                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |        20 | NC      | $4446076.98   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | DKK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-203.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                          | Stifel Financial Corp                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       500 | NS      | $62610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                      | Sanofi SA                                                             | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      9789 | NS      | $474374.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                               | MGM Resorts International                                             | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138766.11    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | EG Global Finance PLC                                                 | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $507742.81    | 0.02%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    621096 | PA      | $446752.41    | 0.02%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                                    | Pearson PLC                                                           | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     17475 | NS      | $247079.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                     | Hasbro Inc                                                            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       800 | NS      | $65600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                                          | CyberArk Software Ltd                                                 | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      1275 | NS      | $568726.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6350540 | PA      | $6378324.01   | 0.28%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                              | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6700 | NS      | $1386565.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                     | Chipotle Mexican Grill Inc                                            | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     11324 | NS      | $418988.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                     | AbbVie Inc                                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9884 | NS      | $2258395.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD RESID PROPERT                                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $399552.00    | 0.02%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                 | Lonza Group AG                                                        | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1242 | NS      | $837381.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                                        | Mahindra & Mahindra Ltd                                               | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      6278 | NS      | $259275.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                    | Xiaomi Corp                                                           | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |     43481 | NS      | $219441.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                      | Stockland                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    163002 | NS      | $621479.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                 | American Electric Power Co Inc                                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      7000 | NS      | $807170.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ARC Resources Ltd                                              | ARC Resources Ltd                                                     | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     10091 | NS      | $189314.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                      | United Parcel Service Inc                                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2900 | NS      | $287651.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NZD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $152.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Dividend Appreciation ETF                             | Vanguard Dividend Appreciation ETF                                    | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |    110946 | NS      | $24383711.88  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                   | GEA Group AG                                                          | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       784 | NS      | $52984.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                       | Mowi ASA                                                              | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      6862 | NS      | $165064.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8976.26      | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $32062.50     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                   | ROCKWOOL A/S                                                          | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      8050 | NS      | $282827.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                              | Origin Energy Ltd                                                     | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     19096 | NS      | $145826.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                       | Ashton Woods USA LLC / Ashton Woods Finance Co                        | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4002.22      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                    | Ashland Inc                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159683.77    | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                         | Boston Scientific Corp                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6400 | NS      | $610240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23423.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1330000 | PA      | $699704.69    | 0.03%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                         | Jones Lang LaSalle Inc                                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2000 | NS      | $672940.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                              | Elbit Systems Ltd                                                     | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       438 | NS      | $251467.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                                    | Terumo Corp                                                           | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      8700 | NS      | $126456.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                        | Bank Leumi Le-Israel BM                                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     25198 | NS      | $555306.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125169.16    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                    | Honeywell International Inc                                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3200 | NS      | $624288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                  | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75053.87     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio | Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio        | CUSIP: 74437G730<br>LEI: SI6E3LOL5OUL8Q7NIF17 | Long             | EC               | RF                | US        |    330075 | NS      | $48111732.00  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                | Dollar Tree Inc                                                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       700 | NS      | $86107.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-197.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                          | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $106166.00    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                                            | Nassau Euro CLO IV DAC                                                | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2939009.79   | 0.13%             | 2038-07-20      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $11424.15     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                    | Swedbank AB                                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     23311 | NS      | $808776.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                              | Iron Mountain Inc                                                     | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     81045 | NS      | $6722682.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| MetLife Inc                                                    | MetLife Inc                                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9300 | NS      | $734142.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                       | Snam SpA                                                              | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     74642 | NS      | $495986.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                               | Asahi Kasei Corp                                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     98500 | NS      | $875541.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                                    | Shopify Inc                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      9147 | NS      | $1472392.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                | BAE Systems PLC                                                       | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     28261 | NS      | $650428.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1006.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6226144 | PA      | $6211065.26   | 0.27%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                  | Assa Abloy AB                                                         | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      6403 | NS      | $247353.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                     | Vonovia SE                                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     20832 | NS      | $599531.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                      | Warner Bros Discovery Inc                                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      9600 | NS      | $276672.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                               | Bridgestone Corp                                                      | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      8000 | NS      | $179994.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                            | TOPPAN Holdings Inc                                                   | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     11900 | NS      | $353747.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67198.05     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                          | Delta Electronics Inc                                                 | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     11301 | NS      | $344725.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    166000 | PA      | $215928.11    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                  | Sumitomo Corp                                                         | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     24200 | NS      | $837622.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1093.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc                                                   | Woodward Inc                                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       300 | NS      | $90696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                                   | Entergy Corp                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3517 | NS      | $325076.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                              | Cisco Systems Inc                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      9900 | NS      | $762597.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                                          | Auto Trader Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     14112 | NS      | $111334.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                        | Saab AB                                                               | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      3840 | NS      | $222797.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                              | Covivio SA/France                                                     | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      4619 | NS      | $306611.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                                 | Sumitomo Electric Industries Ltd                                      | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     15200 | NS      | $612214.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                        | Sberbank of Russia PJSC                                               | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    151076 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIA Group Ltd                                                  | AIA Group Ltd                                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    122600 | NS      | $1261933.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                            | Dollar General Corp                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2000 | NS      | $265540.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CNH FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5234.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                       | Engie SA                                                              | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     40944 | NS      | $1075572.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                          | Idemitsu Kosan Co Ltd                                                 | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     21600 | NS      | $163539.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                        | Rockwell Automation Inc                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1400 | NS      | $544698.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                   | Comcast Corp                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     31700 | NS      | $947513.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                            | Cheniere Energy Inc                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1600 | NS      | $311024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                                       | IHI Corp                                                              | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      3400 | NS      | $59774.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                  | Intercontinental Exchange Inc                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       600 | NS      | $97176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177698.34    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Target Corp                                                    | Target Corp                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       700 | NS      | $68425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                                      | Amundi SA                                                             | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      7355 | NS      | $607889.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CHF/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-101.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                   | Enbridge Inc                                                          | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5662 | NS      | $270941.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                       | Digital Realty Trust Inc                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     39160 | NS      | $6058443.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                                    | Hitachi Ltd                                                           | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     64900 | NS      | $2035365.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                   | Insulet Corp                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       400 | NS      | $113696.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                    | Oracle Corp                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8607 | NS      | $1677590.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                        | Panasonic Holdings Corp                                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     34300 | NS      | $444666.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                 | Merck & Co Inc                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4700 | NS      | $494722.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    884670 | PA      | $866077.91    | 0.04%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Eternal Ltd                                                    | Eternal Ltd                                                           | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |    165754 | NS      | $513668.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                   | JELD-WEN Inc                                                          | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109038.11    | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | NOK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2762.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                               | Roche Holding AG                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      9775 | NS      | $4036784.46   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                         | Standard Chartered PLC                                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     38490 | NS      | $939172.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                              | Futu Holdings Ltd                                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |      2268 | NS      | $372428.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                               | Boyd Gaming Corp                                                      | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190678.62    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                    | Trimble Inc                                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       900 | NS      | $70515.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                                          | West Japan Railway Co                                                 | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     17605 | NS      | $350782.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                                    | Equinix Inc                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     11940 | NS      | $9147950.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                          | STMicroelectronics NV                                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     18011 | NS      | $470719.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                                   | Nexon Co Ltd                                                          | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |     19500 | NS      | $476316.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HKEX                                                           | Hong Kong Exchanges & Clearing Ltd                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     13582 | NS      | $710628.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       354 | NC      | $-109966.81   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CAD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3117.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45968.33     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                               | HF Sinclair Corp                                                      | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      7800 | NS      | $359424.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                 | BNP Paribas SA                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     31841 | NS      | $3012382.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                                   | Chevron Corp                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $929701.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                      | Arkema SA                                                             | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |       638 | NS      | $38882.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                     | DIAMOND SPORTS GRP LLC- CS                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3228 | NS      | $5381.08      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    163000 | PA      | $186050.32    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                  | AppLovin Corp                                                         | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       700 | NS      | $471674.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $58774.04     | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                              | National Grid PLC                                                     | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     62928 | NS      | $965220.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3170.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                                 | Check Point Software Technologies Ltd                                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      1600 | NS      | $296896.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RELX PLC                                                       | RELX PLC                                                              | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      3640 | NS      | $146644.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263969.99    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                             | Teleperformance SE                                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      2724 | NS      | $197135.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4443.11      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                         | Berkshire Hathaway Inc                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5700 | NS      | $2865105.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                     | Dai Nippon Printing Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     19600 | NS      | $337394.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co                                 | HD Hyundai Heavy Industries Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       314 | NS      | $110669.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                   | Iberdrola SA                                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     47884 | NS      | $1036851.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                       | CSX Corp                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     22900 | NS      | $830125.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | SEK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $597.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32514.61     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                       | Ashton Woods USA LLC / Ashton Woods Finance Co                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $166801.44    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                  | Amphenol Corp                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5304 | NS      | $716782.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                                       | Asahi Group Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     36600 | NS      | $383634.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                 | Public Storage                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2600 | NS      | $674700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Talanx AG                                                      | Talanx AG                                                             | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      5958 | NS      | $791454.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                     | Legrand SA                                                            | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      3817 | NS      | $567445.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF                | State Street Health Care Select Sector SPDR ETF                       | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     55170 | NS      | $8540316.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Dai-ichi Life Holdings Inc                                     | Dai-ichi Life Holdings Inc                                            | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     55100 | NS      | $457912.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                                   | Danaher Corp                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2900 | NS      | $663868.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5763.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                   | Leonardo SpA                                                          | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      7854 | NS      | $449253.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                                    | Obic Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $364108.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                             | HCA Healthcare Inc                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       100 | NS      | $46686.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                  | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77633.29     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                     | Grifols SA                                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      4548 | NS      | $56848.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                          | Schneider Electric SE                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      6049 | NS      | $1654856.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                            | Gilead Sciences Inc                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      9300 | NS      | $1141482.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Bayer AG                                                       | Bayer AG                                                              | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     21654 | NS      | $939258.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC Holdings PLC                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    312566 | NS      | $4918520.25   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | EG Global Finance PLC                                                 | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216858.00    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | DKK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-53.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                            | Sprint Capital Corp                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4839.70      | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                              | Computershare Ltd                                                     | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     17894 | NS      | $405542.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                              | Toyota Motor Corp                                                     | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    118500 | NS      | $2545036.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                                 | Cognizant Technology Solutions Corp                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     10000 | NS      | $830000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24125.08     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                  | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57179.32     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                     | Mizuho Financial Group Inc                                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      9500 | NS      | $346698.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                               | ArcelorMittal SA                                                      | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      5274 | NS      | $242179.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                               | Vital Energy Inc                                                      | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78479.19     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                  | McKesson Corp                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       500 | NS      | $410145.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CAD/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $836.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                  | Lasertec Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $76217.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                     | STERIS PLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $557744.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                                       | Telefonaktiebolaget LM Ericsson                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     75876 | NS      | $738428.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                    | Northern Star Resources Ltd                                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     20111 | NS      | $353906.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5028.39      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding LIX Ltd                                          | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504599.45   | 0.07%             | 2037-04-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $990312.50    | 0.04%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055008 | PA      | $2944741.31   | 0.13%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                     | Dover Corp                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       300 | NS      | $58572.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                    | Pandora A/S                                                           | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1838 | NS      | $203257.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/CZK FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                        | CSL Ltd                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      6220 | NS      | $715806.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                   | 3i Group PLC                                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     12906 | NS      | $565913.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     17860 | NS      | $1166922.13   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                           | Endeavour Mining PLC                                                  | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      2121 | NS      | $110816.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                             | Poste Italiane SpA                                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     12674 | NS      | $318166.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                          | GFL Environmental Inc                                                 | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52355.50     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp Japan                                              | Oracle Corp Japan                                                     | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       600 | NS      | $50429.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                           | Lottery Corp Ltd/The                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46860 | NS      | $161009.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                        | DSV A/S                                                               | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       266 | NS      | $66993.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                                           | Taiwan Semiconductor Manufacturing Co Ltd                             | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      9115 | NS      | $2769957.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/PHP FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-225.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                     | Boliden AB                                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     11459 | NS      | $634785.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675423 | PA      | $658669.34    | 0.03%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $45250.00     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19153948 | PA      | $18173804.47  | 0.80%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                          | Kirin Holdings Co Ltd                                                 | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     17100 | NS      | $255970.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                                   | Klepierre SA                                                          | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      7035 | NS      | $278341.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                      | adidas AG                                                             | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      1422 | NS      | $281393.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                           | Western Digital Corp                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4900 | NS      | $844123.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Nasdaq Inc                                                     | Nasdaq Inc                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      7700 | NS      | $747901.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                      | CubeSmart                                                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131629 | NS      | $4745225.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -285000 | NC      | $-7611.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                                    | Cummins Inc                                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       900 | NS      | $459405.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares S&P 500 Growth ETF                                     | iShares S&P 500 Growth ETF                                            | CUSIP: 464287309<br>LEI: 549300RYFG0B8O3DPR13 | Long             | EC               | RF                | US        |     17000 | NS      | $2095420.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3004443 | PA      | $2338771.33   | 0.10%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1975000 | PA      | $831672.27    | 0.04%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                                        | Hanwha Aerospace Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |       179 | NS      | $116895.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                                 | Fisher & Paykel Healthcare Corp Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     25867 | NS      | $562010.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                                    | Corning Inc                                                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6700 | NS      | $586652.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                      | Zurich Insurance Group AG                                             | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1354 | NS      | $1024575.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                        | Arthur J Gallagher & Co                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3259 | NS      | $843396.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                                 | Amazon.com Inc                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     41912 | NS      | $9674127.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   2550000 | OU      | $1.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                            | Eastman Chemical Co                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1800 | NS      | $114894.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                         | UnitedHealth Group Inc                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3200 | NS      | $1056352.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                                  | Fresnillo PLC                                                         | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |     21535 | NS      | $960255.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                | Bunge Global SA                                                       | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |       700 | NS      | $62356.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                 | Five Below Inc                                                        | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1300 | NS      | $244868.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                                    | HOCHTIEF AG                                                           | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      1403 | NS      | $549248.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                        | WPP PLC                                                               | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     86741 | NS      | $389660.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                           | Howmet Aerospace Inc                                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5522 | NS      | $1132120.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8836902 | PA      | $8241791.88   | 0.36%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 2 DAC                                               | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1467631.92   | 0.06%             | 2034-07-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | S&P500 EMINI                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-7798.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/PLN FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6149.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                                          | 3M Co                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1500 | NS      | $240150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                       | Standard Industries Inc/NY                                            | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $169196.15    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                             | Koninklijke KPN NV                                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    108235 | NS      | $505751.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                    | Alnylam Pharmaceuticals Inc                                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       200 | NS      | $79530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                            | Northern Trust Corp                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3500 | NS      | $478065.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                         | UCB SA                                                                | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      3652 | NS      | $1017544.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                    | NN Group NV                                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     12272 | NS      | $946718.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                                 | SITC International Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |    113000 | NS      | $404358.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                       | Windstream Services LLC / Windstream Escrow Finance Corp              | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47230.96     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                           | National Fuel Gas Co                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4800 | NS      | $384288.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | JPY CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -143000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                       | Simon Property Group Inc                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     49830 | NS      | $9224031.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                               | MercadoLibre Inc                                                      | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       109 | NS      | $219554.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                    | Aena SME SA                                                           | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     12909 | NS      | $360688.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                         | Otsuka Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $118774.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                   | DoorDash Inc                                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1126 | NS      | $255016.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                                  | Clarivate PLC                                                         | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |    105200 | NS      | $351368.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Segro PLC                                                      | Segro PLC                                                             | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     47057 | NS      | $455894.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                         | DBS Group Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     29440 | NS      | $1289609.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                      | Nestle SA                                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     31235 | NS      | $3100358.65   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                  | Citigroup Inc                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     11100 | NS      | $1295259.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | PLN/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6315.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                          | Scotts Miracle-Gro Co/The                                             | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164226.06    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                 | BPER Banca SPA                                                        | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      7644 | NS      | $103289.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                        | Vale SA                                                               | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     31799 | NS      | $414340.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    455000 | PA      | $359851.55    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                          | Maxim Crane Works Holdings Capital LLC                                | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106389.38    | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                     | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52374.48     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                     | Ciena Corp                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      3200 | NS      | $748384.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                       | Lloyds Banking Group PLC                                              | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    696625 | NS      | $921435.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4373.95      | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                                 | MS&AD Insurance Group Holdings Inc                                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     36000 | NS      | $845172.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | ZAR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2294.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                      | Argenx SE                                                             | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1018 | NS      | $856087.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                      | Sunoco LP                                                             | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71942.13     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                      | Ball Corp                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2600 | NS      | $137722.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                                         | Asurion LLC and Asurion Co-Issuer Inc                                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51910.05     | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                               | Daito Trust Construction Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     33900 | NS      | $645522.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                        | E.ON SE                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     89030 | NS      | $1685776.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                           | Williams Cos Inc/The                                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3400 | NS      | $204374.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                                      | Alstom SA                                                             | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     33416 | NS      | $985836.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                            | Intesa Sanpaolo SpA                                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    117499 | NS      | $811930.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                    | Phillips 66                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2200 | NS      | $283888.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                             | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34135.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                 | ServiceNow Inc                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7640 | NS      | $1170371.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                        | TIS Inc                                                               | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      7800 | NS      | $262045.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70359.46     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1763388 | PA      | $952091.92    | 0.04%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6190154 | PA      | $6133814.12   | 0.27%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63000000 | PA      | $62626844.07  | 2.75%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                | CVS Health Corp                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     11600 | NS      | $920576.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                         | SGS SA                                                                | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |      1040 | NS      | $118922.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 3 DAC                                               | CUSIP: 000000000<br>LEI: 635400HMDMBJ8UOYII08 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2933875.05   | 0.13%             | 2034-07-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                | Baker Hughes Co                                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21156 | NS      | $963444.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | FWD TREASURY BOND                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   5615000 | NC      | $-49800.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                             | Howard Hughes Corp/The                                                | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552371.56    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kyocera Corp                                                   | Kyocera Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37200 | NS      | $521496.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares 0-3 Month Treasury Bond ETF                            | iShares 0-3 Month Treasury Bond ETF                                   | CUSIP: 46436E718<br>LEI: 549300L2T50TTT4U6186 | Long             | EC               | RF                | US        |    598146 | NS      | $60041895.48  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                         | Agnico Eagle Mines Ltd                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      2375 | NS      | $402633.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                                       | SMC Corp                                                              | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      1100 | NS      | $380600.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                   | Xylem Inc/NY                                                          | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1500 | NS      | $204270.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19336.31     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                                          | General Dynamics Corp                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2700 | NS      | $908982.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                  | Coherent Corp                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       700 | NS      | $129199.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                            | EssilorLuxottica SA                                                   | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      6385 | NS      | $2018923.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   1940000 | OU      | $1.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                   | Huntington Bancshares Inc/OH                                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      5000 | NS      | $86750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                           | SL Green Realty Corp                                                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     60197 | NS      | $2761236.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| AB Global Bond Fund Inc                                        | AB Global Bond Fund Inc                                               | CUSIP: 01853W709<br>LEI: U218ZJTWJ6O77RCA8603 | Long             | EC               | RF                | US        |   8502453 | NS      | $59177073.26  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development                                  | Sumitomo Realty & Development Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      1800 | NS      | $45190.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                      | Host Hotels & Resorts Inc                                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     26800 | NS      | $475164.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Gr                                 | Tencent Music Entertainment Group                                     | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | CN        |     18396 | NS      | $322481.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                                 | Mid-America Apartment Communities Inc                                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      8751 | NS      | $1215601.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $42091.20     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54461.71     | 0.00%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                              | Lithia Motors Inc                                                     | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169180.21    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | EUR CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    545000 | NC      | $234.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                    | South32 Ltd                                                           | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     39984 | NS      | $94646.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                                   | Stryker Corp                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1952 | NS      | $686069.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                           | Lockheed Martin Corp                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       700 | NS      | $338569.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                               | Wartsila OYJ Abp                                                      | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     23676 | NS      | $838239.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                       | Daimler Truck Holding AG                                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      4322 | NS      | $187196.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                  | Koninklijke Ahold Delhaize NV                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     26128 | NS      | $1071428.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                | Mitsubishi Corp                                                       | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     87900 | NS      | $2010509.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                          | Julius Baer Group Ltd                                                 | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      1170 | NS      | $91413.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48856.22     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp                                             | Realty Income Corp                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     57660 | NS      | $3250294.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3043.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                 | PulteGroup Inc                                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $375232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                      | Epiroc AB                                                             | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      4994 | NS      | $100472.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                            | Nomura Holdings Inc                                                   | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     68900 | NS      | $573969.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                    | National Australia Bank Ltd                                           | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     20578 | NS      | $578586.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $332000.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp                                                       | KLA Corp                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       370 | NS      | $449579.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                      | Woodside Energy Group Ltd                                             | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     22874 | NS      | $356665.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                  | Nomura Research Institute Ltd                                         | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      5500 | NS      | $209300.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                     | Ferrari NV                                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       375 | NS      | $139355.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                                               | PDD Holdings Inc                                                      | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | IE        |      2315 | NS      | $262497.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/HUF FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2116.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                   | Canadian National Railway Co                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      4060 | NS      | $401548.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Hedged Equity Fund                                    | JPMorgan Hedged Equity Fund                                           | CUSIP: 46637K281<br>LEI: 549300S6PTD170LF2O94 | Long             | EC               | RF                | US        |    691396 | NS      | $24447773.27  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                            | Cardinal Health Inc                                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3800 | NS      | $780900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                   | Newmont Corp                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4900 | NS      | $489265.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                                | Mitsui & Co Ltd                                                       | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     34500 | NS      | $1024558.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                          | Spotify Technology SA                                                 | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      2357 | NS      | $1368733.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                              | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24171.52     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6874443 | PA      | $6791197.79   | 0.30%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                        | M&G PLC                                                               | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     35984 | NS      | $138531.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                               | CVC Cordatus Loan Fund XV DAC                                         | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |   1075849 | PA      | $1264251.69   | 0.06%             | 2032-08-26      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US LONG BOND(CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        92 | NC      | $-95096.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    970000 | OU      | $0.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                        | CRH PLC                                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      8821 | NS      | $1096110.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                              | Devon Energy Corp                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      6200 | NS      | $227106.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195551.49    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vanguard Total Bond Market ETF                                 | Vanguard Total Bond Market ETF                                        | CUSIP: 921937835<br>LEI: N/A                  | Long             | EC               | RF                | US        |    148410 | NS      | $10992728.70  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Holcim AG                                                      | Holcim AG                                                             | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      5683 | NS      | $553241.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149734.93    | 0.01%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                            | Griffon Corp                                                          | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200349.63    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                              | Ivanhoe Mines Ltd                                                     | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     20110 | NS      | $228710.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                        | Naturgy Energy Group SA                                               | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     26850 | NS      | $817538.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                              | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285925.57    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | CZK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10602.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                             | Tokyo Electron Ltd                                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1600 | NS      | $356363.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                                 | Philip Morris International Inc                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2000 | NS      | $320800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                             | Conagra Brands Inc                                                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     34600 | NS      | $598926.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                      | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $165739.55    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                                               | Duke Energy Corp                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       700 | NS      | $82047.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                        | Sherwin-Williams Co/The                                               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1300 | NS      | $421239.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                           | LXP Industrial Trust                                                  | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     74678 | NS      | $3702535.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                         | IDEXX Laboratories Inc                                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       900 | NS      | $608877.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                                   | Sartorius AG                                                          | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |      2501 | NS      | $720199.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                  | Clue Opco LLC                                                         | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $494183.85    | 0.02%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -185000 | NC      | $-405.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                    | Equinor ASA                                                           | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      8041 | NS      | $189621.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO TRENDS Managed Futures Strategy Fund                     | PIMCO TRENDS Managed Futures Strategy Fund                            | CUSIP: 72201U455<br>LEI: 549300S81G7J3BKSIV79 | Long             | EC               | RF                | US        |   1148470 | NS      | $12277142.73  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                    | Moncler SpA                                                           | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      9217 | NS      | $589152.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                                                  | Celanese Corp                                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      2000 | NS      | $84560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                                                 | MakeMyTrip Ltd                                                        | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |      1571 | NS      | $129010.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Brunswick Corp/DE                                              | Brunswick Corp/DE                                                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2400 | NS      | $178176.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                      | Ball Corp                                                             | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154353.18    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veris Residential Inc                                          | Veris Residential Inc                                                 | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |    203790 | NS      | $3032395.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24013804 | PA      | $23594500.31  | 1.03%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                    | LUKOIL PJSC                                                           | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      7425 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | MXN CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -570000 | NC      | $-7304.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                         | MatsukiyoCocokara & Co                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24900 | NS      | $431108.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp                                                    | Kajima Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13300 | NS      | $495923.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                        | Siemens Healthineers AG                                               | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      1283 | NS      | $67251.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                            | Global Payments Inc                                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3900 | NS      | $301860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                        | ABB Ltd                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     35247 | NS      | $2598322.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                   | Fortinet Inc                                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2300 | NS      | $182643.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                      | Fresenius Medical Care AG                                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     12926 | NS      | $617417.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5240014 | PA      | $3899716.67   | 0.17%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                         | Penn Entertainment Inc                                                | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149791.68    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                           | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5997696.66   | 0.26%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    496000 | NC      | $142.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                     | Magnum Ice Cream Co NV/The                                            | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      2706 | NS      | $43300.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                       | Estee Lauder Cos Inc/The                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1700 | NS      | $178024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                  | Martin Marietta Materials Inc                                         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       300 | NS      | $186798.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AQR Diversified Arbitrage Fund                                 | AQR Diversified Arbitrage Fund                                        | CUSIP: 00203H602<br>LEI: 9SU636C3FFO5J0KHWM63 | Long             | EC               | RF                | US        |   2101967 | NS      | $26947214.20  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                             | Union Pacific Corp                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       900 | NS      | $208188.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                 | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81871.98     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Munich Re                                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen             | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      2409 | NS      | $1585330.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS Group AG                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     50573 | NS      | $2335188.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                     | Daiwa Securities Group Inc                                            | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     12700 | NS      | $111300.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                     | Asics Corp                                                            | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     32800 | NS      | $787412.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | JPY CALL VERSUS USD PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    143000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                                     | Phinia Inc                                                            | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62153.16     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                    | Murata Manufacturing Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     32400 | NS      | $669641.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                     | Scout24 SE                                                            | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      2458 | NS      | $246881.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15443865 | PA      | $15361819.47  | 0.67%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                           | Bank of America Corp                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     20400 | NS      | $1122000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                            | Vulcan Materials Co                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2560 | NS      | $730163.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsui OSK Lines Ltd                                           | Mitsui OSK Lines Ltd                                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      9000 | NS      | $270579.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                                 | National Storage Affiliates Trust                                     | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |    100835 | NS      | $2844555.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Unilever PLC                                                   | Unilever PLC                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     12026 | NS      | $786857.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                  | Stellantis NV                                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     22937 | NS      | $251176.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | CZK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-611.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                        | GSK PLC                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     47930 | NS      | $1175110.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                        | Recruit Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     13400 | NS      | $752967.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                            | MINEBEA MITSUMI Inc                                                   | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     31600 | NS      | $635841.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                       | Enel SpA                                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    290773 | NS      | $3023264.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                     | BOC Hong Kong Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    116000 | NS      | $588699.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                            | Amadeus IT Group SA                                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      2827 | NS      | $209229.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                    | Bouygues SA                                                           | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      9985 | NS      | $519073.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                       | Fox Corp                                                              | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1100 | NS      | $71423.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                          | Applied Materials Inc                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1100 | NS      | $282689.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                   | ING Groep NV                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    110350 | NS      | $3101743.61   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        76 | NC      | $-24512.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                                       | Nova Ltd                                                              | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       442 | NS      | $147757.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                 | Bank of New York Mellon Corp/The                                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      9300 | NS      | $1079637.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                                    | Shimano Inc                                                           | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      1400 | NS      | $146399.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                          | JD Sports Fashion PLC                                                 | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    388678 | NS      | $440561.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       950 | NS      | $1016367.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                          | Kennedy Lewis CLO 2 Ltd                                               | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752797.50    | 0.03%             | 2037-10-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                                          | iShares MSCI EAFE ETF                                                 | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |     66441 | NS      | $6380329.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresenius SE & Co KGaA                                         | Fresenius SE & Co KGaA                                                | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     10766 | NS      | $616803.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                | Nippon Yusen KK                                                       | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     15200 | NS      | $492352.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                               | Tokyo Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      5500 | NS      | $218044.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                         | FUJIFILM Holdings Corp                                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      5000 | NS      | $106092.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224872.37    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Zebra Technologies Corp                                        | Zebra Technologies Corp                                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1100 | NS      | $267102.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                       | Dana Inc                                                              | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74948.63     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                     | Vertex Pharmaceuticals Inc                                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       771 | NS      | $349540.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                                      | ORIX Corp                                                             | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     30000 | NS      | $877418.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                              | EOG Resources Inc                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      6600 | NS      | $693066.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                     | LPL Financial Holdings Inc                                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       200 | NS      | $71434.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                 | Lowe's Cos Inc                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9163 | NS      | $2209749.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                   | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14917.27     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS MXN PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    570000 | NC      | $258.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8036484.38   | 0.35%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                     | Mondelez International Inc                                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7370 | NS      | $396727.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                            | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    114490 | PA      | $129214.82    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                        | Bristol-Myers Squibb Co                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9900 | NS      | $534006.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                        | Aon PLC                                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       200 | NS      | $70576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                              | General Mills Inc                                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     10700 | NS      | $497550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                            | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    375000 | PA      | $393071.47    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                        | Five Point Operating Co LP                                            | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67987.81     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                           | Sonic Healthcare Ltd                                                  | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     42578 | NS      | $641096.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                  | Rio Tinto Ltd                                                         | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      4272 | NS      | $416757.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | NASDAQ 100 E-MINI                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        19 | NC      | $45713.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.45.V1                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -2000000 | OU      | $-103.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc                                                         | XP Inc                                                                | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |     21131 | NS      | $345914.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                                      | Aegon Ltd                                                             | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     65080 | NS      | $506081.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                | Cairn Homes PLC                                                       | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    173166 | NS      | $421278.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                                  | Fidelity National Information Services Inc                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      9000 | NS      | $598140.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                          | NXP Semiconductors NV                                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      4172 | NS      | $905574.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                         | Yara International ASA                                                | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     16300 | NS      | $667028.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                            | Star Leasing Co LLC                                                   | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242174.56    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                                  | Lincoln Electric Holdings Inc                                         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1000 | NS      | $239640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                   | AutoZone Inc                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        30 | NS      | $101745.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                       | AT&T Inc                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     29200 | NS      | $725328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | THB/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-308.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                     | LANXESS AG                                                            | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |     11489 | NS      | $235425.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260000 | PA      | $1156443.75   | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                 | Eaton Corp PLC                                                        | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2816 | NS      | $896924.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                 | Commerzbank AG                                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      1710 | NS      | $72169.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                      | Hoya Corp                                                             | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      9700 | NS      | $1471195.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                      | Healthpeak Properties Inc                                             | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     35700 | NS      | $574056.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubu Electric Power Co Inc                                    | Chubu Electric Power Co Inc                                           | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      5300 | NS      | $81654.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                           | Evolution Mining Ltd                                                  | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     62447 | NS      | $522602.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26714.04     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                              | Expedia Group Inc                                                     | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $453296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/JPY FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15930.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                                 | Oversea-Chinese Banking Corp Ltd                                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     35300 | NS      | $542321.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                            | Quanta Services Inc                                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       500 | NS      | $211030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                                         | Singapore Exchange Ltd                                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     38800 | NS      | $510760.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties I                                 | Ryman Hospitality Properties Inc                                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     15007 | NS      | $1419962.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8862432 | PA      | $8100124.78   | 0.36%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                       | Huatai Securities Co Ltd                                              | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |    102400 | NS      | $346431.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                   | Prysmian SpA                                                          | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      3878 | NS      | $386859.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                      | Safran SA                                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      8342 | NS      | $2905661.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                                 | PNC Financial Services Group Inc/The                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      4300 | NS      | $897539.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                             | AerCap Holdings NV                                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      4400 | NS      | $632544.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CZK/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-182.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                  | National Health Investors Inc                                         | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     39812 | NS      | $3040442.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aumovio SE                                                     | Aumovio SE                                                            | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |      3717 | NS      | $186638.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                     | Cadence Design Systems Inc                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1900 | NS      | $593902.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                     | Sandvik AB                                                            | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     34048 | NS      | $1099787.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                      | Kawasaki Kisen Kaisha Ltd                                             | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     19600 | NS      | $272836.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                       | Visa Inc                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4400 | NS      | $1543124.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                    | PepsiCo Inc                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2200 | NS      | $315744.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                       | Vinci SA                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     11552 | NS      | $1625171.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $108218.87    | 0.00%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                   | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $41436.61     | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/ZAR FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2749.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                               | ASR Nederland NV                                                      | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     14940 | NS      | $1062992.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc    | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145731.13    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                         | DIAMOND SPORTS NET LLC                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     23955 | PA      | $8315.77      | 0.00%             | 2028-01-03      | Fixed         | 10.32%                | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                            | Erste Group Bank AG                                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1828 | NS      | $219194.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9543595 | PA      | $9715827.07   | 0.43%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                        | Sekisui Chemical Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     14200 | NS      | $238805.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                               | Wells Fargo & Co                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     30808 | NS      | $2871305.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                                   | Exelixis Inc                                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2700 | NS      | $118341.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                                       | Vanguard Real Estate ETF                                              | CUSIP: 922908553<br>LEI: N/A                  | Long             | EC               | RF                | US        |    192065 | NS      | $16995831.85  | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Marriott International Inc/MD                                  | Marriott International Inc/MD                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       870 | NS      | $269908.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/TWD FORWARD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $574.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                     | NIDEC CORP                                                            | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      4000 | NS      | $54312.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                           | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306487.62    | 0.01%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                              | Compass Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     40127 | NS      | $1271426.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                       | TDK Corp                                                              | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     12900 | NS      | $182506.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34289.78     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                           | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275521.24    | 0.01%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                             | Hikari Tsushin Inc                                                    | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       100 | NS      | $28019.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                             | Meta Platforms Inc                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     10826 | NS      | $7146134.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                       | Suburban Propane Partners LP/Suburban Energy Finance Corp             | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175000.00    | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                    | CDW Corp/DE                                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       500 | NS      | $68100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2550000 | OU      | $-9085.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                       | United Therapeutics Corp                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       200 | NS      | $97450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                   | CaixaBank SA                                                          | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    166963 | NS      | $2041310.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                         | Cie de Saint-Gobain SA                                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      9482 | NS      | $964242.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                              | Shionogi & Co Ltd                                                     | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     15400 | NS      | $278737.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                            | American Tower Corp                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1300 | NS      | $228241.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                 | S&P Global Inc                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2000 | NS      | $1045180.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                        | Charles Schwab Corp/The                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     10800 | NS      | $1079028.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                    | Swedish Orphan Biovitrum AB                                           | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      3144 | NS      | $112829.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405472.46    | 0.02%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                    | Datadog Inc                                                           | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1100 | NS      | $149589.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | SWOP CDS CDX.NA.HY.45.V1                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |    290000 | OU      | $40.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                    | FinecoBank Banca Fineco SpA                                           | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     10768 | NS      | $278994.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | TENNECO INC                                                           | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     97985 | PA      | $95976.19     | 0.00%             | 2028-11-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                     | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31796.31     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ARES CLO Ltd                                                   | Ares Loan Funding IX Ltd                                              | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499721.60   | 0.07%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1830000 | PA      | $1528621.88   | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SingTel                                                        | Singapore Telecommunications Ltd                                      | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     30000 | NS      | $106139.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                      | CK Hutchison Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     80500 | NS      | $547276.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                            | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9731.07      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                     | Fiserv Inc                                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4200 | NS      | $282114.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                                 | Perrigo Co PLC                                                        | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      8300 | NS      | $115536.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS CZK PUT                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -123000 | NC      | $-45.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                   | Tapestry Inc                                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1100 | NS      | $140547.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                       | Sally Holdings LLC / Sally Capital Inc                                | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78357.91     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Welltower Inc                                                  | Welltower Inc                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     98819 | NS      | $18341794.59  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio                                 | ACS Actividades de Construccion y Servicios SA                        | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      5643 | NS      | $560154.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                           | Colgate-Palmolive Co                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      8100 | NS      | $640062.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                             | Vertiv Holdings Co                                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2000 | NS      | $324020.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                         | RWE AG                                                                | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     11450 | NS      | $606699.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                           | Commercial Metals Co                                                  | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25568.25     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                            | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369302.00    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                        | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9007227 | PA      | $8872118.94   | 0.39%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/KRW FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1076.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                | AstraZeneca PLC                                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     23202 | NS      | $4293746.99   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                             | ENEOS Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     82200 | NS      | $581573.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                       | Solstice Advanced Materials Inc                                       | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60569.81     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                  | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4079.26      | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                   | SK hynix Inc                                                          | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       941 | NS      | $426158.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                       | Transocean International Ltd                                          | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $55222.75     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                        | Allied Universal Holdco LLC                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158157.61    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                              | Siemens Energy AG                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     15729 | NS      | $2206599.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Calamos Market Neutral Income Fund                             | Calamos Market Neutral Income Fund                                    | CUSIP: 128120342<br>LEI: 549300V8T4Z368WZGT46 | Long             | EC               | RF                | US        |   2185228 | NS      | $34329925.20  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                  | Fortescue Ltd                                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     45836 | NS      | $670236.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer