# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-25-207641
**Filing Date:** 2025-8
**Character Count:** 1297828
**Document Hash:** c919f041a0faf7bb1c958dd219b69510
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207641.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207641

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**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:** 251261732

**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 PGIM AGGRESSIVE MULTI-ASSET PORTFOLIO (Series ID: S000006796)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000018404 | AST PGIM AGGRESSIVE MULTI-ASSET 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 PGIM Aggressive Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000006796

- **c. LEI of Series:** K27HID1DPWFC3M3VU702

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13828117875.22

**Total Liabilities:** $205290862.94

**Net Assets:** $13622827012.28

**Cash Not Reported:** $23148955.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018404 | 0.25%                | 4.36%                | 3.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-36987714.56            | $48839521.79                               |
| Month 2  | $50194627.38             | $438846737.46                              |
| Month 3  | $101840099.62            | $320322232.35                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      210000 | PA      | $219271.48     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3480487.52    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                         | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      168600 | NS      | $2894960.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      940000 | PA      | $911903.40     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp                              | Waystar Holding Corp                                                            | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9208 | NS      | $376330.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       40800 | NS      | $4029000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp                                     | LG Uplus Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2520 | NS      | $26679.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Divi's Laboratories Ltd                           | Divi's Laboratories Ltd                                                         | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |        1025 | NS      | $81434.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $411107.65     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                       | Sun Hung Kai Properties Ltd                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       28004 | NS      | $322691.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                         | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      142975 | NS      | $1036098.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        5705 | NS      | $222209.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                | IPG Photonics Corp                                                              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |         678 | NS      | $46544.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                         | Brookfield Renewable Corp                                                       | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | US        |        3327 | NS      | $109059.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                        | Astra International Tbk PT                                                      | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    17068200 | NS      | $4733262.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      143756 | NS      | $32559296.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1706863.51    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                           | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       57801 | NS      | $10704745.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                     | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |         830 | NS      | $227146.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1475000 | PA      | $594657.14     | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $46854.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-20779.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        2029 | NS      | $382365.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                         | Qorvo Inc                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        2305 | NS      | $195717.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67037.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                         | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     3000000 | PA      | $457498.58     | 0.00%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Moncler SpA                                       | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       68009 | NS      | $3879336.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUO Corp                                          | AUO Corp                                                                        | CUSIP: 000000000<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |     1280000 | NS      | $541016.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Gold Inc                                    | Royal Gold Inc                                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        1544 | NS      | $274584.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        6461 | NS      | $762462.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-214898.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                         | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       53428 | NS      | $12471693.95   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas Euro CLO                                 | Trinitas Euro CLO VI DAC                                                        | CUSIP: 000000000<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11795580.20   | 0.09%             | 2037-04-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                     | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        1289 | NS      | $233502.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $128803.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                     | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        3360 | NS      | $355197.22     | 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      | $-261207.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                             | Swiss Life Holding AG                                                           | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        1007 | NS      | $1019450.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc                                     | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        3427 | NS      | $3595779.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroreconcavo S/A                                | Petroreconcavo S/A                                                              | CUSIP: 000000000<br>LEI: 2549002HI638C802VA74 | Long             | EC               | CORP              | BR        |        6500 | NS      | $17120.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                               | Kuaishou Technology                                                             | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | CN        |       76300 | NS      | $619372.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1268972.47    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                               | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      187121 | NS      | $13906832.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1138046.82    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                 | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        7930 | NS      | $288282.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $429.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Priority Technology Holdings I                    | Priority Technology Holdings Inc                                                | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |       13000 | NS      | $101140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                         | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       11600 | NS      | $644745.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                           | Illinois Tool Works Inc                                                         | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2161444.01    | 0.02%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4770000 | PA      | $4864234.92    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      213623 | NS      | $3936140.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-37328.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      274950 | NS      | $2382389.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      628000 | PA      | $627591.80     | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       90705 | NS      | $26279052.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp                        | Invincible Investment Corp                                                      | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |         716 | NS      | $308330.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                               | Travel + Leisure Co                                                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |        1208 | NS      | $62344.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      129083 | NS      | $10987544.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                            | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        3680 | NS      | $274233.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                            | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      231100 | NS      | $2706002.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corp/Republic of Korea                      | Orion Corp/Republic of Korea                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         186 | NS      | $14966.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                       | Infosys Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       70921 | NS      | $1324994.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $5048517.01    | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                    | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        9920 | NS      | $1301305.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $924852.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Catena AB                                         | Catena AB                                                                       | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |        6816 | NS      | $347957.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                      | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        1992 | NS      | $287087.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MALTA GOVERNMENT                                  | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     1000000 | PA      | $893592.87     | 0.01%             | 2037-05-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          75 | NC      | $13043427.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCom Corp                                       | BayCom Corp                                                                     | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       13100 | NS      | $363001.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     8180000 | OU      | $3.48          | 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        |       22300 | NS      | $766290.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      490000 | PA      | $494491.99     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Mineralys Therapeutics Inc                        | Mineralys Therapeutics Inc                                                      | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20700 | NS      | $280071.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                            | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       45700 | NS      | $1220823.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1525000 | NC      | $-6800.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -769000 | NC      | $-5522.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SkyWest Inc                                       | SkyWest Inc                                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |        4400 | NS      | $453068.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                         | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       44431 | NS      | $3342699.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        7828 | NS      | $5736201.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                         | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13435 | NS      | $570987.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                               | Landstar System Inc                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |         751 | NS      | $104404.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                   | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       85648 | NS      | $3801058.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1107090.82    | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      115980 | NS      | $10453277.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                    | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |        6925 | NS      | $604398.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    -7060000 | OU      | $-22200.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                             | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38275 | NS      | $3865009.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-118454.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                           | Sembcorp Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      287600 | NS      | $1549327.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America I                    | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        1603 | NS      | $317971.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |        6901 | NS      | $58106.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      194955 | NS      | $61929405.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                            | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |      237500 | NS      | $1302629.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1326000 | NC      | $4.92          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympic Steel Inc                                 | Olympic Steel Inc                                                               | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |        8700 | NS      | $283533.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $39213.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      761000 | PA      | $832986.13     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    25000000 | PA      | $603320.10     | 0.00%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       72799 | NS      | $6532982.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $80579.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        4963 | NS      | $278126.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |    26560000 | OU      | $24635.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      116942 | NS      | $56806915.34   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| TIS Inc                                           | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       46700 | NS      | $1564901.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                        | Riyad Bank                                                                      | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |       21349 | NS      | $163545.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                        | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        9661 | NS      | $1646524.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       26493 | NS      | $21229816.78   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       42806 | NS      | $1396759.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                    | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |       40700 | NS      | $7905161.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Aker BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       17594 | NS      | $449604.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                               | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        2330 | NS      | $294721.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1777.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1055049.73    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                           | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     2400000 | PA      | $1797425.08    | 0.01%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $893846.13     | 0.01%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $151643.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                         | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       81341 | NS      | $2006208.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino Inc                                         | nCino Inc                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |        1414 | NS      | $39549.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                       | Marqeta Inc                                                                     | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |      172600 | NS      | $1006258.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $746166.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                    | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       12300 | NS      | $266541.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          62 | NC      | $387.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1425000 | PA      | $1474048.64    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1525000 | NC      | $-822.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $399043.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                          | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |        2298 | NS      | $704337.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sompo Holdings Inc                                | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       19900 | NS      | $599682.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                           | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1016405.94    | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | Bayview Opportunity Master Fund VII Trust 2024-SN1                              | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $502780.35     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      270000 | PA      | $235355.55     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Motor Products Inc                       | Standard Motor Products Inc                                                     | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       16800 | NS      | $516096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        2699 | NS      | $201507.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                          | Nova Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |        6100 | NS      | $1729250.39    | 0.01%             |  |  |  | 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        |     1025000 | PA      | $998114.25     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Eva Airways Corp                                  | Eva Airways Corp                                                                | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |       35000 | NS      | $47772.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Inc                                           | QXO Inc                                                                         | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11830 | NS      | $254818.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimco                                             | AIMCO CLO 18 Ltd                                                                | CUSIP: 00889EBA2<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |    15650000 | PA      | $15700845.29   | 0.12%             | 2037-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                        | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |         220 | NS      | $10777.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Gr                    | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | CN        |       42017 | NS      | $818911.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-78448.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $2012955.75    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                       | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        6725 | NS      | $3743336.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                      | Protagonist Therapeutics Inc                                                    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5600 | NS      | $309512.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       80295 | NS      | $11898113.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $91936.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peapack-Gladstone Financial Co                    | Peapack-Gladstone Financial Corp                                                | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       44300 | NS      | $1251475.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       72698 | NS      | $12213264.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      493640 | PA      | $494380.49     | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2587574.70    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                               | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        8662 | NS      | $4231820.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                 | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       26475 | NS      | $3848292.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      645000 | PA      | $630003.64     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Shurgard Self Storage Ltd                         | Shurgard Self Storage Ltd                                                       | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |        5687 | NS      | $248445.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                      | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     3728360 | NS      | $3593364.01    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sika AG                                           | Sika AG                                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |        5197 | NS      | $1414020.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      671393 | PA      | $922709.74     | 0.01%             | 2031-08-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $107445.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $297789.03     | 0.00%             | 2031-05-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                             | Anglogold Ashanti Plc                                                           | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        8880 | NS      | $404661.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $58823.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-566034.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                 | GXO Logistics Inc                                                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |        2778 | NS      | $135288.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                         | Vanda Pharmaceuticals Inc                                                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       88400 | NS      | $417248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10704.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                    | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       60629 | NS      | $6290865.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                      | SiteOne Landscape Supply Inc                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |         696 | NS      | $84174.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                              | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2063 | NS      | $302023.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Malaysia Bhd                              | Telekom Malaysia Bhd                                                            | CUSIP: 000000000<br>LEI: 254900SNFPTSDGGVEK77 | Long             | EC               | CORP              | MY        |       37000 | NS      | $57596.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      810000 | PA      | $785295.00     | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       27540 | NS      | $1326866.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      233438 | NS      | $16312647.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       20127 | NS      | $2697592.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TFS Financial Corp                                | TFS Financial Corp                                                              | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1354 | NS      | $17534.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                                 | Loar Holdings Inc                                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31796 | NS      | $2739861.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                  | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2759 | NS      | $30680.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3274 | NS      | $342133.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      700000 | PA      | $664499.74     | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                            | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       20252 | NS      | $476327.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e                     | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |        5950 | NS      | $373987.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                       | Alrosa PJSC                                                                     | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |      575990 | NS      | $0.74          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       61615 | NS      | $5645782.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-10466.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                  | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      148954 | NS      | $2861119.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                          | Heimstaden Bostad Treasury BV                                                   | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $917236.68     | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                      | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        4200 | NS      | $1035342.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                     | Confluent Inc                                                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |        6156 | NS      | $153469.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | Cooper Cos Inc/The                                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        4600 | NS      | $327336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        3606 | NS      | $555720.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        2789 | NS      | $174786.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Grand Canyon Education Inc                        | Grand Canyon Education Inc                                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        7078 | NS      | $1337742.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-382695.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties In                    | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        4421 | NS      | $272643.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                          | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       35744 | NS      | $6104860.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                       | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       46800 | NS      | $1220624.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                           | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        3301 | NS      | $125239.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        8661 | NS      | $446907.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -4300000 | NC      | $-41346.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IFF                                               | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        5866 | NS      | $431444.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2164.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                      | China Construction Bank Corp                                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     1145000 | NS      | $1158678.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXI Ltd                                                    | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10298944 | PA      | $10319558.66   | 0.08%             | 2032-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bunge Global SA                                   | Bunge Global SA                                                                 | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |        3062 | NS      | $245817.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                 | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       91725 | NS      | $651975.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Co Ltd                      | China Everbright Bank Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |     1568000 | NS      | $783533.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      380000 | PA      | $391981.12     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                            | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      269451 | NS      | $4459022.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1442 | NC      | $2806619.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | Piper Sandler Cos                                                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |        6500 | NS      | $1806610.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1408905.65    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                             | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        1217 | NS      | $127590.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      947366 | NS      | $207842626.74  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1335000 | NC      | $-0.08         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                    | AptarGroup Inc                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        1531 | NS      | $239494.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $528369.47     | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                    | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       27258 | NS      | $1528083.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu Hengrui Pharmaceutical                    | Jiangsu Hengrui Pharmaceuticals Co Ltd                                          | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |        5900 | NS      | $42783.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Ltd                                    | Transocean Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |       79900 | NS      | $206941.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1517000 | NC      | $-753.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Co Ltd                               | Zhejiang NHU Co Ltd                                                             | CUSIP: 000000000<br>LEI: 655600NJSJADB39G3P54 | Long             | EC               | CORP              | CN        |       11400 | NS      | $33881.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                       | Vaxcyte Inc                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        6999 | NS      | $227537.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                       | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       53536 | NS      | $5631987.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-294288.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                          | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1000000 | PA      | $1208400.01    | 0.01%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                       | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       14174 | NS      | $3300841.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                        | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |        5221 | NS      | $155011.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                     | Ambarella Inc                                                                   | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |        1400 | NS      | $92491.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                      | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      178881 | NS      | $2762601.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4700000 | PA      | $5543285.46    | 0.04%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                          | GMK Norilskiy Nickel PAO                                                        | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |      815600 | NS      | $1.04          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Microchip Technology Inc                          | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       26471 | NS      | $1862764.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion Clo XXI Ltd                                                           | CUSIP: 07134WAA1<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4003935.20    | 0.03%             | 2034-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| RioCan REIT                                       | RioCan Real Estate Investment Trust                                             | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |        3667 | NS      | $47690.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APL Apollo Tubes Ltd                              | APL Apollo Tubes Ltd                                                            | CUSIP: 000000000<br>LEI: 335800ZU4GXSB7Q4IU95 | Long             | EC               | CORP              | IN        |        4482 | NS      | $90897.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                          | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |       24000 | NS      | $320811.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      238414 | NS      | $10788233.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                          | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       12550 | NS      | $2802917.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      720000 | PA      | $493398.47     | 0.00%             | 2033-02-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |         939 | NS      | $42236.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $87496.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      750000 | PA      | $758888.40     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55279.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT Inc                                | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       89200 | NS      | $2729520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                | Globus Medical Inc                                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        2641 | NS      | $155871.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO Brands Corp                                                                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      204000 | NS      | $730320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                   | SentinelOne Inc                                                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |        4271 | NS      | $78073.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                         | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      786562 | NS      | $4081177.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       44054 | NS      | $8336465.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesaieed Petrochemical Holding                    | Mesaieed Petrochemical Holding Co                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |     2096058 | NS      | $775150.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                 | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       43847 | NS      | $1289101.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        3680 | NS      | $768089.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       69509 | NS      | $93081587.17   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad NV                                       | Randstad NV                                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       10637 | NS      | $491652.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                        | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       54551 | NS      | $1252619.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -769000 | NC      | $-5522.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna                     | PGE Polska Grupa Energetyczna SA                                                | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |      230520 | NS      | $729742.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $98255.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        4400 | NS      | $2359896.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1001191.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                     | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      385976 | NS      | $3879920.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                    | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |        4372 | NS      | $1374906.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity National Information                     | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       52306 | NS      | $4258231.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28889.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        1455 | NS      | $2705861.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                         | Anhui Conch Cement Co Ltd                                                       | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |        6500 | NS      | $16558.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOENIX MEDIA                                     | Jiangsu Phoenix Publishing & Media Corp Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       20400 | NS      | $31845.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $845625.00     | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                       | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        7854 | NS      | $216691.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      293000 | PA      | $295956.99     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UiPath Inc                                        | UiPath Inc                                                                      | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |        8379 | NS      | $107251.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1317000 | NC      | $133.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1777336.67    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      600000 | PA      | $636126.00     | 0.00%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/Th                    | Descartes Systems Group Inc/The                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        1163 | NS      | $118213.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1777.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blend Labs Inc                                    | Blend Labs Inc                                                                  | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39000 | NS      | $128700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PZU                                               | Powszechny Zaklad Ubezpieczen SA                                                | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       35650 | NS      | $623415.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     5866084 | NS      | $6168296.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                             | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       14600 | NS      | $1296334.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | Eagle Bancorp Inc                                                               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |        4400 | NS      | $85712.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1335000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      720000 | PA      | $715394.25     | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $692392.75     | 0.01%             | 2029-08-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-221791.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Informatica Inc                                   | Informatica Inc                                                                 | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |        1628 | NS      | $39641.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      132346 | NS      | $20148355.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       17238 | NS      | $484732.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Financial Group Inc                         | Woori Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       10193 | NS      | $169603.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL NIPPON EXPRESSWY                          | Central Nippon Expressway Co Ltd                                                | CUSIP: 000000000<br>LEI: 3538005TH2GJERPBFN83 | Long             | DBT              | CORP              | JP        |     2200000 | PA      | $2180503.16    | 0.02%             | 2025-09-29      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   751000000 | OU      | $1.56          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                           | Ontario Electricity Financial Corp                                              | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |     3500000 | PA      | $2126858.82    | 0.02%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                        | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       24847 | NS      | $10083746.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITANO DE LISBOA                           | Metropolitano de Lisboa EPE                                                     | CUSIP: 000000000<br>LEI: 213800Q167XJFGRJJK66 | Long             | DBT              | NUSS              | PT        |     1000000 | PA      | $1206609.52    | 0.01%             | 2026-12-04      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                     | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        2670 | NS      | $648409.50     | 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        |        4617 | NS      | $373053.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novolipetsk Steel PJSC                            | Novolipetsk Steel PJSC                                                          | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |     2758930 | NS      | $3.53          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Concentrix Corp                                   | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       16372 | NS      | $865342.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America, National Association             | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49480.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                         | Suzano SA                                                                       | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |       92300 | NS      | $870828.44     | 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        |        8919 | NS      | $323135.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hallador Energy Co                                | Hallador Energy Co                                                              | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |       77200 | NS      | $1222076.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $67635.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      194717 | NS      | $8440981.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                | Kontoor Brands Inc                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       17667 | NS      | $1165491.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $238145.56     | 0.00%             | 2042-03-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Dorman Products Inc                               | Dorman Products Inc                                                             | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        5323 | NS      | $652972.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                          | Moog Inc                                                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |        1400 | NS      | $253358.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25740 | NS      | $2714540.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                    | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        3905 | NS      | $577979.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                             | GFL Environmental Inc                                                           | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |        2113 | NS      | $106621.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                       | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       49348 | NS      | $3772161.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Naziona                    | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      186870 | NS      | $1921204.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc                              | Urban Outfitters Inc                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       32300 | NS      | $2343042.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                 | Herc Holdings Inc                                                               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |        2863 | NS      | $377028.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                           | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $2033998.07    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                          | Granite Construction Inc                                                        | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |        6600 | NS      | $617166.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $114662.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45425.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      500000 | PA      | $553910.43     | 0.00%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| RH                                                | RH                                                                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |         295 | NS      | $55757.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                         | DoubleVerify Holdings Inc                                                       | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $8982.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1498565.40    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52422.55      | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Superconductor Corp                      | American Superconductor Corp                                                    | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |        9900 | NS      | $363231.00     | 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        |    -5728000 | NC      | $-99456.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                    | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       34852 | NS      | $10226273.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                            | Paylocity Holding Corp                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        6400 | NS      | $1159616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       23637 | NS      | $1760011.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vipshop Holdings Ltd                              | Vipshop Holdings Ltd                                                            | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |       40300 | NS      | $606515.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       24082 | NS      | $627095.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Insurance Co Ltd                               | DB Insurance Co Ltd                                                             | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |        5943 | NS      | $542314.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1777000 | NC      | $2.10          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2994827.33    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Haci Omer Sabanci Holding AS                      | Haci Omer Sabanci Holding AS                                                    | CUSIP: 000000000<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |      254880 | NS      | $574105.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H&R Block Inc                                     | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        2438 | NS      | $133821.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank Co Ltd                            | Industrial Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |        4500 | NS      | $14677.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rush Enterprises Inc                              | Rush Enterprises Inc                                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |        3588 | NS      | $184817.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                      | Entegris Inc                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        2295 | NS      | $185091.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                 | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       89400 | NS      | $1077827.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      165000 | PA      | $152834.87     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                          | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      152478 | NS      | $2041266.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        8989 | NS      | $1549793.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                          | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       10936 | NS      | $1853796.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                        | Casey's General Stores Inc                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         718 | NS      | $366373.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                           | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $972871.52     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                               | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1450 | NS      | $254431.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                         | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      110894 | NS      | $3070530.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       34115 | NS      | $18051952.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                    | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       58000 | NS      | $4299600.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      325000 | PA      | $298554.72     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                        | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        3279 | NS      | $266681.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                              | Roivant Sciences Ltd                                                            | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |        8911 | NS      | $100426.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                          | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       38235 | NS      | $7260444.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       54827 | NS      | $5430066.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                       | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        6152 | NS      | $278222.49     | 0.00%             |  |  |  | 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        |     1450000 | PA      | $1390093.66    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $44459.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                              | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        8422 | NS      | $599899.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                  | StoneX Group Inc                                                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |        6500 | NS      | $592410.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                    | Science Applications International Corp                                         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        1140 | NS      | $128375.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       28637 | NS      | $2134315.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                             | Vir Biotechnology Inc                                                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      107500 | NS      | $541800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-RPL1 Trust                                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1101104 | PA      | $1001158.98    | 0.01%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Rocket Lab Corp                                   | Rocket Lab Corp                                                                 | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19400 | NS      | $693938.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Warner Bros Discovery Inc                         | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       50459 | NS      | $578260.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                             | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       87401 | NS      | $3389580.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                         | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       14628 | NS      | $1406154.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $530424.15     | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      119805 | NS      | $9369949.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tikehau                                           | Tikehau CLO XIII DAC                                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-CBDO         | CORP              | IE        |    14500000 | PA      | $17099133.33   | 0.13%             | 2038-10-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                        | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       17034 | NS      | $2393503.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc                        | Meritz Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        5445 | NS      | $452961.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XXI DAC                                                  | CUSIP: 000000000<br>LEI: 549300830IXOSQG2RQ34 | Long             | ABS-CBDO         | CORP              | IE        |     2500000 | PA      | $2940158.49    | 0.02%             | 2034-09-22      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $19251.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellula                    | Millicom International Cellular SA                                              | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |         865 | NS      | $32411.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      483415 | NS      | $19500961.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-224597.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                          | Ambev SA                                                                        | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |       23700 | NS      | $57972.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                  | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       93436 | NS      | $2881972.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                  | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        1311 | NS      | $136678.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -16360000 | OU      | $-4481.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      820000 | PA      | $663627.55     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36249.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                              | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      480000 | PA      | $430183.76     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group I                    | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       86347 | NS      | $7390439.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                        | Acuity Inc                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4022 | NS      | $1199923.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1517000 | NC      | $-0.31         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $306915.61     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         781 | NS      | $625885.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       43687 | NS      | $43247508.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $242141.76     | 0.00%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                               | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        6509 | NS      | $5389061.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                      | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       20000 | NS      | $220679.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4999.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        3203 | NS      | $2413140.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE2                                               | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81406 | PA      | $81737.76      | 0.00%             | 2054-03-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                              | LXP Industrial Trust                                                            | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |        9462 | NS      | $78156.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6657.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                              | Province of Nova Scotia Canada                                                  | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $288835.84     | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                     | Annaly Capital Management Inc                                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       13602 | NS      | $255989.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                          | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        4211 | NS      | $916945.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                             | Euronet Worldwide Inc                                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       16682 | NS      | $1691221.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | Wendy's Co/The                                                                  | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |         975 | NS      | $11134.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellite Chemical Co Ltd                         | Satellite Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 300300EB6R0AX600R053 | Long             | EC               | CORP              | CN        |       15700 | NS      | $38049.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      116750 | NS      | $6845052.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2700000 | PA      | $3102957.07    | 0.02%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       98583 | NS      | $2208259.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS                                         | Petroleo Brasileiro SA - Petrobras                                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |      130800 | NS      | $755221.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNBM                                              | China National Building Material Co Ltd                                         | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |      216000 | NS      | $103386.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                               | Iceland Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     3908000 | PA      | $4310731.10    | 0.03%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co L                    | Korea Investment Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       44530 | NS      | $4595204.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        5173 | NS      | $588428.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                 | Andersons Inc/The                                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |        2400 | NS      | $88200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Invest                    | Japan Metropolitan Fund Invest                                                  | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               | CORP              | JP        |         170 | NS      | $120490.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                   | Masterbrand Inc                                                                 | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       18500 | NS      | $202205.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1150000 | PA      | $1114925.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                     | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        3720 | NS      | $603756.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834VM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      975000 | PA      | $284624.02     | 0.00%             | 2050-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                            | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       10030 | NS      | $545442.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                         | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      285916 | NS      | $11104977.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1174898.58    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                       | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $94758.54      | 0.00%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $706178.05     | 0.01%             | 2029-06-16      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Core & Main Inc                                   | Core & Main Inc                                                                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44386 | NS      | $2678695.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                     | Northwestern Energy Group Inc                                                   | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |        1500 | NS      | $76950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                          | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        1359 | NS      | $174685.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                         | Esab Corp                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |        1325 | NS      | $159728.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd                          | China Hongqiao Group Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |      329500 | NS      | $758707.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                  | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |       24100 | NS      | $528997.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-945090.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                | CNA Financial Corp                                                              | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |        1009 | NS      | $46948.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   751000000 | OU      | $520.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                            | Boston Beer Co Inc/The                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        3713 | NS      | $708477.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China CITIC Bank Corp Ltd                         | China CITIC Bank Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |      667000 | NS      | $635905.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                           | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      135619 | NS      | $8127489.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $140607.83     | 0.00%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                    | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |       46400 | NS      | $1193683.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -758000 | NC      | $-10870.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                               | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |       51500 | NS      | $3744360.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BKV Corp                                          | BKV Corp                                                                        | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |       20000 | NS      | $482400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                      | Plymouth Industrial REIT Inc                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23673 | NS      | $380188.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $102896.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Trang Gloves Thailand PCL                     | Sri Trang Gloves Thailand PCL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     1018200 | NS      | $189860.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $6716.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-186691.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                    | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         474 | NS      | $556817.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                      | Madrigal Pharmaceuticals Inc                                                    | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |         800 | NS      | $242112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Affiliated Managers Group Inc                     | Affiliated Managers Group Inc                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |         714 | NS      | $140493.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMB Holdings Bhd                                 | AMMB Holdings Bhd                                                               | CUSIP: 000000000<br>LEI: 254900R0GQB7U67SCH62 | Long             | EC               | CORP              | MY        |       32200 | NS      | $39013.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Ltd                                   | China Feihe Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       21000 | NS      | $15318.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argan Inc                                         | Argan Inc                                                                       | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |        4100 | NS      | $903968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        2087 | NS      | $877500.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |       32544 | NS      | $498386.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $947899.72     | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                | Hang Seng Bank Ltd                                                              | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |       14600 | NS      | $219090.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       82465 | NS      | $16290136.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                 | MFA Financial Inc                                                               | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       10400 | NS      | $98384.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-18641.79     | -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      | $-492376.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty Inc                                          | Coty Inc                                                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |        9504 | NS      | $44193.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                          | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      210000 | PA      | $171260.09     | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     6040000 | PA      | $7782994.13    | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -3075000 | NC      | $-24955.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                              | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $483688.23     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                 | ACI Worldwide Inc                                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       48300 | NS      | $2217453.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                         | Kellanova                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        6345 | NS      | $504617.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        2904 | NS      | $149497.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       58437 | NS      | $18230590.89   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd/Sing                    | CapitaLand Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       55390 | NS      | $115469.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Haid Group Co Ltd                       | Guangdong Haid Group Co Ltd                                                     | CUSIP: 000000000<br>LEI: 300300Y7LIHH4R4TWD50 | Long             | EC               | CORP              | CN        |        4800 | NS      | $39289.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       58778 | NS      | $2395791.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Newamsterdam Pharma Co NV                         | Newamsterdam Pharma Co NV                                                       | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | Long             | EC               | CORP              | NL        |        9714 | NS      | $175920.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sartorius AG                                      | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        6379 | NS      | $1624717.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       72657 | NS      | $820297.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $538078.80     | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                             | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     5801700 | PA      | $5748846.51    | 0.04%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS TWD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12099.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio                    | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1196 | NS      | $147813.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRF SA                                            | BRF SA                                                                          | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | EC               | CORP              | BR        |      170200 | NS      | $632168.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       82707 | NS      | $17596741.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      438621 | NS      | $18856316.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $51806.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        5153 | NS      | $1319013.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd                     | Concordia Financial Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       57600 | NS      | $373810.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                  | Skechers USA Inc                                                                | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |        2928 | NS      | $184756.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                  | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      128723 | NS      | $3042286.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corp                                         | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       44692 | NS      | $897862.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosneft Oil Co PJSC                               | Rosneft Oil Co PJSC                                                             | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |       19154 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ashland Inc                                       | Ashland Inc                                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |        1204 | NS      | $60537.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                        | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       43138 | NS      | $902878.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC INC                                     | Medtronic Inc                                                                   | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $3290159.24    | 0.02%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                   | Hecla Mining Co                                                                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201483.39     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Yunnan Yuntianhua Co Ltd                          | Yunnan Yuntianhua Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       11300 | NS      | $34691.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group Inc                       | Penske Automotive Group Inc                                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |         456 | NS      | $78345.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     2100000 | PA      | $933916.23     | 0.01%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       33570 | NS      | $6248384.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1327257.52    | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        8168 | NS      | $522670.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        7411 | NS      | $590137.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                        | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      281800 | NS      | $2142414.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $22407.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                                  | PDD Holdings Inc                                                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | IE        |         600 | NS      | $62796.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20100000 | PA      | $20178197.04   | 0.15%             | 2037-10-16      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      220000 | PA      | $192744.26     | 0.00%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp                          | Curbline Properties Corp                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       12290 | NS      | $280580.70     | 0.00%             |  |  |  | No            |                  1 | 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        |      166603 | NS      | $15179199.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                       | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |         509 | NS      | $34432.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      690000 | PA      | $684110.31     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      500000 | PA      | $575389.05     | 0.00%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                        | CUSIP: 83012DAQ6<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    14750000 | PA      | $14808685.83   | 0.11%             | 2037-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                  | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |       67500 | NS      | $1830813.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                             | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       10551 | NS      | $342274.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lithia Motors Inc                                 | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         582 | NS      | $196611.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Lt                    | Brookfield Asset Management Ltd                                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |        4760 | NS      | $263132.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7284 | NS      | $61695.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                      | MediaTek Inc                                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       80778 | NS      | $3461229.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-312107.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Inc                                      | Stagwell Inc                                                                    | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |       73000 | NS      | $328500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrow Hanley CLO I Ltd                           | Barrow Hanley CLO I Ltd                                                         | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3512058.55    | 0.03%             | 2038-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR10                                                                | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1685000 | PA      | $1726628.09    | 0.01%             | 2057-10-15      | Fixed         | 5.30%                 | 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        |     4668850 | NS      | $161402144.50  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -105 | NC      | $-65625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       17262 | NS      | $438109.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                  | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      109500 | NS      | $2808667.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp                    | Brookfield Infrastructure Corp                                                  | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | US        |        3100 | NS      | $128960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                    | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        1160 | NS      | $176006.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                          | IHI Corp                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |        3800 | NS      | $411022.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $99426.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                          | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       33463 | NS      | $17043040.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       19271 | NS      | $1300599.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                          | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      638346 | NS      | $9115580.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                        | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       15800 | NS      | $221787.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                    | Abu Dhabi Commercial Bank PJSC                                                  | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |        7203 | NS      | $26438.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Construction Partners Inc                         | Construction Partners Inc                                                       | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |        9700 | NS      | $1030916.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      650000 | PA      | $673463.14     | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Aflac Inc                                         | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       11135 | NS      | $1174297.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2500000 | PA      | $2869044.47    | 0.02%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6785000 | PA      | $5727664.51    | 0.04%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Asics Corp                                        | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      101700 | NS      | $2593388.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd                          | ANTA Sports Products Ltd                                                        | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | CN        |        8400 | NS      | $101638.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                        | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      662500 | NS      | $2884023.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                        | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        8707 | NS      | $1082802.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                           | Olo Inc                                                                         | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      129200 | NS      | $1149880.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                           | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        9570 | NS      | $2295406.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1130000 | PA      | $1116934.38    | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                   | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        6250 | NS      | $193062.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      625000 | PA      | $392587.50     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                       | Merlin Properties Socimi SA                                                     | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |       33421 | NS      | $440613.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1750669.29    | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-376706.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2857082.68    | 0.02%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                         | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      119100 | NS      | $5047583.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                | Trip.com Group Ltd                                                              | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | SG        |         350 | NS      | $20497.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                  | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        3186 | NS      | $386493.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        | -1502000000 | OU      | $-46.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc                          | Winnebago Industries Inc                                                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       47600 | NS      | $1380400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     1153965 | NS      | $236758999.05  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37192.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2156.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      149041 | NS      | $5450333.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1464574.08    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR8                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1445000 | PA      | $1507649.85    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                       | NetEase Inc                                                                     | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |       28100 | NS      | $757277.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2698155.59    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                            | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        1321 | NS      | $388796.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1331000 | NC      | $885.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICAT                          | Singapore Telecommunications Ltd                                                | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $233650.00     | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                    | Whirlpool Corp                                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        1296 | NS      | $131440.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                     | Ralliant Corp                                                                   | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9940 | NS      | $482006.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                      | Portland General Electric Co                                                    | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       59200 | NS      | $2405296.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                            | Zensho Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |        4200 | NS      | $254210.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meihua Holdings Group Co Ltd                      | Meihua Holdings Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300T0DPJPWDP2WE30 | Long             | EC               | CORP              | CN        |        4200 | NS      | $6274.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                        | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        2530 | NS      | $652740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore Inc                                      | Evercore Inc                                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |         873 | NS      | $235727.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $602183.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1515000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korn Ferry                                        | Korn Ferry                                                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |        6161 | NS      | $451786.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                 | Tutor Perini Corp                                                               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       59100 | NS      | $2764698.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-570249.03    | -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      | $-20637.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10164.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                           | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        2257 | NS      | $388971.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                              | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1906 | NS      | $500344.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chartwell Retirement Residence                    | Chartwell Retirement Residences                                                 | CUSIP: 16141A103<br>LEI: 549300M7UBEIZBWP4069 | Long             | EC               | CORP              | CA        |       29444 | NS      | $401956.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                         | Brinker International Inc                                                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |        6600 | NS      | $1190178.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                                | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      154500 | NS      | $3499618.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                               | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1123521.65    | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      446000 | NS      | $2210747.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust                                                         | CUSIP: 2254W0AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423773 | PA      | $420310.37     | 0.00%             | 2033-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd                    | Agricultural Bank of China Ltd                                                  | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |      134000 | NS      | $95758.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       19669 | NS      | $400854.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCI                                               | New China Life Insurance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |       34200 | NS      | $187270.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                         | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       27800 | NS      | $3301586.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                      | Nippon Paint Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |       77500 | NS      | $623275.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     1725000 | OU      | $11375.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      397164 | NS      | $70452921.96   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     1000000 | PA      | $1054207.88    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                            | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       92187 | NS      | $1767850.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                           | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         766 | NS      | $112517.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Mutual Ltd                                    | Old Mutual Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |       13858 | NS      | $9448.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                     | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         277 | NS      | $29154.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                 | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        1932 | NS      | $860578.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                   | Lloyds Bank PLC                                                                 | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $143886.00     | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                       | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        5501 | NS      | $417965.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                              | Parker-Hannifin Corp                                                            | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2571061.03    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76311.08      | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                             | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       55503 | NS      | $9768528.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                        | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        3200 | NS      | $2520143.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1185755.74    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4055000 | PA      | $3955525.78    | 0.03%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                  | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       74800 | NS      | $947561.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                            | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      139491 | NS      | $3411949.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -769000 | NC      | $-2326.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                         | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      292673 | NS      | $4456879.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                              | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        5080 | NS      | $1582420.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTVS SA                                          | TOTVS SA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |        1600 | NS      | $12459.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                     | Dun & Bradstreet Holdings Inc                                                   | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |        7464 | NS      | $67847.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4900000 | PA      | $5100230.17    | 0.04%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $707833.00     | 0.01%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                    | Great Lakes Dredge & Dock Corp                                                  | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       22779 | NS      | $277676.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-95882.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidWestOne Financial Group Inc                    | MidWestOne Financial Group Inc                                                  | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7990 | NS      | $229872.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                       | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       25000 | NS      | $769949.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1418208.63    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Muyuan Foods Co Ltd                               | Muyuan Foods Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |        7100 | NS      | $41692.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc                        | Howard Hughes Holdings Inc                                                      | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       10970 | NS      | $740475.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     2000000 | PA      | $2018979.20    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -763000 | NC      | $-3895.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                       | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       52994 | NS      | $8127689.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5213000 | PA      | $5525439.61    | 0.04%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BP PLC                                            | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      572170 | NS      | $2850720.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Box Inc                                           | Box Inc                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       40600 | NS      | $1387302.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HKEX                                              | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      134467 | NS      | $7232518.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Cor                    | Old Republic International Corp                                                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        5769 | NS      | $221760.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                           | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |       83328 | NS      | $0.11          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nomura Research Institute Ltd                     | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       23000 | NS      | $919940.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      122859 | NS      | $5841499.25    | 0.04%             |  |  |  | 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      | $194428.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait Finance House KSCP                         | Kuwait Finance House KSCP                                                       | CUSIP: 000000000<br>LEI: 2549007KX0N057S9BC98 | Long             | EC               | CORP              | KW        |        6474 | NS      | $16989.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $494314.06     | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                       | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       26600 | NS      | $541879.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                     | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       46745 | NS      | $1968835.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28850.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                         | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        3214 | NS      | $654049.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                    | Marriott Vacations Worldwide Corp                                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       27700 | NS      | $2002987.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dutch Bros Inc                                    | Dutch Bros Inc                                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23354 | NS      | $1596712.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                          | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $305663.67     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                              | Commercial Metals Co                                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       49200 | NS      | $2406372.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        1160 | NS      | $129514.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                               | Diebold Nixdorf Inc                                                             | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       18300 | NS      | $1013820.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                          | Alcon AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       10646 | NS      | $944119.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                             | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        2550 | NS      | $458056.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Hava Tasimaciligi AS                      | Pegasus Hava Tasimaciligi AS                                                    | CUSIP: 000000000<br>LEI: 789000B1MW5PQ58A8T03 | Long             | EC               | CORP              | TR        |       99938 | NS      | $645278.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                          | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |       47600 | NS      | $1347256.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $585690.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $84845.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bioventus Inc                                     | Bioventus Inc                                                                   | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22100 | NS      | $146302.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                         | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       17794 | NS      | $1613639.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zai Lab Ltd                                       | Zai Lab Ltd                                                                     | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | CN        |        9981 | NS      | $349035.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                     | Dime Community Bancshares Inc                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       55000 | NS      | $1481700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | Nu Skin Enterprises Inc                                                         | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       23400 | NS      | $186966.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       38936 | NS      | $1166522.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                  | DSM-Firmenich AG                                                                | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |        7299 | NS      | $776505.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       54494 | NS      | $24260728.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57520.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi Ve T                    | Aselsan Elektronik Sanayi Ve Ticaret AS                                         | CUSIP: 000000000<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |       45495 | NS      | $172284.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2488823.42    | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143193.57     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp                              | Hanmi Financial Corp                                                            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |        3300 | NS      | $81444.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        4985 | NS      | $171434.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         626 | NS      | $124354.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      267013 | NS      | $2281712.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34792.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                   | J Sainsbury PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      110362 | NS      | $439225.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $114561.23     | 0.00%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                         | Toast Inc                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      147547 | NS      | $6534856.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      570000 | PA      | $424566.83     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Liberty Global Ltd                                | Liberty Global Ltd                                                              | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | GB        |        2480 | NS      | $25568.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                         | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       48445 | NS      | $2783415.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                          | Western Alliance Bancorp                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |        6134 | NS      | $478329.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       18955 | NS      | $15078133.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2268194.82    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        5967 | NS      | $761269.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        2480 | NS      | $297773.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                           | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       40200 | NS      | $1179294.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3776466.36    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2025-5C34                                                  | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1668716.64    | 0.01%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| National Vision Holdings Inc                      | National Vision Holdings Inc                                                    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       21500 | NS      | $494715.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                    | Harmony Biosciences Holdings Inc                                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27700 | NS      | $875320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10823.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                            | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      194097 | NS      | $7131123.78    | 0.05%             |  |  |  | No            |                  1 | 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        |   163847375 | NS      | $163732681.46  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      306823 | NS      | $24288108.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                            | Digi International Inc                                                          | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |        2300 | NS      | $80178.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                        | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |       40556 | NS      | $1338239.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30628.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QuantumScape Corp                                 | QuantumScape Corp                                                               | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9089 | NS      | $61078.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       29821 | NS      | $1554568.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-44134.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                         | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        5010 | NS      | $142233.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAITIAN INT'L                                     | Haitian International Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 30030093DDRS825TVP62 | Long             | EC               | CORP              | CN        |        4000 | NS      | $10416.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-60487.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                           | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       66300 | NS      | $1200738.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travere Therapeutics Inc                          | Travere Therapeutics Inc                                                        | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6000 | NS      | $88800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                            | Credit Acceptance Corp                                                          | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          34 | NS      | $17320.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | Rigel Pharmaceuticals Inc                                                       | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |        4200 | NS      | $78666.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS MLBC                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |           1 | NC      | $479384.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                        | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       11592 | NS      | $1101935.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus                    | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        1985 | NS      | $188555.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      950000 | PA      | $953372.50     | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1542272.22    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     1626159 | NS      | $7514108.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                           | CREDIT SUISSE AG/LONDON                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $718977.68     | 0.01%             | 2031-05-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                            | Deutsche Bahn Finance GMBH                                                      | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $957510.79     | 0.01%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Liv                    | Liberty Media Corp-Liberty Live                                                 | CUSIP: 531229748<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         495 | NS      | $39342.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                       | Plexus Corp                                                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |         900 | NS      | $121779.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP Inc                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        6472 | NS      | $747192.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| API GROUP DE INC                                  | APi Group DE Inc                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1025178.00    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Antero Resources Corp                             | Antero Resources Corp                                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        6726 | NS      | $270923.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                         | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |       62400 | NS      | $1004348.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc                                      | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        1256 | NS      | $248047.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $244219.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     3000000 | PA      | $3750298.31    | 0.03%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      600000 | PA      | $604950.00     | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Genworth Financial Inc                            | Genworth Financial Inc                                                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      712692 | NS      | $5544743.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc                                      | Autohome Inc                                                                    | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | CN        |       18200 | NS      | $469378.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $872813.83     | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      251077 | NS      | $185317422.93  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        3612 | NS      | $537899.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     1391084 | NS      | $16826818.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                          | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        2826 | NS      | $1629867.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions                    | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         250 | NS      | $60757.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3085000 | PA      | $3233942.26    | 0.02%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                 | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |       99200 | NS      | $1876064.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1193084.37    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| KINGDOM OF SPAIN                                  | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      625000 | PA      | $876454.18     | 0.01%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE VALENCIA                           | Autonomous Community of Valencia Spain                                          | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |     1400000 | PA      | $1751705.89    | 0.01%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $157697.28     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     1100000 | PA      | $1429776.86    | 0.01%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                      | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       34230 | NS      | $4553616.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24147.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                            | SGS SA                                                                          | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        2689 | NS      | $273029.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                         | Marks & Spencer Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      275012 | NS      | $1338490.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                          | ZOZO Inc                                                                        | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       96400 | NS      | $1041573.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                     | Geely Automobile Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |       41000 | NS      | $83689.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20555000 | PA      | $9852024.31    | 0.07%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |        4790 | NS      | $32715.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4071.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28159.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $157587.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasseur Real Estate Investment                    | Sasseur Real Estate Investment Trust                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     2185200 | NS      | $1101440.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912833LZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4832269.67    | 0.04%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                          | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       10422 | NS      | $679846.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      440614 | NS      | $10600114.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        2472 | NS      | $4539920.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2000000 | PA      | $2121040.33    | 0.02%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                   | Lucid Group Inc                                                                 | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |       22715 | NS      | $47928.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenable Holdings Inc                              | Tenable Holdings Inc                                                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |        5700 | NS      | $192546.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21025000 | PA      | $9381714.16    | 0.07%             | 2041-11-15      | None          | 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      | $29021.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                         | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       37354 | NS      | $12182043.64   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                             | Barrow Hanley CLO III Ltd                                                       | CUSIP: 06875VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7553843.25    | 0.06%             | 2037-04-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1050737.09    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                            | Liberty Broadband Corp                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        2030 | NS      | $199711.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Group Ltd                           | China Railway Group Ltd                                                         | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |      208000 | NS      | $99855.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       26116 | NS      | $2949665.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amedisys Inc                                      | Amedisys Inc                                                                    | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |         793 | NS      | $78023.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I Glass Inc                                                                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      100100 | NS      | $1475474.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     4300000 | NC      | $56.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      875000 | PA      | $515156.25     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lonza Group AG                                    | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        4889 | NS      | $3496434.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1576865.13    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-308453.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -43 | NC      | $-806.25       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHINAGOLDINTL                                     | China Gold International Resources Corp Ltd                                     | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |        8100 | NS      | $73871.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                         | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         878 | NS      | $191491.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       16973 | NS      | $977305.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                | THREE MONTH ESTR                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          28 | NC      | $-1265.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       56538 | NS      | $3257154.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Itau Unibanco Holding SA                          | Itau Unibanco Holding SA                                                        | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |       28390 | NS      | $192659.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                       | NETGEAR Inc                                                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |        7800 | NS      | $226746.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        2394 | NS      | $235090.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $934839.72     | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan L                    | Evergreen Marine Corp Taiwan Ltd                                                | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |       95000 | NS      | $646919.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                           | KB Home                                                                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        9700 | NS      | $513809.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                       | Healthcare Realty Trust Inc                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       30275 | NS      | $480161.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | Huntsman Corp                                                                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |        4050 | NS      | $42201.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                        | Hongkong Land Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |      140300 | NS      | $809989.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      600000 | PA      | $751141.02     | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                           | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $281540.22     | 0.00%             | 2036-03-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $335600.00     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Dropbox Inc                                       | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |        3399 | NS      | $97211.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanwha Aerospace Co Ltd                           | Hanwha Aerospace Co Ltd                                                         | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |         956 | NS      | $599916.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                               | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       19199 | NS      | $1085127.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1877294.20    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        1518 | NS      | $259936.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1239000 | PA      | $1421781.68    | 0.01%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                       | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      119081 | NS      | $7923542.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Matrix Service Co                                 | Matrix Service Co                                                               | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |       29900 | NS      | $403949.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |         810 | NS      | $53427.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Co                                | Etihad Etisalat Co                                                              | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |        7711 | NS      | $121920.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      420000 | PA      | $411497.46     | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Rational AG                                       | Rational AG                                                                     | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |         279 | NS      | $234443.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                       | B3 SA - Brasil Bolsa Balcao                                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      245200 | NS      | $656201.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                       | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         584 | NS      | $2832123.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $852948.33     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                        | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       15050 | NS      | $3125409.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty Inc                                    | elf Beauty Inc                                                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |         840 | NS      | $104529.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      350000 | PA      | $359802.00     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                         | Carpenter Technology Corp                                                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        7715 | NS      | $2132271.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devyani International Ltd                         | Devyani International Ltd                                                       | CUSIP: 000000000<br>LEI: 335800QL2YIWJ1DFK350 | Long             | EC               | CORP              | IN        |      123315 | NS      | $241422.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                 | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     1500000 | PA      | $1736448.55    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                  | Kasikornbank PCL                                                                | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |       13300 | NS      | $62823.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                            | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       82890 | NS      | $4829184.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC Group Inc                                     | BGC Group Inc                                                                   | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |       75500 | NS      | $772365.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugel Inc                                         | Hugel Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1585 | NS      | $454084.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                               | TOPPAN Holdings Inc                                                             | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       65000 | NS      | $1765856.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $439302.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                             | PSP Swiss Property AG                                                           | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |        1428 | NS      | $263629.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                        | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       23284 | NS      | $1880415.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                              | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13872 | NS      | $455001.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      101151 | NS      | $9194625.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43480.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                               | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       47391 | NS      | $3793175.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      645000 | PA      | $256712.62     | 0.00%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOK Financial Corp                                | BOK Financial Corp                                                              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |         565 | NS      | $55160.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       84074 | NS      | $1833653.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $105943.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo QPSC                                      | Ooredoo QPSC                                                                    | CUSIP: 000000000<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |       24238 | NS      | $85187.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Shanghai Co Ltd                           | Bank of Shanghai Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1091231000098 | Long             | EC               | CORP              | CN        |       27600 | NS      | $40913.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardelyx Inc                                       | Ardelyx Inc                                                                     | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |       65400 | NS      | $256368.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -663000 | NC      | $-27.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43841.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       26676 | NS      | $3785324.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       75000 | PA      | $75093.75      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1413918.66    | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| LVMH Moet Hennessy Louis Vuitt                    | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       14868 | NS      | $7781613.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-56181.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                         | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       22815 | NS      | $1849288.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                        | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       75165 | NS      | $2348865.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-400.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                       | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       21696 | NS      | $582609.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6433.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      500000 | PA      | $467996.59     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Inc                                 | MicroStrategy Inc                                                               | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        5230 | NS      | $2114122.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Grand Vacations Inc                        | Hilton Grand Vacations Inc                                                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       13500 | NS      | $560655.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                        | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      313300 | NS      | $2901852.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                   | Cipla Ltd/India                                                                 | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |        5340 | NS      | $93810.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nien Made Enterprise Co Ltd                       | Nien Made Enterprise Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $27882.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       50984 | NS      | $7518630.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                            | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        2808 | NS      | $230750.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       39630 | NS      | $4727859.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | Brighthouse Financial Inc                                                       | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        1740 | NS      | $93559.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       61581 | NS      | $2583938.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        2083 | NS      | $108003.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-278495.65    | -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      | $425559.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group I                    | Helix Energy Solutions Group Inc                                                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       88500 | NS      | $552240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIF ALTA VELOCIDAD                               | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     1100000 | PA      | $1320388.13    | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                         | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        1065 | NS      | $545610.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     2179554 | NS      | $344347736.46  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI International Inc                                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         507 | NS      | $241686.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $363975.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional US Equity Market ETF                  | Dimensional US Equity Market ETF                                                | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |    11415600 | NS      | $765073512.00  | 5.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                | Voya Financial Inc                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        2293 | NS      | $162803.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSVIRKJUN                                      | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |     1900000 | PA      | $2211919.17    | 0.02%             | 2026-07-24      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                       | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        8029 | NS      | $2082481.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eternal Ltd                                       | Eternal Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |      530255 | NS      | $1633078.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                          | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      255000 | PA      | $223628.42     | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSIDENG                                          | Bosideng International Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | HK        |      800000 | NS      | $474134.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | Commerce Bancshares Inc/MO                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2815 | NS      | $175008.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                       | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       99829 | NS      | $2587347.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                 | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       21335 | NS      | $5851763.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yutong Bus Co Ltd                                 | Yutong Bus Co Ltd                                                               | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |        9500 | NS      | $33003.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      650397 | NS      | $323513971.77  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |        6069 | NS      | $230925.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                     | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       22207 | NS      | $1363287.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    31000000 | PA      | $31100750.00   | 0.23%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1887986.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       46384 | NS      | $2549728.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corp                                          | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       58800 | NS      | $686346.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4899.81       | 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      | $-65989.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                        | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       24588 | NS      | $763715.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Converge Information and Commu                    | Converge Information and Communications Technology Solutions Inc                | CUSIP: 000000000<br>LEI: 254900CGJPNECN6ENN96 | Long             | EC               | CORP              | PH        |       52100 | NS      | $18020.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                     | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      527586 | NS      | $4354089.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63503.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flywire Corp                                      | Flywire Corp                                                                    | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |        7839 | NS      | $91716.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIM CRANE WORKS LLC                             | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $897238.56     | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |         322 | NS      | $12722.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      197945 | NS      | $5868165.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitek Systems Inc                                 | Mitek Systems Inc                                                               | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      131000 | NS      | $1296900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | Adtalem Global Education Inc                                                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       14700 | NS      | $1870281.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                    | WisdomTree Inc                                                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      173500 | NS      | $1996985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | Amdocs Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |        2581 | NS      | $235490.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                       | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $465117.56     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      430000 | PA      | $548939.42     | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-109899.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       84221 | NS      | $5737724.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                    | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       11965 | NS      | $2617942.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      303939 | NS      | $24442774.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                         | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       25957 | NS      | $379657.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4522.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     3600000 | PA      | $3739028.76    | 0.03%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      336000 | PA      | $429137.08     | 0.00%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                         | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |       18083 | NS      | $81723.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp                                          | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4343 | NS      | $142406.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $409693.80     | 0.00%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      170533 | NS      | $8896152.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2070233.84    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1040000 | PA      | $1066600.39    | 0.01%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | 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       |      100000 | PA      | $103768.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $71052.64      | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ProPetro Holding Corp                             | ProPetro Holding Corp                                                           | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44100 | NS      | $263277.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | E-MINI RUSS 2000                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |           1 | NC      | $2439.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -437 | NC      | $-1899344.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                       | TENNECO INC                                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     1420988 | PA      | $1387239.08    | 0.01%             | 2028-11-17      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| AAR Corp                                          | AAR Corp                                                                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       15100 | NS      | $1038729.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                       | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      254500 | NS      | $7396878.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                        | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        7545 | NS      | $3084471.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                         | Sally Beauty Holdings Inc                                                       | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       35100 | NS      | $325026.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                    | First Commonwealth Financial Corp                                               | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |       37500 | NS      | $608625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                              | Dassault Aviation SA                                                            | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        1704 | NS      | $602486.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1279802 | PA      | $1257904.80    | 0.01%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                    | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      109558 | NS      | $2406411.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       63145 | NS      | $20611783.82   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      121355 | NS      | $8881972.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        1677 | NS      | $302145.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      433679 | PA      | $426275.84     | 0.00%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp                                      | Sanmina Corp                                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       24800 | NS      | $2426184.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |        3103 | NS      | $19263.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        2521 | NS      | $294175.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        3445 | NS      | $1907093.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                  | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       14000 | NS      | $1524858.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2100057.30    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Conduent Inc                                      | Conduent Inc                                                                    | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      418200 | NS      | $1104048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -4750000 | NC      | $-493638.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                             | Elite Material Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        3000 | NS      | $90716.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc                             | BlueLinx Holdings Inc                                                           | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |        1600 | NS      | $119008.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Tractors Tbk PT                            | United Tractors Tbk PT                                                          | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |     1612100 | NS      | $2129715.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-172713.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2570968.01    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1000000 | PA      | $997980.00     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                  | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        2015 | NS      | $188745.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C3 Mortgage Trust                                                     | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $671614.71     | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                       | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       35900 | NS      | $1395974.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      225000 | PA      | $228370.05     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                               | Banque Saudi Fransi                                                             | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |       21344 | NS      | $101625.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $156860.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      228972 | NS      | $7774004.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pathward Financial Inc                            | Pathward Financial Inc                                                          | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       10800 | NS      | $854496.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                           | Hindalco Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |       10793 | NS      | $87320.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $518547.73     | 0.00%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44653.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                          | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1256834.05    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                           | BCE Inc                                                                         | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       15600 | NS      | $345966.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       41200 | NS      | $7890189.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcutis Biotherapeutics Inc                       | Arcutis Biotherapeutics Inc                                                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42063 | NS      | $589723.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      708390 | NS      | $3455661.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO Inc                                           | XPO Inc                                                                         | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        1750 | NS      | $221007.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        4384 | NS      | $184128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                        | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       33000 | NS      | $760048.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                       | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      165680 | NS      | $2046501.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                     | TMX Group Ltd                                                                   | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |       35583 | NS      | $1508243.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp                            | Accton Technology Corp                                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |        5000 | NS      | $124968.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23935 | NS      | $5749665.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                 | Primo Brands Corp                                                               | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |        4235 | NS      | $125440.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      600000 | PA      | $494505.00     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVENIA                              | Slovenia Government International Bond                                          | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     2200000 | PA      | $2237818.00    | 0.02%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa                    | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        2868 | NS      | $327669.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                          | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       17114 | NS      | $1127482.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22730.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                               | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        4451 | NS      | $564342.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                       | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       43018 | NS      | $2078199.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-171122.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Changsha Co Ltd                           | Bank of Changsha Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1086243000041 | Long             | EC               | CORP              | CN        |       29100 | NS      | $40421.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                         | Gates Industrial Corp PLC                                                       | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |      116409 | NS      | $2680899.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      130144 | NS      | $14429065.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $89789.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23518.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Accommodations Fund Inc                    | Nippon Accommodations Fund Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         305 | NS      | $249437.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      215000 | PA      | $202866.18     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                | Regal Rexnord Corp                                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        3729 | NS      | $540555.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |        9223 | NS      | $338344.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Inc                                       | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15515 | NS      | $208831.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCE LOCALE                              | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1164909.98    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       55682 | NS      | $3994069.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       81255 | NS      | $24846110.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   -26560000 | OU      | $-59946.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Methode Electronics Inc                           | Methode Electronics Inc                                                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       38300 | NS      | $364233.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        2479 | NS      | $1405196.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4250018.28    | 0.03%             | 2034-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2324566.53    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SiTime Corp                                       | SiTime Corp                                                                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4000 | NS      | $852320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcher Technology Co Ltd                         | Catcher Technology Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |       71000 | NS      | $515550.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       61317 | NS      | $1947079.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avient Corp                                       | Avient Corp                                                                     | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        9559 | NS      | $308851.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      415000 | PA      | $424286.41     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | 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        |      460000 | PA      | $490133.79     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $57995.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1757232.46    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-29152.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                          | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       82254 | NS      | $1200696.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ranpak Holdings Corp                              | Ranpak Holdings Corp                                                            | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       58400 | NS      | $208488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG FINCO LTD                                      | EG FINCO LTD                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |     5690090 | PA      | $6715209.00    | 0.05%             | 2028-02-07      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Generali                                          | Generali                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       12791 | NS      | $454995.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                  | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      257400 | NS      | $1832370.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                    | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       90100 | NS      | $1155380.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                    | NETSTREIT Corp                                                                  | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       10603 | NS      | $179508.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       73319 | NS      | $6864857.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                     | Cable One Inc                                                                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        1500 | NS      | $203715.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      137162 | NS      | $21852649.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       19130 | NS      | $3177684.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      310600 | NS      | $7843909.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $198034.58     | 0.00%             | 2031-05-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Tr                    | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       12101 | NS      | $386142.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SNCF RESEAU                                       | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $1506561.41    | 0.01%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                         | Dick's Sporting Goods Inc                                                       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        1237 | NS      | $244690.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                       | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      200300 | NS      | $2478598.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      142933 | NS      | $17096216.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 3136F7NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      245000 | PA      | $195519.34     | 0.00%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                             | Anglogold Ashanti Plc                                                           | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        1669 | NS      | $76242.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $508555.15     | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Arab National Bank                                | Arab National Bank                                                              | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |        4127 | NS      | $23898.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                         | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       49242 | NS      | $5112304.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      450382 | NS      | $55851871.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | First BanCorp/Puerto Rico                                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       25200 | NS      | $524916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                          | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        6451 | NS      | $461597.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINT ELECTRICS                                   | Zhejiang Chint Electrics Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       12200 | NS      | $38659.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                     | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         912 | NS      | $220211.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                              | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32869 | NS      | $1256910.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9839.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      161000 | PA      | $196589.01     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        5173 | NS      | $173192.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TrueBlue Inc                                                                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      101300 | NS      | $656424.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                             | Aldar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |      420816 | NS      | $1022581.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                             | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        5316 | NS      | $273242.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIF ALTA VELOCIDAD                               | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $240394.69     | 0.00%             | 2032-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1221853.01    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings Inc                        | Floor & Decor Holdings Inc                                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        1590 | NS      | $120776.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                               | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        2775 | NS      | $723775.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | Lyft Inc                                                                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       72870 | NS      | $1148431.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xero Ltd                                          | Xero Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |       36427 | NS      | $4310380.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orix JREIT Inc                                    | Orix JREIT Inc                                                                  | CUSIP: 000000000<br>LEI: 353800WVNTBIU65TA247 | Long             | EC               | CORP              | JP        |         268 | NS      | $349618.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everus Construction Group Inc                     | Everus Construction Group Inc                                                   | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |        1249 | NS      | $79348.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      127299 | NS      | $19444922.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       12656 | NS      | $3094138.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        1369 | NS      | $751526.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        1359 | NS      | $93227.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8704.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                            | Bharat Electronics Ltd                                                          | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |       42363 | NS      | $208338.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Hotel Properties Inc                       | Summit Hotel Properties Inc                                                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       39844 | NS      | $202805.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $464825.84     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Customers Bancorp Inc                             | Customers Bancorp Inc                                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       17400 | NS      | $1022076.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                            | Penn Entertainment Inc                                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3719 | NS      | $66458.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                       | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        3043 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                      | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3730.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $71253.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                           | OPAP SA                                                                         | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      217278 | NS      | $4926938.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $27836.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                     | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       36103 | NS      | $1128711.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                     | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26283 | NS      | $942508.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2209573.45    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                         | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        7765 | NS      | $527476.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares TIPS Bond ETF                             | iShares TIPS Bond ETF                                                           | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Long             | EC               | RF                | US        |      239000 | NS      | $26299560.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $620638.25     | 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      | $-1444817.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1520000 | NC      | $0.08          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birkenstock Holding Plc                           | Birkenstock Holding Plc                                                         | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | GB        |        1017 | NS      | $50016.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                        | Inogen Inc                                                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      118900 | NS      | $835867.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     8180000 | OU      | $4993.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warby Parker Inc                                  | Warby Parker Inc                                                                | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6368 | NS      | $139650.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      655000 | PA      | $447241.04     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1200000 | PA      | $1584191.03    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                      | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        9600 | NS      | $477197.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                           | European Bank for Reconstruction & Development                                  | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       | 20000000000 | PA      | $1185229.44    | 0.01%             | 2028-02-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BT Group PLC                                      | BT Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      300725 | NS      | $800747.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      565000 | PA      | $556363.62     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Saab AB                                           | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       12125 | NS      | $677948.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                            | Emaar Development PJSC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      295891 | NS      | $1089349.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                     | JDE Peet's NV                                                                   | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       45893 | NS      | $1310914.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanos Medical Inc                                | Avanos Medical Inc                                                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       57200 | NS      | $700128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                           | Enova International Inc                                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       16300 | NS      | $1817776.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     4300000 | NC      | $64456.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                       | Columbia Banking System Inc                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      123627 | NS      | $2890399.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA Biologics Inc                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       48300 | NS      | $879543.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                    | California Water Service Group                                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |        6400 | NS      | $291072.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1163841.94    | 0.01%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                 | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       13292 | NS      | $2222928.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-35409.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                          | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |       30550 | NS      | $605035.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $118617.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF              | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |     2715848 | NS      | $269412121.60  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                          | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        8482 | NS      | $155135.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      407736 | NS      | $6278428.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                           | Illinois Tool Works Inc                                                         | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1661828.30    | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       17123 | NS      | $1626342.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                              | TCW CLO 2021-2 Ltd                                                              | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5150000 | PA      | $5156170.22    | 0.04%             | 2034-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                           | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      167700 | NS      | $1794276.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Financial Services Soft                    | Oracle Financial Services Software Ltd                                          | CUSIP: 000000000<br>LEI: 3358008SYNPKSPNMTJ57 | Long             | EC               | CORP              | IN        |        9690 | NS      | $1015674.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       98300 | NS      | $3246060.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                      | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        7590 | NS      | $602821.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      490000 | PA      | $494414.97     | 0.00%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42160194 | PA      | $60799.22      | 0.00%             | 2025-11-25      | Variable      | 0.75%                 | 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        |      100000 | PA      | $104714.09     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors Inc                      | Sunstone Hotel Investors Inc                                                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |       17448 | NS      | $151448.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        5403 | NS      | $1729608.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                       | Aurinia Pharmaceuticals Inc                                                     | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       17500 | NS      | $148225.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                       | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         560 | NS      | $195462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $411741.48     | 0.00%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                             | New York Times Co/The                                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        3727 | NS      | $208637.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                          | Turning Point Brands Inc                                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |        3000 | NS      | $227310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                 | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |       23170 | NS      | $2863580.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1998139.15    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM                                               | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       45368 | NS      | $13373579.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                     | PagerDuty Inc                                                                   | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |        7500 | NS      | $114600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        4215 | NS      | $1057290.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $836703.83     | 0.01%             | 2041-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                     | First Industrial Realty Trust Inc                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16237 | NS      | $781486.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DIAMOND SPORTS NET LLC                            | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      233636 | PA      | $209687.91     | 0.00%             | 2028-01-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2587896.09    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                            | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       49537 | NS      | $2122402.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                           | ITT Inc                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        1835 | NS      | $287783.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1897312.02    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                 | Newell Brands Inc                                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       10257 | NS      | $55387.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Electric Power Co Inc/T                    | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      245800 | NS      | $2915144.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                        | HD Hyundai Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |        1159 | NS      | $434494.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                             | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       87645 | NS      | $6749541.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                      | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $267111.00     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                          | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       70583 | NS      | $10306529.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YIWU CCC                                          | Zhejiang China Commodities City Group Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300UELW04DCUGGZ27 | Long             | EC               | CORP              | CN        |       13600 | NS      | $39328.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                   | Ardagh Group SA                                                                 | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |         250 | NS      | $0.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Jersey Resources Corp                         | New Jersey Resources Corp                                                       | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       27800 | NS      | $1245996.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MTU Aero Engines AG                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         583 | NS      | $258999.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-408300.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       34026 | NS      | $24081901.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1630000 | PA      | $1582871.00    | 0.01%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |       13600 | NS      | $4258704.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp                    | Metropolitan Bank Holding Corp                                                  | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18000 | NS      | $1260000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                    | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        3239 | NS      | $245645.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS FINCO PLC                                  | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2593951.61    | 0.02%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                         | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      125706 | NS      | $7052924.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                   | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |     1099443 | PA      | $1217124.95    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                           | Reliance Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |        8217 | NS      | $143823.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NPK International Inc                             | NPK International Inc                                                           | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       80100 | NS      | $681651.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFIL SA                                           | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     2200000 | PA      | $2594868.27    | 0.02%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dillard's Inc                                     | Dillard's Inc                                                                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |          45 | NS      | $18802.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        9512 | NS      | $3115180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $943268.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV Inc                                           | NOV Inc                                                                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        9135 | NS      | $113548.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Games System Co                     | International Games System Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       20000 | NS      | $587115.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                     | Bank of Communications Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |      307000 | NS      | $286077.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co Ltd                     | Mirae Asset Securities Co Ltd                                                   | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |       92203 | NS      | $1461387.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                 | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        1163 | NS      | $167472.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                      | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       38774 | NS      | $2187895.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                       | Naspers Ltd                                                                     | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |         435 | NS      | $135725.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci B                    | Powszechna Kasa Oszczednosci Bank Polski SA                                     | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |        2093 | NS      | $43732.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        5002 | NS      | $1410864.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                             | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      214076 | NS      | $2424795.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                           | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       16201 | NS      | $429002.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sea Ltd                                           | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |       59378 | NS      | $9496917.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LTIMindtree Ltd                                   | LTIMindtree Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800DY1I1WFHVV6T22 | Long             | EC               | CORP              | IN        |        7381 | NS      | $457814.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      157101 | NS      | $16514457.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |          70 | NS      | $8798.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                            | Permian Resources Corp                                                          | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |       48450 | NS      | $659889.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                  | Viper Energy Inc                                                                | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        1845 | NS      | $70349.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      395000 | PA      | $330457.39     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1300000 | PA      | $1522721.24    | 0.01%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lindsay Corp                                      | Lindsay Corp                                                                    | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        2296 | NS      | $331198.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                      | Reliance Inc                                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        1228 | NS      | $385469.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                 | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      475262 | NS      | $4073997.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1000000000 | PA      | $240835.93     | 0.00%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                      | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        4326 | NS      | $1249348.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4134271.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       96890 | NS      | $11792314.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp                             | Lincoln National Corp                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       11285 | NS      | $390461.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                    | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        1206 | NS      | $2176866.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                               | PotlatchDeltic Corp                                                             | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       29400 | NS      | $1128078.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                         | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       14042 | NS      | $486370.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Health Investors Inc                     | National Health Investors Inc                                                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |        2851 | NS      | $199912.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        9813 | NS      | $439131.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                      | Northwest Natural Holding Co                                                    | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       22100 | NS      | $877812.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corp                            | Toyota Industries Corp                                                          | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |       11800 | NS      | $1331780.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                        | Sino Biopharmaceutical Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |       14000 | NS      | $9418.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.HY.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    -4510000 | OU      | $-1645.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                   | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          82 | NS      | $149892.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       54088 | NS      | $1637784.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FREEDOM MORTGAGE CORP                             | Freedom Mortgage Corp                                                           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      350000 | PA      | $376366.54     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Synovus Financial Corp                            | Synovus Financial Corp                                                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       15573 | NS      | $805902.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                     | EverQuote Inc                                                                   | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25800 | NS      | $623844.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      810000 | PA      | $811139.06     | 0.01%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Skyward Specialty Insurance Gr                    | Skyward Specialty Insurance Group Inc                                           | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |       51643 | NS      | $2984448.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ Lodging Trust                                                               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       67900 | NS      | $494312.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp                     | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       26000 | NS      | $484922.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                   | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        3700 | NS      | $190365.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Investment & Securities Co                     | NH Investment & Securities Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |      158205 | NS      | $2339520.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTracker Inc                                    | NEXTracker Inc                                                                  | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35100 | NS      | $1908387.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                               | Guardant Health Inc                                                             | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       48061 | NS      | $2501094.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          64 | NS      | $472682.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      759000 | NC      | $0.03          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennant Co                                        | Tennant Co                                                                      | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       23963 | NS      | $1856653.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYSTONE COML CAP TRUST                          | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2797025 | PA      | $2489352.27    | 0.02%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| Ivanhoe Mines Ltd                                 | Ivanhoe Mines Ltd                                                               | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      192482 | NS      | $1446000.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                    | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       12223 | NS      | $1828316.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                           | EXOR NV                                                                         | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        3112 | NS      | $314148.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trex Co Inc                                       | Trex Co Inc                                                                     | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1425 | NS      | $77491.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                          | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        2178 | NS      | $217734.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                  | Black Hills Corp                                                                | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       33900 | NS      | $1901790.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                      | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      121472 | NS      | $4802918.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 8 Ltd                                                     | CUSIP: 03329KAY9<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |    10500000 | PA      | $10517896.20   | 0.08%             | 2034-10-27      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       92785 | NS      | $14899415.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc                                        | Lazard Inc                                                                      | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        1012 | NS      | $48555.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1317000 | NC      | $-13032.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                                      | Falabella SA                                                                    | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |       29931 | NS      | $159032.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                          | Wolverine World Wide Inc                                                        | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       18100 | NS      | $327248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                           | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       16941 | NS      | $3989551.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                         | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       14329 | NS      | $2347949.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      860000 | PA      | $914285.01     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HENDERSON LAND                                    | Henderson Land Development Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      112000 | NS      | $393343.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                        | HEICO Corp                                                                      | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        4800 | NS      | $1242000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                        | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       61604 | NS      | $4238378.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       75000 | PA      | $91802.82      | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22000000 | PA      | $21835688.78   | 0.16%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1852.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                            | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        9434 | NS      | $1296231.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                        | Globant SA                                                                      | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |         310 | NS      | $28160.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marble Point CLO XVIII Ltd                        | Marble Point CLO XVIII Ltd                                                      | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14000000 | PA      | $13990018.00   | 0.10%             | 2038-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                  | Saudi Awwal Bank                                                                | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |        1170 | NS      | $10509.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo Inc                                      | Duolingo Inc                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4900 | NS      | $2009098.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                               | StepStone Group Inc                                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22600 | NS      | $1254300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                               | Archer Aviation Inc                                                             | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       91900 | NS      | $997115.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $118613.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      157418 | NS      | $19106941.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                            | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       30955 | NS      | $1142322.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      465000 | PA      | $289223.48     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      631764 | NS      | $111335769.72  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                    | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        1680 | NS      | $212032.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                        | Embraer SA                                                                      | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |       84727 | NS      | $4821813.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                          | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        2600 | NS      | $622082.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      118677 | NS      | $8430814.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      215612 | NS      | $7303211.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY PRIN STRIP                                  | Repubic of Italy Government International Bond Principal Strip                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2760000 | PA      | $2702726.36    | 0.02%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                       | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        5147 | NS      | $335378.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                     | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     1006422 | NS      | $2363799.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                         | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       15983 | NS      | $245498.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                       | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      850000 | PA      | $741121.13     | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      242195 | NS      | $5308354.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      495000 | PA      | $429425.83     | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                 | YETI Holdings Inc                                                               | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |        1020 | NS      | $32150.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-97763.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trump Media & Technology Group                    | Trump Media & Technology Group Corp                                             | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |         110 | NS      | $1984.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                         | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       35428 | NS      | $679244.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                | Houlihan Lokey Inc                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       21933 | NS      | $3946843.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17696.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-124188.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                    | Keppel DC REIT                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |       24535 | NS      | $44974.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                      | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       42275 | NS      | $1981526.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2629315.39    | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty Ltd                              | Assured Guaranty Ltd                                                            | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |        1325 | NS      | $115407.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3034601 | PA      | $3492073.80    | 0.03%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hermes International SCA                          | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        2761 | NS      | $7484700.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Insurance Holdings In                    | Heritage Insurance Holdings Inc                                                 | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       56000 | NS      | $1396640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                             | Veris Residential Inc                                                           | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |       33010 | NS      | $491518.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $15429.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                              | Volkswagen Bank GmbH                                                            | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     2500000 | PA      | $3088084.27    | 0.02%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                | Banco do Brasil SA                                                              | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |       45100 | NS      | $184032.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-980762.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      777000 | PA      | $1000156.37    | 0.01%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                         | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        1725 | NS      | $302858.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9502.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                               | Fortive Corp                                                                    | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1569618.38    | 0.01%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                      | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        1484 | NS      | $168493.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitec Bank Holdings Ltd                         | Capitec Bank Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |         362 | NS      | $72380.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $380685.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                       | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       56729 | NS      | $7891571.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                               | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        4042 | NS      | $1416680.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                        | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       26824 | NS      | $3042109.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meitu Inc                                         | Meitu Inc                                                                       | CUSIP: 000000000<br>LEI: 529900P2POH56W116T02 | Long             | EC               | CORP              | CN        |        8000 | NS      | $9233.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                          | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      303227 | NS      | $188273644.30  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                          | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       15295 | NS      | $2666377.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       12007 | NS      | $6022591.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1517000 | NC      | $1.08          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd                           | InterGlobe Aviation Ltd                                                         | CUSIP: 000000000<br>LEI: 33580079R8SLLO23XD19 | Long             | EC               | CORP              | IN        |         732 | NS      | $51052.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      925000 | PA      | $909860.28     | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Braemar Hotels & Resorts Inc                      | Braemar Hotels & Resorts Inc                                                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |       49400 | NS      | $121030.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                        | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      159800 | NS      | $4436036.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1253666.34    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1930438.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2365000 | PA      | $1668649.40    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                                    | CCM Merger Inc                                                                  | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |      925000 | PA      | $925484.86     | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                          | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        5291 | NS      | $1499469.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                     | Advanced Drainage Systems Inc                                                   | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        1130 | NS      | $129791.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                         | Golden Agri-Resources Ltd                                                       | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | SG        |     3605200 | NS      | $709621.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp                                    | Flowserve Corp                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       89559 | NS      | $4688413.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                     | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |      300226 | NS      | $1290971.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprout Social Inc                                 | Sprout Social Inc                                                               | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |       13697 | NS      | $286404.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International Funding Pte Ltd              | NOMURA INTERNATIONAL FUNDING PTE LTD                                            | CUSIP: 000000000<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | DBT              | CORP              | SG        |     5000000 | PA      | $699793.94     | 0.01%             | 2031-01-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       79600 | NS      | $7140255.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Or                    | Hellenic Telecommunications Organization SA                                     | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |      157443 | NS      | $2993788.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group Inc                           | MDU Resources Group Inc                                                         | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5009 | NS      | $83500.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                     | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       93891 | NS      | $3921493.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                  | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |        9700 | NS      | $396654.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81980.93      | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                         | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       53670 | NS      | $2359017.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      225000 | PA      | $235666.28     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                  | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       65902 | NS      | $14630.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                    | COSCO SHIPPING Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |       52000 | NS      | $90527.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                         | Bharat Petroleum Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |       43599 | NS      | $168830.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Ltd                                   | Tata Motors Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800BO2LHWJJ8TZI32 | Long             | EC               | CORP              | IN        |        3120 | NS      | $25030.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                    | Rocket Cos Inc                                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2370 | NS      | $33606.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     2500000 | PA      | $2592500.00    | 0.02%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                    | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |       18457 | NS      | $1030036.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      670000 | PA      | $669799.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                              | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        7205 | NS      | $750761.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                | Varex Imaging Corp                                                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       38400 | NS      | $332928.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Dial Ltd                                     | Just Dial Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500VMGYJE9GSAZ158 | Long             | EC               | CORP              | IN        |        1388 | NS      | $15036.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                | Midea Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |        1700 | NS      | $16162.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                        | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       29090 | NS      | $1961829.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                               | Silgan Holdings Inc                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |        2031 | NS      | $110039.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                    | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       12071 | NS      | $703256.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $412231.80     | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      833600 | NS      | $7551118.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                           | Nexstar Media Group Inc                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |         462 | NS      | $79902.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                       | Compass Inc                                                                     | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |       46700 | NS      | $293276.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greywolf CLO Ltd                                  | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     2480647 | PA      | $2480647.46    | 0.02%             | 2031-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                    | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |      697154 | NS      | $9564952.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6394.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                               | Swiss Prime Site AG                                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |        9666 | NS      | $1451100.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1992000 | PA      | $1772601.12    | 0.01%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1751332.95    | 0.01%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1542011.31    | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                         | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |       43416 | NS      | $9082659.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $251785.73     | 0.00%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                           | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        5834 | NS      | $465319.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 9 DAC                                                         | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |    12000000 | PA      | $14169483.28   | 0.10%             | 2037-04-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                      | NNN REIT Inc                                                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |        4361 | NS      | $188307.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $66397.79      | 0.00%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        8326 | NS      | $529700.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopharm Group Co Ltd                            | Sinopharm Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |        6800 | NS      | $15962.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                              | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       16495 | NS      | $2362248.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT                                               | NTT                                                                             | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      908800 | NS      | $971607.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                       | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      541583 | NS      | $1947979.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      700000 | PA      | $538466.11     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $366758.00     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                               | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      590000 | PA      | $511173.96     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      191459 | NS      | $13266969.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| FMC Corp                                          | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        3052 | NS      | $127421.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                              | Hilltop Holdings Inc                                                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       11500 | NS      | $349025.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       36902 | NS      | $3654036.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mphasis Ltd                                       | Mphasis Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800NSYTIQLQKUYP62 | Long             | EC               | CORP              | IN        |       31788 | NS      | $1055330.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48977.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                              | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        2471 | NS      | $122265.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Mortgage Investment Trust I                    | AG Mortgage Investment Trust Inc                                                | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |       17900 | NS      | $135145.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                             | West Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |       65140 | NS      | $1489170.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                        | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       14073 | NS      | $2546650.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotruk Hong Kong Ltd                            | Sinotruk Hong Kong Ltd                                                          | CUSIP: 000000000<br>LEI: 529900BB4WA4W576X724 | Long             | EC               | CORP              | CN        |        8500 | NS      | $24829.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports C                    | Madison Square Garden Sports Corp                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         390 | NS      | $81490.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $331538.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life Inc                                    | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        2054 | NS      | $255291.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2015-IV Ltd                                                        | CUSIP: 12550TAY1<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |     4540000 | PA      | $4549673.38    | 0.03%             | 2034-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                        | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      110100 | NS      | $1671300.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp                                 | MP Materials Corp                                                               | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |        3095 | NS      | $102970.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Darden Restaurants Inc                            | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       56793 | NS      | $12379170.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24895000 | PA      | $20592832.81   | 0.15%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                   | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       44084 | NS      | $14573288.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                   | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      135584 | NS      | $3518796.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1331000 | NC      | $-15373.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                       | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        8450 | NS      | $678450.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                          | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     1140000 | PA      | $1180137.01    | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                        | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       26264 | NS      | $4812352.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings In                    | Spirit AeroSystems Holdings Inc                                                 | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2501 | NS      | $95413.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGESS                                            | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $589019.06     | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                  | Medibank Pvt Ltd                                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      358930 | NS      | $1191970.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                               | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       28980 | NS      | $1298014.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1368613.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         175 | NS      | $93402.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                      | Carlsberg AS                                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        7008 | NS      | $992917.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SharkNinja Inc                                    | SharkNinja Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1130 | NS      | $111858.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       59889 | NS      | $4025139.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-819.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk PT                     | Bank Syariah Indonesia Tbk PT                                                   | CUSIP: 000000000<br>LEI: 9845009CD3B814E04066 | Long             | EC               | CORP              | ID        |     1124853 | NS      | $178867.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     3075000 | NC      | $65.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D-Wave Quantum Inc                                | D-Wave Quantum Inc                                                              | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | CA        |        9600 | NS      | $140544.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaxia Bank Co Ltd                                | Huaxia Bank Co Ltd                                                              | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |       25500 | NS      | $28183.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                         | CIFC European Funding CLO III DAC                                               | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |     5250000 | PA      | $6184240.59    | 0.05%             | 2034-01-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                 | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28800 | NS      | $4857984.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | Bridgebio Pharma Inc                                                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       24200 | NS      | $1044956.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alignment Healthcare Inc                          | Alignment Healthcare Inc                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       98600 | NS      | $1380400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      320000 | PA      | $326099.44     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                           | Perdoceo Education Corp                                                         | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       56700 | NS      | $1853523.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                               | Affirm Holdings Inc                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2585 | NS      | $178726.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      492015 | NS      | $10071547.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        5868 | NS      | $937119.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                      | Associated British Foods PLC                                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       54527 | NS      | $1540625.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $430253.31     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MALTA GOVERNMENT                                  | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     1000000 | PA      | $1018520.83    | 0.01%             | 2031-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc                          | Revolution Medicines Inc                                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       11350 | NS      | $417566.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                     | Crinetics Pharmaceuticals Inc                                                   | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |        3514 | NS      | $101062.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medplus Health Services Ltd                       | Medplus Health Services Ltd                                                     | CUSIP: 000000000<br>LEI: 335800QYF5P4YJGT4P11 | Long             | EC               | CORP              | IN        |         460 | NS      | $4852.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                         | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | US        |         500 | NS      | $142880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-11290.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                      | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      363090 | NS      | $6985136.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                                | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       11418 | NS      | $242061.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         232 | NS      | $428030.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224106.10     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                       | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |       26000 | NS      | $588646.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                       | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        9300 | NS      | $3759246.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                       | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      180100 | NS      | $4369114.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-18310.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Group Inc                             | Avis Budget Group Inc                                                           | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |         273 | NS      | $46150.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate                     | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6800000 | PA      | $6308989.00    | 0.05%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2019-11R Ltd                                                               | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10125000 | PA      | $10142278.31   | 0.07%             | 2035-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                         | Prosperity Bancshares Inc                                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2095 | NS      | $147152.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       17141 | NS      | $6119165.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                      | Acadian Asset Management Inc                                                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |        7607 | NS      | $268070.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                       | Cognex Corp                                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        3965 | NS      | $125769.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11529.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JK Cement Ltd                                     | JK Cement Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800IECEF3EIDGF809 | Long             | EC               | CORP              | IN        |        1064 | NS      | $76324.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        3025 | NS      | $3146726.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        6964 | NS      | $166091.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      435444 | NS      | $20605210.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 Networks Inc                                                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       68800 | NS      | $1331280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      190425 | NS      | $5199734.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                            | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39619 | NS      | $3066510.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        2450 | NS      | $437545.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                       | Apellis Pharmaceuticals Inc                                                     | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |        5283 | NS      | $91448.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BTG Pactual SA                              | Banco BTG Pactual SA                                                            | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |      125577 | NS      | $976537.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | Avista Corp                                                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       58381 | NS      | $2215558.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-20667.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                       | Grupo Financiero Galicia SA                                                     | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        9741 | NS      | $490848.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                       | Bruker Corp                                                                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |        1090 | NS      | $44908.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       29682 | NS      | $8871652.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      170000 | PA      | $162615.39     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $120718.02     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         234 | NC      | $922823.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                 | World Kinect Corp                                                               | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       46300 | NS      | $1312605.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CyberArk Software Ltd                             | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       16845 | NS      | $6853893.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DCLI BIDCO LLC                                    | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      385000 | PA      | $389882.90     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Robert Half Inc                                   | Robert Half Inc                                                                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        2471 | NS      | $101434.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp                                        | NAVER Corp                                                                      | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |          33 | NS      | $6408.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                    | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      180301 | NS      | $14068887.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $187891.06     | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Co                                | Crescent Energy Co                                                              | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8935 | NS      | $76841.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      494937 | PA      | $487141.47     | 0.00%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                            | Liberty Broadband Corp                                                          | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |         359 | NS      | $35117.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet Clo 2019-1 Ltd                                                        | CUSIP: 94950NAN2<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |     7925005 | PA      | $7936663.46    | 0.06%             | 2032-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G64<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1524031.45    | 0.01%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       55614 | NS      | $1838598.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        2728 | NS      | $93597.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        8500 | NS      | $2771765.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-57835.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $610994.25     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| First Financial Bancorp                           | First Financial Bancorp                                                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       51000 | NS      | $1237260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                           | Axsome Therapeutics Inc                                                         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        5900 | NS      | $615901.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Britannia Industries Ltd                          | Britannia Industries Ltd                                                        | CUSIP: 000000000<br>LEI: 335800RRN5EVHNNAXN80 | Long             | EC               | CORP              | IN        |         665 | NS      | $45370.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Scientific Inc                               | Core Scientific Inc                                                             | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       66800 | NS      | $1140276.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PETROBRAS                                         | Petroleo Brasileiro SA - Petrobras                                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |       99400 | NS      | $622038.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1454 | NC      | $5039224.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In                    | First Interstate BancSystem Inc                                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |        8379 | NS      | $241482.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                        | Intapp Inc                                                                      | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       70128 | NS      | $3620007.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      195000 | PA      | $240388.20     | 0.00%             | 2028-04-25      | Fixed         | 4.12%                 | No            |                  2 | 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        |      475000 | PA      | $412376.66     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holding                    | Ollie's Bargain Outlet Holdings Inc                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |        1385 | NS      | $182515.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1764811.23    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                        | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       18209 | NS      | $7799888.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marico Ltd                                        | Marico Ltd                                                                      | CUSIP: 000000000<br>LEI: 3358003SFDQFGJPC5O84 | Long             | EC               | CORP              | IN        |        2196 | NS      | $18499.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                           | CNO Financial Group Inc                                                         | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |        9000 | NS      | $347220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                     | Seaboard Corp                                                                   | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |           6 | NS      | $17167.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                   | AZEK Co Inc/The                                                                 | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |        1070 | NS      | $58154.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Ltd                                | Contact Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      109098 | NS      | $598712.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1285651.50    | 0.01%             | 2048-01-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                      | American Healthcare REIT Inc                                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       46237 | NS      | $1698747.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Swire Properties Ltd                              | Swire Properties Ltd                                                            | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |      118736 | NS      | $296796.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        3939 | NS      | $22803816.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                         | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       49800 | NS      | $1784792.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                              | Associated Banc-Corp                                                            | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       85700 | NS      | $2090223.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $384515.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL XII Ltd                                                                | CUSIP: 67629HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3009812.10    | 0.02%             | 2038-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Hain Celestial Group Inc/The                      | Hain Celestial Group Inc/The                                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      376141 | NS      | $571734.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                                | Liberty Global Ltd                                                              | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | GB        |        2730 | NS      | $27327.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1499800 | PA      | $1519188.63    | 0.01%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group In                    | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       98400 | NS      | $2617187.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                         | Gerdau SA                                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |      801034 | NS      | $2358974.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                 | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |      514577 | NS      | $1640791.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       65262 | NS      | $2885991.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                         | ANSYS Inc                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        2087 | NS      | $732996.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                               | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      229200 | NS      | $2116850.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Worthington Enterprises Inc                       | Worthington Enterprises Inc                                                     | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |        8100 | NS      | $515484.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11313.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1135000 | PA      | $1134911.33    | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12470000 | PA      | $17702516.21   | 0.13%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CNH CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    18361000 | NC      | $59355.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17957.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |        4859 | NS      | $31534.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | EUR/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29439.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMRIZE LTD                                        | AMRIZE LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36959 | NS      | $1843641.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      172125 | NS      | $11806053.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |     4616345 | PA      | $5424120.30    | 0.04%             | 2030-04-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $68873.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -319 | NC      | $-385260.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                            | XP Inc                                                                          | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |      147986 | NS      | $2989317.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | Ryan Specialty Holdings Inc                                                     | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6182 | NS      | $420314.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                             | ESCO Technologies Inc                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       20800 | NS      | $3990896.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      112875 | NS      | $1606503.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      232100 | NS      | $6771529.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                               | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        1232 | NS      | $285084.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1354805.55    | 0.01%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr                    | Goodleap Sustainable Home Solutions Trust 2023-3                                | CUSIP: 38237CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      417026 | PA      | $399357.26     | 0.00%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22898.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Popular Inc                                       | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        1413 | NS      | $155726.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-820924.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                       | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        1163 | NS      | $361902.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qifu Technology Inc                               | Qifu Technology Inc                                                             | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | CN        |        2800 | NS      | $121408.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGICOR FINANCING SARL                            | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1148513.03    | 0.01%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                      | Diversified Healthcare Trust                                                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      376100 | NS      | $1346438.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                     | Empire Co Ltd                                                                   | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       14000 | NS      | $580973.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3477.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                      | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       81000 | NS      | $962144.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Solutions Inc                           | Advantage Solutions Inc                                                         | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      123600 | NS      | $163152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $420822.41     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       16732 | NS      | $192083.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      470000 | PA      | $463788.25     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                         | Enpro Inc                                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        2200 | NS      | $421410.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      315000 | PA      | $321107.82     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       85012 | NS      | $7756494.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | Saia Inc                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |         861 | NS      | $235905.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                       | United States Treasury Strip Principal                                          | CUSIP: 912803FG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      295000 | PA      | $91854.49      | 0.00%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEI Investments Co                                | SEI Investments Co                                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        2430 | NS      | $218359.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group/The                                     | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      382835 | NS      | $1222228.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riley Exploration Permian Inc                     | Riley Exploration Permian Inc                                                   | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       10900 | NS      | $285907.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      922000 | NC      | $18.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6582.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                       | Abu Dhabi Islamic Bank PJSC                                                     | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |        4984 | NS      | $29180.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                           | Tritax Big Box REIT PLC                                                         | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |      131482 | NS      | $267717.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -22000000 | OU      | $-1691.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                | iShares Gold Trust                                                              | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |      320000 | NS      | $19955200.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-94397.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                               | Krung Thai Bank PCL                                                             | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |       54600 | NS      | $35815.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      300000 | PA      | $337235.31     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                             | Arrow Electronics Inc                                                           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        1279 | NS      | $162982.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2752.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                              | Gulfport Energy Corp                                                            | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        3113 | NS      | $626242.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       35332 | NS      | $1151823.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      315164 | NS      | $5518521.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SK Hynix Inc                                      | SK Hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       25573 | NS      | $5510511.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                 | U-Haul Holding Co                                                               | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        1400 | NS      | $76118.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1327986.66    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     2485000 | NC      | $328.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                              | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        4093 | NS      | $1524111.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |          92 | NS      | $10505.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Marin Bancorp                             | Bank of Marin Bancorp                                                           | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46400 | NS      | $1059776.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      606000 | PA      | $601279.74     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1774298.97    | 0.01%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                 | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        1163 | NS      | $126801.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPR Co Ltd                                        | TPR Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      120800 | NS      | $1632201.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TG Therapeutics Inc                               | TG Therapeutics Inc                                                             | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |        4600 | NS      | $165554.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      108193 | NS      | $15057129.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                          | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |      850000 | PA      | $961103.50     | 0.01%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12557.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                             | Bangko Sentral ng Pilipinas International Bond                                  | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     1000000 | PA      | $1075460.00    | 0.01%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                       | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        3059 | NS      | $208317.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                               | Peabody Energy Corp                                                             | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      175500 | NS      | $2355210.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                             | Burlington Stores Inc                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        1598 | NS      | $371758.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                      | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       14165 | NS      | $5663567.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                          | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      711100 | NS      | $1605151.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3331213.32    | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                    | API Group Corp                                                                  | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        5285 | NS      | $269799.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                           | Cushman & Wakefield PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      153800 | NS      | $1702566.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                         | Graco Inc                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       12781 | NS      | $1098782.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM Technologies Inc                                                            | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       50300 | NS      | $2053246.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $599021.03     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      416460 | NS      | $14530103.55   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21990.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                             | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        6461 | NS      | $1112907.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovent Biologics Inc                            | Innovent Biologics Inc                                                          | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | CN        |        9000 | NS      | $90222.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                  | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       43142 | NS      | $2253851.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49765.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                           | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10173 | NS      | $1499907.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                       | Hexcel Corp                                                                     | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        1988 | NS      | $112302.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        4417 | NS      | $1092103.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1520000 | NC      | $-923.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                 | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         879 | NS      | $298728.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                 | Brunswick Corp/DE                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        1611 | NS      | $88991.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1095000 | PA      | $1096796.48    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        7741 | NS      | $1164290.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                              | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        1680 | NS      | $610322.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | eG Global Finance PLC                                                           | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330375.00     | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-134219.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                 | Cummins India Ltd                                                               | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |        1282 | NS      | $50844.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                    | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        5997 | NS      | $840299.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                         | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      171147 | NS      | $1455046.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                     | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        6193 | NS      | $798401.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      123546 | NS      | $22932608.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3210000 | PA      | $3270277.70    | 0.02%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-137715.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                             | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      984488 | NS      | $1200558.12    | 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      | $-84169.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charoen Pokphand Foods PCL                        | Charoen Pokphand Foods PCL                                                      | CUSIP: 000000000<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |       31800 | NS      | $22519.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1561861.05    | 0.01%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                 | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      128859 | NS      | $3380497.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                      | Dayforce Inc                                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        3274 | NS      | $181346.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Japan Tobacco Inc                                 | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       41500 | NS      | $1222566.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| China Airlines Ltd                                | China Airlines Ltd                                                              | CUSIP: 000000000<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |       75000 | NS      | $55418.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $513280.00     | 0.00%             | 2041-12-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2022-2 DAC                                           | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |    10500000 | PA      | $12371191.12   | 0.09%             | 2038-01-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1374.13       | 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      | $-1447227.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      139232 | NS      | $5501079.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        2553 | NS      | $149324.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                          | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |       17850 | NS      | $723403.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International                    | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      171424 | NS      | $18105802.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Energetica de Minas Gerais                    | Cia Energetica de Minas Gerais                                                  | CUSIP: 000000000<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |       12000 | NS      | $23964.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                    | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |        7129 | NS      | $261277.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                           | Enerpac Tool Group Corp                                                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |        5483 | NS      | $222390.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDC Ltd                                        | NEXTDC Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |       35096 | NS      | $335004.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2025-1 DAC                                           | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |     3250000 | PA      | $3822594.99    | 0.03%             | 2039-10-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4270.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                        | Sanlam Ltd                                                                      | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |       19324 | NS      | $96806.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                            | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         155 | NS      | $91890.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                      | Compass Diversified Holdings                                                    | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |        7000 | NS      | $43960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $30008.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Consumer Healthcare I                    | Prestige Consumer Healthcare Inc                                                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7300 | NS      | $582905.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |         461 | NS      | $93172.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1611827.99    | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Snam SpA                                          | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      251798 | NS      | $1524307.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      915000 | PA      | $915997.79     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        1240 | NS      | $219256.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                         | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       28422 | NS      | $439032.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      101743 | NS      | $9903663.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       11941 | NS      | $559197.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BSE Ltd                                           | BSE Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800UOTLCPTZQVDA19 | Long             | EC               | CORP              | IN        |       23501 | NS      | $760294.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                              | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |        5587 | NS      | $155542.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                            | Intuitive Machines Inc                                                          | CUSIP: 46125A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12400 | NS      | $134788.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                     | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1235 | NS      | $337414.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                          | Flex Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |        7555 | NS      | $377145.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $65175.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                        | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      123500 | NS      | $11043370.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-170694.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                            | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       47609 | NS      | $2599451.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL Financial Holdings Inc                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       11814 | NS      | $4429895.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $59823.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industries Qatar QSC                              | Industries Qatar QSC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |      105288 | NS      | $357146.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1170000 | PA      | $1135373.03    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                            | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       12900 | NS      | $643065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Scout24 SE                                        | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       20200 | NS      | $2788586.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMB Financial Corp                                | UMB Financial Corp                                                              | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |        5400 | NS      | $567864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       28643 | NS      | $20006276.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansoh Pharmaceutical Group Co                    | Hansoh Pharmaceutical Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | CN        |       24000 | NS      | $91207.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                              | Evonik Industries AG                                                            | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       17656 | NS      | $364747.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp                                        | Terex Corp                                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       54100 | NS      | $2525929.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        2945 | NS      | $376989.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                              | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        2166 | NS      | $1389440.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Inc                                           | BXP Inc                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        7503 | NS      | $506227.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Airbnb Inc                                        | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       34466 | NS      | $4561230.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | Interface Inc                                                                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       58900 | NS      | $1232777.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      330548 | NS      | $5146643.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                  | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |       35900 | NS      | $417612.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardent Health Inc                                 | Ardent Health Inc                                                               | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       59700 | NS      | $815502.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-32400.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Green Dot Corp                                    | Green Dot Corp                                                                  | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      165100 | NS      | $1779778.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      210042 | NS      | $28567812.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                               | Churchill Downs Inc                                                             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |        5779 | NS      | $583679.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530000 | PA      | $2259113.91    | 0.02%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7675000 | PA      | $7001039.06    | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      975000 | PA      | $985745.30     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ares Commercial Real Estate Co                    | Ares Commercial Real Estate Corp                                                | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |       19000 | NS      | $90630.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JD.com Inc                                        | JD.com Inc                                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |        6600 | NS      | $107793.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -3450000 | OU      | $-11203.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Life Time Group Holdings Inc                      | Life Time Group Holdings Inc                                                    | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       60300 | NS      | $1828899.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                        | Stride Inc                                                                      | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |        5200 | NS      | $754988.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      144709 | NS      | $31637728.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      250000 | PA      | $294861.32     | 0.00%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc                      | Simpson Manufacturing Co Inc                                                    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |         840 | NS      | $130460.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                           | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      366233 | NS      | $6982770.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      400000 | PA      | $429226.13     | 0.00%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       10500 | NS      | $2320710.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ESTONIA                               | Estonia Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      705000 | PA      | $880547.78     | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1900000 | PA      | $1907638.00    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Covenant Logistics Group Inc                      | Covenant Logistics Group Inc                                                    | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7000 | NS      | $168770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALEDONIA GENERA                                  | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210934 | PA      | $184893.07     | 0.00%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $943006.69     | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SCSK Corp                                         | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       33400 | NS      | $1006264.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtus Investment Partners Inc                    | Virtus Investment Partners Inc                                                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        2200 | NS      | $399080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                      | Freshpet Inc                                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |         780 | NS      | $53008.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1000000 | PA      | $872000.00     | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Watsco Inc                                        | Watsco Inc                                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         835 | NS      | $368752.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      515000 | PA      | $530255.78     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      536864 | NS      | $5207475.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | Pitney Bowes Inc                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      117700 | NS      | $1284107.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                            | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       14125 | NS      | $710809.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |     3530000 | OU      | $33393.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impinj Inc                                        | Impinj Inc                                                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |         768 | NS      | $85301.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                               | Amerant Bancorp Inc                                                             | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |        6800 | NS      | $123964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                  | Badger Meter Inc                                                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        2000 | NS      | $489900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1231662.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                    | Shinhan Financial Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        3933 | NS      | $178309.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       40725 | NS      | $10934047.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -759000 | NC      | $-51.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                      | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        5487 | NS      | $709798.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eletrobras SA                                     | Centrais Eletricas Brasileiras SA                                               | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |       13124 | NS      | $97323.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                  | Coeur Mining Inc                                                                | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      219900 | NS      | $1948314.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                               | Texas Roadhouse Inc                                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        2161 | NS      | $404993.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | Park Hotels & Resorts Inc                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |        5054 | NS      | $51702.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliant Energy Corp                               | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        5856 | NS      | $354112.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $46273.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO                               | Grosvenor Place CLO 2022-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |    11500000 | PA      | $13576958.64   | 0.10%             | 2038-05-24      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                               | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      165349 | NS      | $2519676.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                       | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       90100 | NS      | $2972717.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      600000 | PA      | $407192.94     | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                  | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         873 | NS      | $325978.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-185109.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/                    | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         222 | NS      | $434336.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                                 | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |       52668 | NS      | $3339368.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                      | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       42658 | NS      | $638689.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus Inc                                        | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       36400 | NS      | $2330328.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      880000 | PA      | $895356.09     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       13480 | NS      | $6306213.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       41798 | NS      | $22039667.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      141798 | NS      | $17510635.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         985 | NS      | $443841.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                               | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1900491.15    | 0.01%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                    | Open Text Corp                                                                  | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       13200 | NS      | $385700.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                   | ICU Medical Inc                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       10000 | NS      | $1321500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                                     | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      110000 | NS      | $2217407.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059E5L4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      461000 | PA      | $322994.50     | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       27658 | NS      | $28434636.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $31418.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       88819 | NS      | $5169631.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sylvamo Corp                                      | Sylvamo Corp                                                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       21900 | NS      | $1097190.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13580000 | PA      | $10454478.13   | 0.08%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    18361000 | NC      | $981.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-196135.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       14793 | NS      | $727519.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     3530000 | OU      | $2.07          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                       | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       25400 | NS      | $440344.44     | 0.00%             |  |  |  | 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        |         772 | NC      | $636845.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN INC                                      | JELD-WEN Inc                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1023763.21    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd                          | GE Vernova T&D India Ltd                                                        | CUSIP: 000000000<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |         720 | NS      | $19845.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Medical REIT Inc                           | Global Medical REIT Inc                                                         | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |        8717 | NS      | $60408.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1909574.11    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                      | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       87345 | NS      | $5088719.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      214668 | NS      | $17199200.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                    | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |     1205200 | NS      | $2103193.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd                              | Hyundai Rotem Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         315 | NS      | $45711.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1326000 | NC      | $-4339.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                           | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       19323 | NS      | $1939063.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                              | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       50083 | NS      | $1025890.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                    | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        6357 | NS      | $13462210.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                            | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1189605.11    | 0.01%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                              | Orthofix Medical Inc                                                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7200 | NS      | $80280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                 | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       87611 | NS      | $10240054.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                       | Toro Co/The                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        2315 | NS      | $163624.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $150256.25     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1565841.25    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iridium Communications Inc                        | Iridium Communications Inc                                                      | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        2015 | NS      | $60792.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                     | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       34329 | NS      | $2430159.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -1522 | NC      | $-6572385.49   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                              | SL Green Realty Corp                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        6919 | NS      | $428286.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Thor Industries Inc                               | Thor Industries Inc                                                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        1247 | NS      | $110746.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATL                                              | Contemporary Amperex Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |        1200 | NS      | $42345.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                          | Industrial Bank of Korea                                                        | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |        8984 | NS      | $121338.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                 | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       51573 | NS      | $5289842.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                      | AdvanSix Inc                                                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       49400 | NS      | $1173250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                              | NetScout Systems Inc                                                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       67800 | NS      | $1682118.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       14982 | NS      | $616209.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2187.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coupang Inc                                       | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      131500 | NS      | $3939740.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Pharmaceutical Industries                     | Sun Pharmaceutical Industries Ltd                                               | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |       33262 | NS      | $650208.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp                                     | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        4998 | NS      | $445871.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      214177 | NS      | $44876506.81   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      432066 | NS      | $40311757.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11344.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                   | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       70200 | NS      | $1381947.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                         | Edgewell Personal Care Co                                                       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |        5400 | NS      | $126414.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $24952.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |    12250000 | PA      | $14423114.11   | 0.11%             | 2038-10-19      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International In                    | Choice Hotels International Inc                                                 | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |          40 | NS      | $5075.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust                     | KKR Real Estate Finance Trust Inc                                               | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |       28500 | NS      | $249945.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1400000 | PA      | $1246994.00    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      759000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2493173 | PA      | $2322322.09    | 0.02%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                        | Akbank TAS                                                                      | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |      244507 | NS      | $419019.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      770000 | PA      | $677782.86     | 0.00%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Boot Barn Holdings Inc                            | Boot Barn Holdings Inc                                                          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |        1695 | NS      | $257640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Lin                    | Santander Bank Auto Credit-Linked Notes Series 2022-C                           | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10026 | PA      | $10064.68      | 0.00%             | 2032-12-15      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1443931.11    | 0.01%             | 2029-03-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Bank of India Ltd                           | Union Bank of India Ltd                                                         | CUSIP: 000000000<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               | CORP              | IN        |       36585 | NS      | $65538.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp                              | Southern Copper Corp                                                            | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        5270 | NS      | $533205.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| T Rowe Price Group Inc                            | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        5052 | NS      | $487518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                        | Alight Inc                                                                      | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |      280800 | NS      | $1589328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                   | Sandisk Corp/DE                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2786 | NS      | $126345.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties                     | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      156804 | NS      | $7319610.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $78662.29      | 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      | $72250.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                         | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        6496 | NS      | $364360.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barwa Real Estate Co                              | Barwa Real Estate Co                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |      234616 | NS      | $178909.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                      | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       57250 | NS      | $2112525.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2800000 | PA      | $2863895.65    | 0.02%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                               | Onto Innovation Inc                                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |         860 | NS      | $86799.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | Harley-Davidson Inc                                                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        2924 | NS      | $69006.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-HQA5                                         | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |     2075000 | PA      | $2295406.92    | 0.02%             | 2050-11-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Moelis & Co                                       | Moelis & Co                                                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |        2934 | NS      | $182846.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       32668 | NS      | $4492503.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBEC CITY                                       | City of Quebec Canada                                                           | CUSIP: 747874UF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $669796.73     | 0.00%             | 2031-07-06      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Gillette India Ltd                                | Gillette India Ltd                                                              | CUSIP: 000000000<br>LEI: 3358002S2XZDSQKDGX30 | Long             | EC               | CORP              | IN        |         312 | NS      | $39690.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                         | Zijin Mining Group Co Ltd                                                       | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |       16000 | NS      | $41148.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                             | Emaar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     1353772 | NS      | $5022008.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                           | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      176500 | NS      | $10379371.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                       | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |       25437 | NS      | $1119482.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |        7984 | NS      | $60678.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | Zillow Group Inc                                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       32558 | NS      | $2280687.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIE DELLO STATO                              | Ferrovie dello Stato Italiane SpA                                               | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1563184.47    | 0.01%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                       | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       40575 | NS      | $5450439.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Ltd                                 | Bharti Airtel Ltd                                                               | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |       36285 | NS      | $850668.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                   | Hillenbrand Inc                                                                 | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       37200 | NS      | $746604.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                | MVB Financial Corp                                                              | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       23900 | NS      | $538467.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                              | AGNC Investment Corp                                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |       19797 | NS      | $181934.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Persistent Systems Ltd                            | Persistent Systems Ltd                                                          | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |        9397 | NS      | $662344.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   -35040000 | OU      | $-14236.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co                                      | Organon & Co                                                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        6327 | NS      | $61245.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                              | Astec Industries Inc                                                            | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |        5600 | NS      | $233464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                     | SoftBank Corp                                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      909000 | NS      | $1407997.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                          | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |       78739 | NS      | $1476129.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                                     | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       23389 | NS      | $1294113.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL CLO XIII Ltd                                                           | CUSIP: 67118VAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7250000 | PA      | $7307048.08    | 0.05%             | 2037-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1475000 | PA      | $1665188.55    | 0.01%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                        | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        1165 | NS      | $57166.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       81875 | NS      | $19487887.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                       | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      121401 | NS      | $3240651.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                       | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       64400 | NS      | $3372307.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                        | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       95800 | NS      | $1225512.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      162685 | NS      | $57761309.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                        | Demant A/S                                                                      | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |       23850 | NS      | $996490.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-46430.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      835000 | PA      | $846519.99     | 0.01%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     1000000 | PA      | $788908.45     | 0.01%             | 2041-10-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                         | Liberty Latin America Ltd                                                       | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |       93000 | NS      | $578460.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       39081 | NS      | $1051669.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       37418 | NS      | $10081905.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                   | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      216500 | NS      | $4326077.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-64392.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       43314 | NS      | $4372115.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1526000 | NC      | $0.09          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        7818 | NS      | $3040889.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronext NV                                       | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       26155 | NS      | $4481450.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-368023.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                           | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        2414 | NS      | $562968.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | Range Resources Corp                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        5527 | NS      | $224783.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3243225.41    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Allegro MicroSystems Inc                          | Allegro MicroSystems Inc                                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2415 | NS      | $82568.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $274921.88     | 0.00%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp                              | GeneDx Holdings Corp                                                            | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4006 | NS      | $369793.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Grand Harbour CLO                        | Fidelity Grand Harbour CLO 2021-1 DAC                                           | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |     8500000 | PA      | $10029622.41   | 0.07%             | 2034-10-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| GLP J-Reit                                        | GLP J-Reit                                                                      | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |         364 | NS      | $327818.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                     | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |       12927 | NS      | $2047105.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                        | JD.com Inc                                                                      | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |        6700 | NS      | $218688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      707000 | PA      | $709001.16     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Enel SpA                                          | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     1380365 | NS      | $13100637.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13844.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                               | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         750 | NS      | $20602.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $419743.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                  | Zillow Group Inc                                                                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        1133 | NS      | $77599.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      294385 | NS      | $2072761.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                          | Service Properties Trust                                                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |       39900 | NS      | $95361.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-Haul Holding Co                                                               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         135 | NS      | $8175.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                      | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     1106928 | NS      | $1807021.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                          | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $112115.15     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United Community Banks Inc/GA                     | United Community Banks Inc/GA                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |        7600 | NS      | $226404.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | Otter Tail Corp                                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13300 | NS      | $1025297.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        1105 | NS      | $4102014.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $465096.97     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Alkermes PLC                                      | Alkermes PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       34800 | NS      | $995628.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       93396 | NS      | $2081472.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                       | FNB Corp/PA                                                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |        8190 | NS      | $119410.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       17461 | NS      | $2060398.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P                    | Sensata Technologies Holding PLC                                                | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |       73083 | NS      | $2200529.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2087608.78    | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                       | Progyny Inc                                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17200 | NS      | $378400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                | Graham Holdings Co                                                              | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |         100 | NS      | $94617.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                             | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       54495 | NS      | $6682721.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $215447.06     | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-399563.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Relay Therapeutics Inc                            | Relay Therapeutics Inc                                                          | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      113700 | NS      | $393402.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      189000 | NS      | $4759201.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      611097 | PA      | $616601.22     | 0.00%             | 2034-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       81769 | NS      | $5578281.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     6100000 | PA      | $6693719.72    | 0.05%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                               | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      677800 | NS      | $4466500.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       20149 | NS      | $2858538.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $93759.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                          | Hana Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       11893 | NS      | $757560.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                               | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        2918 | NS      | $460343.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                      | ODP Corp/The                                                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23600 | NS      | $427868.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       64437 | NS      | $7941860.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      585000 | PA      | $612493.14     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       84669 | NS      | $66002025.57   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      300000 | PA      | $318630.98     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                           | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      118701 | NS      | $1917510.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46701.15      | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                    | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        1967 | NS      | $282461.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG Rhinebeck CLO 2021-4 Ltd                      | ICG Rhinebeck CLO 2021-4 Ltd                                                    | CUSIP: 449272AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501086.90    | 0.01%             | 2034-10-26      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                    | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |       65945 | NS      | $2271145.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Dagangan Bhd                             | Petronas Dagangan Bhd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |        4400 | NS      | $22496.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     1900000 | PA      | $2124633.08    | 0.02%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                              | Weichai Power Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |       16000 | NS      | $32576.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11205000 | PA      | $11251395.70   | 0.08%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paramount Group Inc                               | Paramount Group Inc                                                             | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      178900 | NS      | $1091290.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | Roku Inc                                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        2612 | NS      | $229568.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                 | Universal Corp/VA                                                               | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       28000 | NS      | $1630720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                           | Amicus Therapeutics Inc                                                         | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       23000 | NS      | $131790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                | NuScale Power Corp                                                              | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2300 | NS      | $90988.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      139711 | NS      | $1947571.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | Murphy Oil Corp                                                                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       51900 | NS      | $1167750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Asian Citrus Holdings Ltd                         | Asian Citrus Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |        6871 | NS      | $1266.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                           | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      529420 | NS      | $1871351.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      350000 | PA      | $432815.74     | 0.00%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                      | Woodward Inc                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        1364 | NS      | $334302.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1444736.71    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HF Sinclair Corp                                  | HF Sinclair Corp                                                                | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |        3459 | NS      | $142095.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       69160 | NS      | $6028677.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25541.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Bancorp Inc                                 | Unity Bancorp Inc                                                               | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |        2100 | NS      | $98868.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                              | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       33893 | NS      | $1560837.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-556586.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc                            | ConnectOne Bancorp Inc                                                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       18600 | NS      | $430776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                                    | NerdWallet Inc                                                                  | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |       14800 | NS      | $162356.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhen Ding Technology Holding L                    | Zhen Ding Technology Holding Ltd                                                | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | TW        |      138000 | NS      | $474910.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                            | FUJIFILM Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       84000 | NS      | $1819069.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                 | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       69362 | NS      | $13963264.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                  | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       58924 | NS      | $1982203.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mosaic Co/The                                     | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        7346 | NS      | $267982.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                     | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      119111 | NS      | $26653468.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $417976.00     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Natera Inc                                        | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         788 | NS      | $133124.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute                     | Universal Technical Institute Inc                                               | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |        9200 | NS      | $311788.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC P&C                                          | PICC Property & Casualty Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |      336000 | NS      | $652906.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1648199.58    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WP Carey Inc                                      | WP Carey Inc                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        5011 | NS      | $312586.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                            | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       55456 | NS      | $2317406.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                           | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      236196 | NS      | $3637212.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3074.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      745000 | PA      | $813498.69     | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                     | Eastroc Beverage Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |         900 | NS      | $39491.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hello Group Inc                                   | Hello Group Inc                                                                 | CUSIP: 423403104<br>LEI: 549300YMGLID32W48529 | Long             | EC               | CORP              | CN        |        8900 | NS      | $75116.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                           | MKS Inc                                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |        1537 | NS      | $152716.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                     | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       80800 | NS      | $2085183.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AvePoint Inc                                      | AvePoint Inc                                                                    | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11167 | NS      | $215634.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                           | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       21546 | NS      | $3403419.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1349742.93    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |     1515000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                             | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       23795 | NS      | $4356150.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      585000 | PA      | $565437.60     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                  | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        7134 | NS      | $524134.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-85800.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TravelSky Technology Ltd                          | TravelSky Technology Ltd                                                        | CUSIP: 000000000<br>LEI: 5299007TAWP4DZ6QFG73 | Long             | EC               | CORP              | CN        |        7000 | NS      | $9382.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                 | Chord Energy Corp                                                               | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |        1470 | NS      | $142369.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                             | Aurora Innovation Inc                                                           | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18805 | NS      | $98538.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       60598 | NS      | $3139582.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FTI Consulting Inc                                | FTI Consulting Inc                                                              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |         814 | NS      | $131461.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                            | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       35500 | NS      | $1760065.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Omnicell Inc                                      | Omnicell Inc                                                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |        5600 | NS      | $164640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |      736535 | PA      | $1013024.73    | 0.01%             | 2031-08-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                             | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       16800 | NS      | $5760117.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     1000000 | PA      | $1238645.05    | 0.01%             | 2028-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $2267280.74    | 0.02%             | 2049-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       29275 | NS      | $2300534.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                          | Highwoods Properties Inc                                                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |        2579 | NS      | $80181.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        4541 | NS      | $414184.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     5725000 | PA      | $5503156.25    | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        4857 | NS      | $402159.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        9780 | NS      | $512569.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                            | TKO Group Holdings Inc                                                          | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         920 | NS      | $167394.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       12043 | NS      | $834339.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GTHT                                              | Guotai Haitong Securities Co Ltd                                                | CUSIP: 000000000<br>LEI: 300300E1005431000017 | Long             | EC               | CORP              | CN        |        7900 | NS      | $21164.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       86457 | NS      | $9286346.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                  | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       40992 | NS      | $692754.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6910000 | PA      | $6902442.19    | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      573400 | NS      | $7817501.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $577408.61     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                 | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        4100 | NS      | $488681.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18706.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      845000 | PA      | $840764.55     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flushing Financial Corp                           | Flushing Financial Corp                                                         | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8900 | NS      | $105732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       43713 | NS      | $3226893.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                      | Graphic Packaging Holding Co                                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6877 | NS      | $144898.39     | 0.00%             |  |  |  | No            |                  1 | 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        |     1200000 | PA      | $1116801.22    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Cemex SAB de CV                                   | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |       27200 | NS      | $18829.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       42390 | NS      | $16399843.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        5813 | NS      | $558687.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                               | Mission Produce Inc                                                             | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |        8000 | NS      | $93760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      146079 | NS      | $10082372.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AST PGIM Fixed Income Central Fund                | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |   148438185 | NS      | $1708523512.45 | 12.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                         | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       46800 | NS      | $662784.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                        | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       18500 | NS      | $6068000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          43 | NC      | $7793.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pou Chen Corp                                     | Pou Chen Corp                                                                   | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |      486000 | NS      | $515339.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                 | Hero MotoCorp Ltd                                                               | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |         216 | NS      | $10671.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -180 | NC      | $8690.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV FUNDING UNLTD CO                           | Fiserv Funding ULC                                                              | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $827286.06     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       56215 | NS      | $13689476.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                      | Veracyte Inc                                                                    | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |        3200 | NS      | $86496.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | Clearway Energy Inc                                                             | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        6508 | NS      | $196932.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                          | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      702259 | NS      | $9306790.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MRC Global Inc                                    | MRC Global Inc                                                                  | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |       92800 | NS      | $1272288.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       66600 | NS      | $1076656.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                               | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        2030 | NS      | $331641.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                 | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $340749.42     | 0.00%             | 2031-07-05      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd                                 | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        3100 | NS      | $621730.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Insurance Co Group of                    | People's Insurance Co Group of China Ltd/The                                    | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     1212000 | NS      | $925120.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                         | Hong Kong Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      100000 | PA      | $79324.92      | 0.00%             | 2041-11-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| K. WAH INT'L                                      | K Wah International Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900ZOP51K5LHLPK04 | Long             | EC               | CORP              | HK        |     5850000 | NS      | $1455982.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alchip Technologies Ltd                           | Alchip Technologies Ltd                                                         | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | TW        |        5801 | NS      | $615091.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                        | Temenos AG                                                                      | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |        4152 | NS      | $298259.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       52198 | NS      | $6892223.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      116623 | NS      | $3709777.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                        | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      214085 | NS      | $1100317.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd                      | Hamilton Insurance Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |        5800 | NS      | $125396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                         | Calix Inc                                                                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       30400 | NS      | $1616976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hisense HA                                        | Hisense Home Appliances Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900PRGESPUBUBN103 | Long             | EC               | CORP              | CN        |        3000 | NS      | $8195.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Laboratories Inc                          | Silicon Laboratories Inc                                                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       16200 | NS      | $2387232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       28617 | NS      | $4399291.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties                     | Canadian Apartment Properties REIT                                              | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |         133 | NS      | $4337.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      322233 | NS      | $14916165.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1010492.63    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $286978.60     | 0.00%             | 2027-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       70987 | NS      | $8188350.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Merck KGaA                                        | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        5850 | NS      | $758501.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22000000 | PA      | $20532187.50   | 0.15%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24795.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      360000 | PA      | $264402.66     | 0.00%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2700000 | PA      | $2380511.26    | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1313769.88    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2000000 | PA      | $1942592.68    | 0.01%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      505000 | PA      | $527375.83     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC Industrial Direct Co Inc                                                    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        1127 | NS      | $95817.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        9667 | NS      | $207937.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12400 | NS      | $2763588.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                       | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        1350 | NS      | $283486.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        4430 | NS      | $318694.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CommScope Holding Co Inc                          | CommScope Holding Co Inc                                                        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       62600 | NS      | $518328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $465771.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       34435 | NS      | $2898738.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                             | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |        9000 | NS      | $127358.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                          | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        6079 | NS      | $224983.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                       | Revvity Inc                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        2790 | NS      | $269848.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1475000 | PA      | $1666893.23    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      176054 | NS      | $10760888.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Caris Life Sciences Inc                           | Caris Life Sciences Inc                                                         | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |        1434 | NS      | $38316.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1726000 | PA      | $1828760.97    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-288107.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                               | Clearway Energy Inc                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       51240 | NS      | $1639680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | Trustmark Corp                                                                  | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |        6400 | NS      | $233344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |         426 | NS      | $151979.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Insurance Group Inc/T                    | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        6543 | NS      | $830110.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      525000 | PA      | $500565.85     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                         | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       54805 | NS      | $17688861.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                         | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       36959 | NS      | $2744543.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp                                        | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        5806 | NS      | $171335.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd                                 | Bank of China Ltd                                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |      393000 | NS      | $228789.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinity Industries Inc                            | Trinity Industries Inc                                                          | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       23675 | NS      | $639461.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp                    | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      296100 | NS      | $1556308.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     5600000 | PA      | $5663000.00    | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                  | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       12447 | NS      | $501116.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PL                    | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       14073 | NS      | $2058137.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $100500.00     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                 | SITE Centers Corp                                                               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       37100 | NS      | $419601.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | Boyd Gaming Corp                                                                | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |        1472 | NS      | $115154.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                          | Dana Inc                                                                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       56600 | NS      | $970690.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1058.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp                                           | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        8512 | NS      | $100016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Liv                    | Liberty Media Corp-Liberty Live                                                 | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1143 | NS      | $92765.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneta Money Bank AS                              | Moneta Money Bank AS                                                            | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |       11754 | NS      | $81069.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      371538 | NS      | $18283384.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                    | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |        3343 | NS      | $89324.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                          | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       33792 | NS      | $950826.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      305000 | PA      | $282956.11     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Potbelly Corp                                     | Potbelly Corp                                                                   | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |        6800 | NS      | $83300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc                                  | Omada Health Inc                                                                | CUSIP: 68170A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1240 | NS      | $22692.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NIDEC CORP                                        | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       36100 | NS      | $701534.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                            | Brunello Cucinelli SpA                                                          | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |       28182 | NS      | $3421375.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1525000 | NC      | $4.98          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                  | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       57300 | NS      | $1996626.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                             | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      117306 | NS      | $13219213.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                         | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       81470 | NS      | $2223237.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                   | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       66922 | NS      | $6426509.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                         | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       47200 | NS      | $1065147.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Niagen Bioscience Inc                             | Niagen Bioscience Inc                                                           | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |       18900 | NS      | $272349.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      158996 | NS      | $8630302.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                            | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |      916667 | PA      | $893945.27     | 0.01%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                                        | Rubrik Inc                                                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |         685 | NS      | $61369.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                         | ZoomInfo Technologies Inc                                                       | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |        6332 | NS      | $64079.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | Sonoco Products Co                                                              | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        2401 | NS      | $104587.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1071848.48    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co L                    | Hankook Tire & Technology Co Ltd                                                | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |       18835 | NS      | $553355.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1538000 | NC      | $128.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       44225 | NS      | $5554217.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL Technologies Ltd                              | HCL Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      259916 | NS      | $5240420.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                          | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      162500 | NS      | $3495208.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $87567.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akero Therapeutics Inc                            | Akero Therapeutics Inc                                                          | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       10700 | NS      | $570952.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DLF Ltd                                           | DLF Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |       10928 | NS      | $106831.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                        | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        3818 | NS      | $351256.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4890000 | PA      | $4393892.87    | 0.03%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                     | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       56980 | NS      | $7547570.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   -35040000 | OU      | $-54818.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-474455.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                  | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1350637.47    | 0.01%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                             | Element Solutions Inc                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       10854 | NS      | $245843.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1200000 | PA      | $1424848.32    | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Severstal PAO                                     | Severstal PAO                                                                   | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      337573 | NS      | $0.43          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tata Elxsi Ltd                                    | Tata Elxsi Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800OWLDKWXSI48N33 | Long             | EC               | CORP              | IN        |        7329 | NS      | $539299.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                               | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1027 | NS      | $1561697.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                          | VSE Corp                                                                        | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        3748 | NS      | $490913.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Myriad Genetics Inc                               | Myriad Genetics Inc                                                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       85200 | NS      | $452412.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KE Holdings Inc                                   | KE Holdings Inc                                                                 | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | CN        |       79969 | NS      | $1418650.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumba Iron Ore Ltd                                | Kumba Iron Ore Ltd                                                              | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |       38317 | NS      | $616924.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGRICUL DEV BANK CHINA                            | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2918801.82    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| China Life Insurance Co Ltd                       | China Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |       38000 | NS      | $91692.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                       | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        1221 | NS      | $498668.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                     | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        9254 | NS      | $512764.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                      | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |        2622 | NS      | $518568.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                         | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       66625 | NS      | $717051.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hippo Holdings Inc                                | Hippo Holdings Inc                                                              | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39600 | NS      | $1106028.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japfa Comfeed Indonesia Tbk PT                    | Japfa Comfeed Indonesia Tbk PT                                                  | CUSIP: 000000000<br>LEI: 549300VJMRP8O87R3147 | Long             | EC               | CORP              | ID        |      220500 | NS      | $20581.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18158.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                               | Mr Cooper Group Inc                                                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |        1060 | NS      | $158162.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      375000 | PA      | $351938.04     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                  | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        3013 | NS      | $6018045.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Services Inc                             | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        4575 | NS      | $1128240.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wise PLC                                          | Wise PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |       41075 | NS      | $586772.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1032590.97    | 0.01%             | 2027-10-29      | Fixed         | 0.41%                 | 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        |       35236 | NS      | $484495.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7132.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      380000 | PA      | $394941.49     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $66467.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       42617 | NS      | $9687270.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                       | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       18538 | NS      | $3206834.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                      | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        9722 | NS      | $808092.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       19380 | NS      | $9854536.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $100998.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Corp                                        | Berry Corp                                                                      | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       81800 | NS      | $226586.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11960000 | PA      | $12287031.25   | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yunnan Aluminium Co Ltd                           | Yunnan Aluminium Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003008AXWSVMLG3MX37 | Long             | EC               | CORP              | CN        |       15500 | NS      | $34635.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Classys Inc                                       | Classys Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        8376 | NS      | $388250.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       69646 | NS      | $2844608.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      150800 | NS      | $4655649.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26670000 | PA      | $14055923.44   | 0.10%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                     | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        1480 | NS      | $107374.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       13940 | NS      | $179826.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2101532.45    | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1563186.77    | 0.01%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                | Trip.com Group Ltd                                                              | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | SG        |        8267 | NS      | $484776.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                         | Link REIT                                                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |       91351 | NS      | $489321.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                 | Flowers Foods Inc                                                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |        4618 | NS      | $73795.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        6588 | NS      | $700567.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                         | California Resources Corp                                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        2100 | NS      | $95907.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laopu Gold Co Ltd                                 | Laopu Gold Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        6668 | NS      | $859091.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-44069.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      166798 | NS      | $3155532.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                 | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      314246 | NS      | $4612711.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     3100000 | PA      | $435085.93     | 0.00%             | 2025-09-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                           | Dubai Islamic Bank PJSC                                                         | CUSIP: 000000000<br>LEI: 5493003E7YRAQY3JGW88 | Long             | EC               | CORP              | AE        |       37462 | NS      | $92499.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Bankshares Inc                            | Eastern Bankshares Inc                                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       44901 | NS      | $685638.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                             | Alphatec Holdings Inc                                                           | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       14000 | NS      | $155400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                 | Banco Bradesco SA                                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |       30800 | NS      | $95295.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                          | JUMBO SA                                                                        | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |        6880 | NS      | $237455.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                | Intertek Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        9981 | NS      | $650148.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                 | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       30768 | NS      | $1243027.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      345000 | PA      | $303456.03     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                              | Amkor Technology Inc                                                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        2120 | NS      | $44498.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $188261.37     | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                  | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       92100 | NS      | $1778586.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp International/US                     | Service Corp International/US                                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        3239 | NS      | $263654.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                 | Banco Bradesco SA                                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |        4732 | NS      | $12602.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -90 | NC      | $69987.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      977357 | NS      | $1046213.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-60339.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                    | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        4061 | NS      | $294950.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                 | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        7890 | NS      | $2272162.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -759000 | NC      | $-254.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                     | Insurance Australia Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |      342606 | NS      | $2036800.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp                                         | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        8727 | NS      | $259366.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                    | Photronics Inc                                                                  | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       53800 | NS      | $1013054.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                          | Blueprint Medicines Corp                                                        | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       11300 | NS      | $1448434.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      228203 | NS      | $13959177.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Ltd                                          | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |       12074 | NS      | $47148.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1314000 | NC      | $299.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     1700000 | PA      | $1263293.94    | 0.01%             | 2041-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $1055499.22    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Emerging Markets ETF                 | iShares MSCI Emerging Markets ETF                                               | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             | EC               | RF                | US        |        2700 | NS      | $130248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      261706 | NS      | $18515699.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                   | Gold Fields Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |        1960 | NS      | $46412.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renasant Corp                                     | Renasant Corp                                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |        8195 | NS      | $294446.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       30059 | NS      | $4040530.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3745000 | PA      | $3813081.48    | 0.03%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1172205.20    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| GLOBALFOUNDRIES Inc                               | GLOBALFOUNDRIES Inc                                                             | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |        2403 | NS      | $91794.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       21362 | NS      | $372126.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1534468.35    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                    | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |       12900 | NS      | $2619861.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1261620.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1620881.92    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                              | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      154873 | NS      | $2137247.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                            | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       14816 | NS      | $2915163.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      500000 | PA      | $759566.10     | 0.01%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1201186.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       30160 | NS      | $10018247.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      681430 | PA      | $685329.18     | 0.01%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                   | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      135857 | NS      | $3994195.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                      | Medical Properties Trust Inc                                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |       13264 | NS      | $57167.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2985 | NC      | $3626103.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                           | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       16700 | NS      | $533958.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-273275.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                      | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       54700 | NS      | $2877517.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                         | Gecina SA                                                                       | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |        9457 | NS      | $1041068.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                         | Agios Pharmaceuticals Inc                                                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       23500 | NS      | $781610.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                   | SouthState Corp                                                                 | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        5410 | NS      | $497882.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                     | Zymeworks Inc                                                                   | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |       10400 | NS      | $130520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                      | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        1231 | NS      | $263889.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |         969 | NS      | $48605.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    94630000 | PA      | $93753985.50   | 0.69%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property PLC                         | LondonMetric Property PLC                                                       | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               | CORP              | GB        |      152564 | NS      | $426019.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                          | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2339173.11    | 0.02%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12343.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9560000 | PA      | $3971524.07    | 0.03%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                           | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      182551 | NS      | $3396461.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6895000 | PA      | $5454591.41    | 0.04%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                      | SM Energy Co                                                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       45900 | NS      | $1134189.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | Adeia Inc                                                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15800 | NS      | $223412.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT TERMINAL MALTA                           | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     1800000 | PA      | $1904428.37    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      139400 | NS      | $1344213.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                            | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |      900000 | PA      | $881487.08     | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                                  | Donaldson Co Inc                                                                | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        2783 | NS      | $193001.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-324.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                         | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        5955 | NS      | $825005.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                      | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |      565657 | NS      | $1255064.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                 | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       12279 | NS      | $1092972.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                 | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       97421 | NS      | $2946985.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                 | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |       22705 | NS      | $774973.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                    | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        3200 | NS      | $529318.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      735000 | PA      | $780275.12     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Gentex Corp                                       | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        5523 | NS      | $121450.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management                               | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8250000 | PA      | $8258195.55    | 0.06%             | 2034-07-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ASPEED Technology Inc                             | ASPEED Technology Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4306 | NS      | $700259.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      105025 | NS      | $7290835.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tianshan Aluminum Group Co Ltd                    | Tianshan Aluminum Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300VE52AL1GWYFN04 | Long             | EC               | CORP              | CN        |       22000 | NS      | $25571.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3338824.32    | 0.02%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-192255.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercury General Corp                              | Mercury General Corp                                                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        2000 | NS      | $134680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        4692 | NS      | $314973.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                            | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       38192 | NS      | $9768749.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                        | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |       38025 | NS      | $597097.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                           | Hanwha Aerospace Co Ltd                                                         | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |          35 | NS      | $4224.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                | WuXi AppTec Co Ltd                                                              | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |        3900 | NS      | $39235.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        7834 | NS      | $751672.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        1940 | NS      | $302543.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                        | CareDx Inc                                                                      | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       20100 | NS      | $392754.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1758924.03    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        3111 | NS      | $1191824.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       35000 | NS      | $760200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumitomo Electric Industries L                    | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      159400 | NS      | $3418079.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                                    | MakeMyTrip Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |       25838 | NS      | $2532640.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RELX PLC                                          | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       84204 | NS      | $4563661.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      525000 | PA      | $514007.81     | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IDT Corp                                          | IDT Corp                                                                        | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |        3700 | NS      | $252784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                   | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  1221172045 | NS      | $1221172045.07 | 8.96%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                 | UWM Holdings Corp                                                               | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1013 | NS      | $4193.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1800000 | PA      | $2189326.09    | 0.02%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-304913.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                     | TIM SA/Brazil                                                                   | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |       19400 | NS      | $78162.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                            | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       15200 | NS      | $1235933.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       10073 | NS      | $159959.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $1088268.00    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                              | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       21000 | NS      | $701394.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                        | Eurazeo SE                                                                      | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |        7301 | NS      | $521968.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      140307 | PA      | $141071.72     | 0.00%             | 2034-01-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                             | Japan Airlines Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |       28800 | NS      | $587402.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13523.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $725442.44     | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                        | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        5246 | NS      | $361606.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                        | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       14700 | NS      | $1479408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                 | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       13800 | NS      | $248431.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marex Group PLC                                   | Marex Group PLC                                                                 | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |        7564 | NS      | $298551.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                        | Realtek Semiconductor Corp                                                      | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |       34000 | NS      | $660313.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2024-2                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      800000 | PA      | $1101082.73    | 0.01%             | 2032-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2000000 | PA      | $1970121.38    | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      101886 | NS      | $21153571.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                           | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      112501 | NS      | $2832790.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                        | CP ALL PCL                                                                      | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |       32500 | NS      | $44019.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       45474 | NS      | $780916.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                     | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      575000 | PA      | $571257.86     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                             | Idemitsu Kosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      164100 | NS      | $995165.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co                            | Columbia Sportswear Co                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |         812 | NS      | $49596.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1919442.04    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                            | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |        9575 | NS      | $682365.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecoagro SA                                      | Adecoagro SA                                                                    | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | AR        |        9057 | NS      | $82780.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $588796.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                               | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3100000 | PA      | $2528455.84    | 0.02%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                   | Sealed Air Corp                                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        2900 | NS      | $89987.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        2579 | NC      | $28495917.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $1080573.59    | 0.01%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-37724.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC Holdings Inc                                                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       63700 | NS      | $306397.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      335000 | PA      | $120410.20     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9356.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      675000 | PA      | $633016.21     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                           | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |        3691 | NS      | $239548.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-462708.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                        | Mueller Water Products Inc                                                      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |        8200 | NS      | $197128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                           | Essential Utilities Inc                                                         | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        6122 | NS      | $227371.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                            | The Campbell's Company                                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        4582 | NS      | $140438.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      616000 | PA      | $534194.85     | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LY Corp                                           | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      277100 | NS      | $1020449.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      950000 | PA      | $873834.78     | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                            | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       39740 | NS      | $4668466.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                             | SoFi Technologies Inc                                                           | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |       21126 | NS      | $384704.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1423671.49    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       57189 | NS      | $1476619.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $102092.04     | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                         | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      714708 | NS      | $3940559.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      126462 | NS      | $34484922.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $178877.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                             | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |        7200 | NS      | $845163.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Can                    | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         787 | NS      | $2885734.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                               | Shift4 Payments Inc                                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7174 | NS      | $711015.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zhejiang Leapmotor Technology                     | Zhejiang Leapmotor Technology Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        4200 | NS      | $29341.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software Inc                                | Unity Software Inc                                                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |        5927 | NS      | $143433.40     | 0.00%             |  |  |  | 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        |       26529 | NS      | $1843967.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metallus Inc                                      | Metallus Inc                                                                    | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       34500 | NS      | $531645.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-677687.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-14945.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procore Technologies Inc                          | Procore Technologies Inc                                                        | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |        3485 | NS      | $238443.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2280.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Certara Inc                                       | Certara Inc                                                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2309 | NS      | $27015.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                          | ASGN Inc                                                                        | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       25501 | NS      | $1273264.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1800000 | PA      | $1727713.40    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Maplebear Inc                                     | Maplebear Inc                                                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3991 | NS      | $180552.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59816.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $647463.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   -26560000 | OU      | $-8543.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                     | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      441156 | NS      | $4786542.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2287.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                    | NMC Health PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | AE        |       21382 | NS      | $2.94          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Southern Co/The                                   | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      130629 | NS      | $11995661.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1526000 | NC      | $-4980.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $370292.28     | 0.00%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Page Industries Ltd                               | Page Industries Ltd                                                             | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |         122 | NS      | $70293.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       64203 | NS      | $15297006.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-2 DAC                                                         | CUSIP: 000000000<br>LEI: 5493000GNZH2JWC7EQ58 | Long             | ABS-CBDO         | CORP              | IE        |    16000000 | PA      | $18885346.73   | 0.14%             | 2038-01-26      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                    | NewMarket Corp                                                                  | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         145 | NS      | $100174.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       31372 | NS      | $4419059.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                             | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       14137 | NS      | $509921.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22448 | NS      | $860656.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3505981.33    | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Corp                               | Ladder Capital Corp                                                             | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       41178 | NS      | $442663.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4665.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO IV Ltd                                                               | CUSIP: 14687EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6005729.40    | 0.04%             | 2034-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ouster Inc                                        | Ouster Inc                                                                      | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6400 | NS      | $155200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $263406.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       80400 | NS      | $7783822.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3092429.70    | 0.02%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                    | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |      153863 | NS      | $1925787.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-85970.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IAC Inc                                           | IAC Inc                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        1838 | NS      | $68630.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103506.33     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STAG Industrial Inc                               | STAG Industrial Inc                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       19489 | NS      | $707060.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                          | iRhythm Technologies Inc                                                        | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       11323 | NS      | $1743289.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1515000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      205469 | PA      | $205978.34     | 0.00%             | 2033-09-26      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1074872 | PA      | $1082594.20    | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ISRAEL ELECTRIC CORP LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $33155.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                 | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      489600 | NS      | $8432376.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co Ltd                                        | MCJ Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       52100 | NS      | $470136.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                    | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         600 | NS      | $136038.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | Royalty Pharma PLC                                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |        9013 | NS      | $324738.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1112000.00    | 0.01%             | 2032-04-02      | Variable      | 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      | $-131417.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31294.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Cor                    | Yang Ming Marine Transport Corp                                                 | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |        6000 | NS      | $14585.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      115911 | NS      | $65135027.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                     | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |       13000 | NS      | $624815.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33264.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2000000 | PA      | $2183636.59    | 0.02%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         105 | NS      | $12330.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                        | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       16405 | NS      | $8036988.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRATI THERAPEUTICS INC                           | MIRATI THERAPEUTICS INC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1574 | NS      | $0.16          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136BQQZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1086499 | PA      | $856904.56     | 0.01%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      360000 | PA      | $349543.25     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $202154.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Primoris Services Corp                            | Primoris Services Corp                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       30800 | NS      | $2400552.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pop Mart International Group L                    | Pop Mart International Group Ltd                                                | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | CN        |        4000 | NS      | $136276.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd                                         | CITIC Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | CN        |      447000 | NS      | $615457.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Ho                    | Knight-Swift Transportation Holdings Inc                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3804 | NS      | $168250.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                          | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       65900 | NS      | $1473167.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                          | Acadia Healthcare Co Inc                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |        2240 | NS      | $50825.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | Telephone and Data Systems Inc                                                  | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33200 | NS      | $1181256.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                       | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       21006 | NS      | $3701160.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2381819.73    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      690096 | NS      | $47878860.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       29907 | NS      | $23555650.41   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                               | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         766 | NS      | $289609.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        2438 | NS      | $572539.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Remitly Global Inc                                | Remitly Global Inc                                                              | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47700 | NS      | $895329.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $917386.70     | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                           | Century Communities Inc                                                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        1015 | NS      | $57164.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                    | Ryman Hospitality Properties Inc                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |        1889 | NS      | $186387.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                       | Starwood Property Trust Inc                                                     | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |        7637 | NS      | $153274.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings Inc                           | ExlService Holdings Inc                                                         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       44200 | NS      | $1935518.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      105850 | NS      | $23484939.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       11248 | NS      | $710311.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi AS                             | Turkiye Is Bankasi AS                                                           | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |      577307 | NS      | $193751.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                    | Tetra Tech Inc                                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        5100 | NS      | $183396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1538000 | NC      | $128.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                             | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       25873 | NS      | $3172029.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | Bank OZK                                                                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |        2462 | NS      | $115861.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                      | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       38200 | NS      | $1994720.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208680.70     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                         | Liberty Latin America Ltd                                                       | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |       76800 | NS      | $468480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-70286.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       14760 | NS      | $1755406.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $386740.76     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                | Inter RAO UES PJSC                                                              | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |     2620300 | NS      | $3.35          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tyson Foods Inc                                   | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        6394 | NS      | $357680.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |       16400 | NS      | $1918800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $360445.62     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Mining Co Ltd                             | Western Mining Co Ltd                                                           | CUSIP: 000000000<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |       14700 | NS      | $34188.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        3048 | NS      | $343997.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                           | TPG Inc                                                                         | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |         470 | NS      | $24651.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         669 | NS      | $357841.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-11255.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                           | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |       86000 | NS      | $548965.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      335000 | PA      | $325777.98     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1314000 | NC      | $-12950.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1999333.99    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                    | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1707243.36    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                            | Energizer Holdings Inc                                                          | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       40800 | NS      | $822528.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $370470.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      270171 | NS      | $18636395.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                            | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       45585 | NS      | $3453975.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                          | CapitaLand Ascendas REIT                                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |      208832 | NS      | $440667.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                          | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |    22000000 | PA      | $22082966.40   | 0.16%             | 2037-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1685459.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5547.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOGECAP SA                                        | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1196702.96    | 0.01%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2590582.72    | 0.02%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL Core CLO 38 Ltd                                                             | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3253250.00    | 0.02%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                  | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       42215 | NS      | $2192647.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     3000000 | PA      | $3626454.54    | 0.03%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $27457.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd                            | Zydus Lifesciences Ltd                                                          | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |        7167 | NS      | $82782.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                    | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      205500 | NS      | $5142511.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                            | Mueller Industries Inc                                                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        5620 | NS      | $446621.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        2981 | NS      | $177816.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    -1515000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Appfolio Inc                                      | Appfolio Inc                                                                    | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |         821 | NS      | $189059.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corp                                        | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5300 | NS      | $1570090.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                      | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        3645 | NS      | $347769.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8340000 | PA      | $5289384.38    | 0.04%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        9254 | NS      | $2247796.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                             | Independent Bank Corp                                                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       25200 | NS      | $1584702.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| On Holding AG                                     | On Holding AG                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       37579 | NS      | $1955986.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Getlink SE                                        | Getlink SE                                                                      | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |       89750 | NS      | $1732536.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                 | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       21800 | NS      | $3446618.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                         | Halozyme Therapeutics Inc                                                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       22400 | NS      | $1165248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM Industries Inc                                                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       35500 | NS      | $1675955.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      763000 | NC      | $449.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                        | Amneal Pharmaceuticals Inc                                                      | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      180800 | NS      | $1462672.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                         | KT&G Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        1359 | NS      | $128271.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                         | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         480 | NS      | $139910.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                              | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       11891 | NS      | $513096.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | TRS TRSBENCH21 INDEX                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $90018.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synaptics Inc                                     | Synaptics Inc                                                                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       26500 | NS      | $1717730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -921000 | NC      | $-2988.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                              | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       45892 | NS      | $1663200.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands Internationa                    | Restaurant Brands International Inc                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        1890 | NS      | $125288.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp                                       | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |      878667 | NS      | $6763747.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                        | Southwest Gas Holdings Inc                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       17200 | NS      | $1279508.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      467640 | NS      | $3303676.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                      | Bread Financial Holdings Inc                                                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       20900 | NS      | $1193808.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELVETIA EUROPE SA                                | Helvetia Europe SA                                                              | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1531711.94    | 0.01%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          49 | NC      | $7260165.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                   | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       63900 | NS      | $2298800.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1220000 | PA      | $1188993.58    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Berkshire Hills Bancorp Inc                       | Berkshire Hills Bancorp Inc                                                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       37600 | NS      | $941504.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      455000 | PA      | $476547.93     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                            | Valmont Industries Inc                                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |         484 | NS      | $158059.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      663000 | NC      | $0.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecovyst Inc                                       | Ecovyst Inc                                                                     | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       75400 | NS      | $620542.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                          | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      272406 | NS      | $6402304.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        3034 | NS      | $493571.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       17225 | NS      | $8612155.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       14102 | NS      | $1151146.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                         | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       86600 | NS      | $11805312.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157479.55     | 0.00%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co                                  | Boise Cascade Co                                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |        1200 | NS      | $104184.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatneft PJSC                                      | Tatneft PJSC                                                                    | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |      133140 | NS      | $0.17          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45853.17      | 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      | $96852.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                     | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |      136741 | NS      | $360946.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        4300 | NS      | $512305.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10155.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23720.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       50456 | NS      | $714252.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems Inc                             | Commvault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       20200 | NS      | $3521466.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                     | PRA Group Inc                                                                   | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |        8100 | NS      | $119475.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                      | Safehold Inc                                                                    | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       40600 | NS      | $631736.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | Corebridge Financial Inc                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        5662 | NS      | $201001.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $41156.26      | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                        | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        2759 | NS      | $246847.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                        | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        5100 | NS      | $1718496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-118974.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1325000 | PA      | $1320693.75    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $740902.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                            | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |       20762 | NS      | $1339149.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                   | Macerich Co/The                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |        8349 | NS      | $135086.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                      | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       77692 | NS      | $7843007.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazeera Airways Co KSCP                           | Jazeera Airways Co KSCP                                                         | CUSIP: 000000000<br>LEI: 894500OJYFQRXEY2YA69 | Long             | EC               | CORP              | KW        |        2352 | NS      | $11361.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BankUnited Inc                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       50100 | NS      | $1783059.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                            | National Beverage Corp                                                          | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |        3700 | NS      | $159988.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       44181 | NS      | $2003434.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                            | Option Care Health Inc                                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       61886 | NS      | $2010057.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       12489 | NS      | $2007731.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines Ltd                               | BeOne Medicines Ltd                                                             | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |        1500 | NS      | $28375.57      | 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      | $506582.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redington Ltd                                     | Redington Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800DTFNX7F2LM5227 | Long             | EC               | CORP              | IN        |        4608 | NS      | $17486.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                          | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $907002.65     | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                 | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       13204 | NS      | $201889.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1065628.66    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                          | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       16757 | NS      | $567894.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1204791.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $694819.23     | 0.01%             | 2042-10-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Phibro Animal Health Corp                         | Phibro Animal Health Corp                                                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |        6000 | NS      | $153240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings SA                     | Piraeus Financial Holdings SA                                                   | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |        5999 | NS      | $41559.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                           | OHA Credit Partners XVII Ltd                                                    | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6019544.40    | 0.04%             | 2038-01-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                    | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       40500 | NS      | $905402.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/Th                    | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |         952 | NS      | $161716.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                          | RLI Corp                                                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        2078 | NS      | $150073.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | Paramount Global                                                                | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |         313 | NS      | $7183.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -18361000 | NC      | $-42274.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                       | NetEase Inc                                                                     | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |        1400 | NS      | $188412.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                    | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |         709 | NS      | $115169.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2021-12 Ltd                                                       | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $15057130.50   | 0.11%             | 2037-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-125243.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nahdi Medical Co                                  | Nahdi Medical Co                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        3603 | NS      | $122677.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                      | Docusign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       27332 | NS      | $2128889.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas SA                                  | Enel Americas SA                                                                | CUSIP: 000000000<br>LEI: 549300LKH11TFCJLZK20 | Long             | EC               | CORP              | CL        |      674517 | NS      | $65705.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                        | Heritage Financial Corp/WA                                                      | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17551 | NS      | $418415.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samyang Foods Co Ltd                              | Samyang Foods Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         106 | NS      | $109437.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                        | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       79273 | NS      | $2810496.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                        | Fortum Oyj                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       53195 | NS      | $997502.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Indo Tambangraya Megah Tbk PT                     | Indo Tambangraya Megah Tbk PT                                                   | CUSIP: 000000000<br>LEI: 52990056ZNHB217ZKL92 | Long             | EC               | CORP              | ID        |       20500 | NS      | $27777.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ThredUp Inc                                       | ThredUp Inc                                                                     | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      206800 | NS      | $1548932.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NewtekOne Inc                                     | NewtekOne Inc                                                                   | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |        7600 | NS      | $85728.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | C$ CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -113 | NC      | $-48371.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                             | RPM International Inc                                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        2391 | NS      | $262627.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2400000 | PA      | $2959189.45    | 0.02%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                           | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15800 | NS      | $357870.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      109614 | NS      | $23966004.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate                     | Apollo Commercial Real Estate Finance Inc                                       | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |       12500 | NS      | $121000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                   | Q2 Holdings Inc                                                                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |        6531 | NS      | $611236.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Engineering                                    | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      440000 | NS      | $2697941.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LifeStance Health Group Inc                       | LifeStance Health Group Inc                                                     | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31701 | NS      | $163894.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      102908 | NS      | $7408346.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       34183 | NS      | $9987247.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      695000 | PA      | $687197.79     | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       96850 | NS      | $9973613.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        1260 | NS      | $238555.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5929.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                     | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $2218739.50    | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                      | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      122680 | NS      | $6942732.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin SA                                         | Klabin SA                                                                       | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |      163980 | NS      | $559568.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamtri Resources Indonesia Tb                    | Alamtri Resources Indonesia Tbk PT                                              | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |    15859700 | NS      | $1790468.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                          | Super Micro Computer Inc                                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        5515 | NS      | $270290.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $58294.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                      | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       16820 | NS      | $176946.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       30798 | NS      | $629819.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |      700000 | PA      | $716282.00     | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                   | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      229055 | NS      | $3140829.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                         | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | CH        |      127001 | NS      | $1167139.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                           | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |         810 | NS      | $192439.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     1253504 | PA      | $1238219.14    | 0.01%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114394.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                         | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        7405 | NS      | $2186508.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                      | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $593832.60     | 0.00%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                  | Cytokinetics Inc                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        2500 | NS      | $82600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       13343 | NS      | $1728452.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1274458.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                   | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       14357 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Daiichi Sankyo Co Ltd                             | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      108200 | NS      | $2506789.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $79794.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EMGMKT                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |          45 | NC      | $41955.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      524265 | NS      | $144513647.25  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20385.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                       | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |        9000 | NS      | $1426140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                             | Excelerate Energy Inc                                                           | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14300 | NS      | $419276.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leader Harmonious Drive System                    | Leader Harmonious Drive Systems Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        7287 | NS      | $127269.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $166037.85     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      914898 | NS      | $6425286.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                        | Harmony Gold Mining Co Ltd                                                      | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |       43171 | NS      | $600679.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |       44940 | NS      | $2895736.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasystems Inc                                   | Pegasystems Inc                                                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |         965 | NS      | $52235.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp                                       | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |       63900 | NS      | $1172685.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       35985 | NS      | $10495385.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT PCL                                           | PTT PCL                                                                         | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |       10800 | NS      | $9972.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lupin Ltd                                         | Lupin Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |        3326 | NS      | $75217.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adient PLC                                        | Adient PLC                                                                      | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |       31800 | NS      | $618828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Telecom Co                                  | Saudi Telecom Co                                                                | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |        6689 | NS      | $75876.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                 | Bajaj Finance Ltd                                                               | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |        5308 | NS      | $57970.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SailPoint Inc                                     | SailPoint Inc                                                                   | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         605 | NS      | $13830.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Ltd                                 | Eicher Motors Ltd                                                               | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |         300 | NS      | $19792.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet Inc                                         | Avnet Inc                                                                       | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        2130 | NS      | $113060.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       68571 | NS      | $21130153.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                         | Advanced Info Service PCL                                                       | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |        4700 | NS      | $40284.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5558.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                 | ARC Resources Ltd                                                               | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |       67752 | NS      | $1428426.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       91280 | NS      | $6686260.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13561.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      104404 | NS      | $10681573.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Bank Co Ltd                               | Ping An Bank Co Ltd                                                             | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |       26400 | NS      | $44527.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laureate Education Inc                            | Laureate Education Inc                                                          | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       47700 | NS      | $1115226.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                     | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        8300 | NS      | $1112703.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Texas Debt Capital CLO, Ltd                       | Texas Debt Capital CLO 2025-I Ltd                                               | CUSIP: 881936AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14000000 | PA      | $13985721.40   | 0.10%             | 2038-04-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                             | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      279864 | NS      | $2709386.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                        | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |       38488 | NS      | $476698.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                    | GAIL India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |       49198 | NS      | $109526.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      207732 | NS      | $10200688.47   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2025695.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $3458006.51    | 0.03%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1240000 | PA      | $434684.94     | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                            | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        8438 | NS      | $768279.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |       77745 | NS      | $7136991.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1490.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68193 | PA      | $68777.52      | 0.00%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                 | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       14477 | NS      | $1605064.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6696.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3425000 | PA      | $3391017.58    | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                            | Louisiana-Pacific Corp                                                          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |         824 | NS      | $70855.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1793220.00    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GREE                                              | Gree Electric Appliances Inc of Zhuhai                                          | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |        6400 | NS      | $40179.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      168154 | NS      | $16718942.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| REV Group Inc                                     | REV Group Inc                                                                   | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       19400 | NS      | $923246.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2498917.32    | 0.02%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |      150512 | NS      | $586491.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                      | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |        5904 | NS      | $341605.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                          | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      633000 | PA      | $622835.05     | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                 | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        4319 | NS      | $1360974.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co K                    | Mobile Telecommunications Co KSCP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |       31040 | NS      | $49096.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp                            | WillScot Holdings Corp                                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        3097 | NS      | $84857.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      515000 | PA      | $522588.53     | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Matson Inc                                        | Matson Inc                                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |        2400 | NS      | $267240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |      700000 | PA      | $733496.40     | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                     | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       54605 | NS      | $1231049.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                      | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |       22136 | NS      | $1141470.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Hold                    | CCC Intelligent Solutions Holdings Inc                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10187 | NS      | $95859.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                               | BellRing Brands Inc                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        3070 | NS      | $177845.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                             | TransMedics Group Inc                                                           | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |         600 | NS      | $80406.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     8300000 | PA      | $8671489.57    | 0.06%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                   | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |       96800 | NS      | $1972781.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $217039.64     | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $142462.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |       33605 | NS      | $15766793.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       11389 | NS      | $3632863.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                        | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       90000 | NS      | $639182.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-539042.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $567876.66     | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21112.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                       | Sterling Infrastructure Inc                                                     | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |        8800 | NS      | $2030424.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11975000 | PA      | $12261277.34   | 0.09%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Phosagro PJSC NPV GDR                             | Phosagro PJSC NPV GDR                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         276 | NS      | $0.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       94296 | NS      | $21695623.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46950.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     4875000 | PA      | $5730762.82    | 0.04%             | 2031-07-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                         | Korea Electric Power Corp                                                       | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |        2132 | NS      | $61608.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      915000 | PA      | $941469.41     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                      | Asia Vital Components Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $102169.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                | Enact Holdings Inc                                                              | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       33100 | NS      | $1229665.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                 | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |       20094 | NS      | $260418.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2510.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talos Energy Inc                                  | Talos Energy Inc                                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       32000 | NS      | $271360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3100000 | PA      | $2807202.09    | 0.02%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                       | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      138122 | NS      | $2150862.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameris Bancorp                                    | Ameris Bancorp                                                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       31188 | NS      | $2017863.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                   | Uniti Group Inc                                                                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      103300 | NS      | $446256.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                  | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       49700 | NS      | $1653126.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Inc                                     | RB Global Inc                                                                   | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |        3985 | NS      | $423167.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                                        | Denso Corp                                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |       81800 | NS      | $1103914.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                 | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15091 | NS      | $1102548.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2168794.82    | 0.02%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1000000 | PA      | $1142520.08    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                  | TVS Motor Co Ltd                                                                | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |         518 | NS      | $17626.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        5746 | NS      | $2273289.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                 | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       74721 | NS      | $3355465.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                    | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       19334 | NS      | $2134666.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                      | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      622000 | PA      | $637001.34     | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |      290000 | PA      | $335999.75     | 0.00%             | 2027-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $687844.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     2500000 | PA      | $2897580.31    | 0.02%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro                    | Grupo Aeroportuario del Centro Norte SAB de CV                                  | CUSIP: 000000000<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |       12700 | NS      | $167036.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      900000 | PA      | $912402.00     | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                     | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        5354 | NS      | $190441.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $1347166.75    | 0.01%             | 2025-12-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                          | Universal Music Group NV                                                        | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |       21516 | NS      | $697991.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                          | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        1059 | NS      | $304303.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CQRC BANK                                         | Chongqing Rural Commercial Bank Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |       42200 | NS      | $42099.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                      | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      130353 | NS      | $3604857.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                     | Al Rajhi Bank                                                                   | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |        5750 | NS      | $145031.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       16900 | NS      | $825396.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                            | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       86114 | NS      | $2586003.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-18452.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                          | Santander Bank Polska SA                                                        | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |        3202 | NS      | $440023.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1526435.00    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| InvenTrust Properties Corp                        | InvenTrust Properties Corp                                                      | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |       34800 | NS      | $953520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 11 Ltd                                                          | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3263568.43    | 0.02%             | 2037-07-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund VII DAC                                                  | CUSIP: 000000000<br>LEI: 635400CLBI5JM6YQBR92 | Long             | ABS-CBDO         | CORP              | IE        |     3661315 | PA      | $4304217.87    | 0.03%             | 2031-09-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Bilibili Inc                                      | Bilibili Inc                                                                    | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | CN        |         520 | NS      | $11161.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                | Surgutneftegas PAO                                                              | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |      144000 | NS      | $0.19          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -135 | NC      | $47709.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |         840 | NS      | $18740.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BioCryst Pharmaceuticals Inc                                                    | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |       77900 | NS      | $697984.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                         | Claros Mortgage Trust Inc                                                       | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |       59600 | NS      | $169860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shun Tak Holdings Ltd                             | Shun Tak Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 2549009R5NCY1DI0ZG82 | Long             | EC               | CORP              | HK        |     9296000 | NS      | $735876.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        3105 | NS      | $160311.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Chile                                    | Banco de Chile                                                                  | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |      720939 | NS      | $109035.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       59092 | NS      | $6070521.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc                                                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        1176 | NS      | $271867.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                          | United Natural Foods Inc                                                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      130465 | NS      | $3041139.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                   | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |           3 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NMDC Ltd                                          | NMDC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               | CORP              | IN        |       25344 | NS      | $20701.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                           | Tower Semiconductor Ltd                                                         | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       10023 | NS      | $434497.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                     | Coloplast A/S                                                                   | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        4838 | NS      | $460591.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                     | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       40927 | NS      | $2412237.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                        | Huron Consulting Group Inc                                                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        3116 | NS      | $428574.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      760000 | PA      | $629968.87     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                            | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       75350 | NS      | $2660011.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and                    | Eurobank Ergasias Services and Holdings SA                                      | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |       21743 | NS      | $74889.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Inc                                      | Rayonier Inc                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |        3788 | NS      | $84017.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          46 | NC      | $6815665.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |        9023 | NS      | $5858944.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                            | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               | CORP              | IN        |       12445 | NS      | $62089.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                   | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      331867 | NS      | $4924146.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                    | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        2910 | NS      | $482914.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                  | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        3661 | NS      | $365189.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media Inc                                    | Gray Media Inc                                                                  | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |       31200 | NS      | $141336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      350000 | PA      | $248350.99     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Inc                                      | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        1081 | NS      | $127947.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd                                        | Keppel Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |       92400 | NS      | $539576.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $51092.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                        | Tarsus Pharmaceuticals Inc                                                      | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11102 | NS      | $449742.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UDR Inc                                           | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       11609 | NS      | $473995.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Power Corp SA                              | Public Power Corp SA                                                            | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |       32946 | NS      | $538420.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      109241 | NS      | $7328255.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                        | Longfor Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | CN        |      353500 | NS      | $418888.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                     | TopBuild Corp                                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         628 | NS      | $203308.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-66914.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      239572 | NS      | $10366280.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      950054 | NS      | $27494562.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Turk Hava Yollari AO                              | Turk Hava Yollari AO                                                            | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |       87334 | NS      | $622187.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -769000 | NC      | $-2326.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                  | RBC Bearings Inc                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         978 | NS      | $376334.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWDAY FUNDING                                    | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2000000 | PA      | $2763935.10    | 0.02%             | 2032-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp                        | Nippon Sanso Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |        8800 | NS      | $333005.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Es                    | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                          | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |         500 | NS      | $11007.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                     | GameStop Corp                                                                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |        9515 | NS      | $232070.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aramark                                           | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |        6229 | NS      | $260808.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTsurance Group Ltd                              | OUTsurance Group Ltd                                                            | CUSIP: 000000000<br>LEI: 984500AC307E8L2D9X52 | Long             | EC               | CORP              | ZA        |       36084 | NS      | $159653.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57780.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego Clo V DAC                                                               | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |    14200000 | PA      | $16655733.81   | 0.12%             | 2037-10-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                   | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       13009 | NS      | $885912.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      270000 | PA      | $282966.83     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                        | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        3543 | NS      | $240038.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgutneftegas PAO                                | Surgutneftegas PAO                                                              | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |       55200 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hudson Pacific Properties Inc                     | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      428259 | NS      | $1173429.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       30861 | NS      | $1799813.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2791 | NS      | $366876.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                  | DT Midstream Inc                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2361 | NS      | $259497.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     1000000 | PA      | $1381949.70    | 0.01%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          -5 | NC      | $-2125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $38063.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |      110140 | PA      | $110627.47     | 0.00%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Zhejiang Juhua Co Ltd                             | Zhejiang Juhua Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        3900 | NS      | $15645.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3255.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      302814 | NS      | $19019747.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1077000 | PA      | $1072061.81    | 0.01%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $207825.00     | 0.00%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| HUANENG POWER                                     | Huaneng Power International Inc                                                 | CUSIP: 000000000<br>LEI: 529900WU0SMVKMPG4V21 | Long             | EC               | CORP              | CN        |       10000 | NS      | $6449.80       | 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      | $2729.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                   | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      393000 | NS      | $10218128.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                        | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      171722 | NS      | $14989613.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       35737 | NS      | $11021290.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71526.08      | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $733000.60     | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Lumentum Holdings Inc                             | Lumentum Holdings Inc                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        1530 | NS      | $145441.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                    | Frontier Communications Parent Inc                                              | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5522 | NS      | $201000.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        9223 | NS      | $668900.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                 | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       25908 | NS      | $2956880.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1676.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $105000.00     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc                                           | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       21195 | NS      | $1829976.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                         | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      688505 | NS      | $2433259.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      920905 | NS      | $7625901.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                           | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |        8370 | NS      | $134640.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterRent Real Estate Investme                    | InterRent Real Estate Investment Trust                                          | CUSIP: 46071W205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       23534 | NS      | $233654.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                            | Yum China Holdings Inc                                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |         500 | NS      | $22355.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group Inc                         | Circle Internet Group Inc                                                       | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |         926 | NS      | $167874.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ARES CLO Ltd                                      | Ares Loan Funding IX Ltd                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14000000 | PA      | $14001089.20   | 0.10%             | 2038-03-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp                                    | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        2741 | NS      | $179727.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIAO AUTONOMA MADEIRA                           | Regiao Autonoma Madeira                                                         | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |     1000000 | PA      | $1026147.58    | 0.01%             | 2032-05-29      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                   | Grupo Cibest SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |         977 | NS      | $12202.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                         | Wipro Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |      272566 | NS      | $845715.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| G-III Apparel Group Ltd                           | G-III Apparel Group Ltd                                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       91708 | NS      | $2054259.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        2588 | NS      | $189053.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | American Airlines Group Inc                                                     | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14514 | NS      | $162847.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      395000 | PA      | $415959.74     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                           | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |        9124 | NS      | $506513.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2700000 | PA      | $1277638.50    | 0.01%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        2510 | NS      | $861833.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CoreCivic Inc                                                                   | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       61600 | NS      | $1297912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV FUNDING UNLTD CO                           | Fiserv Funding ULC                                                              | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     1000000 | PA      | $1173732.94    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $716327.80     | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Zurich Insurance Group AG                         | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       10860 | NS      | $7598993.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanlord Land Group Ltd                            | Yanlord Land Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      964900 | NS      | $379478.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      550000 | PA      | $549140.90     | 0.00%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                  | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10017710.00   | 0.07%             | 2034-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                       | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1054123.90    | 0.01%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                          | Ultra Clean Holdings Inc                                                        | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       16700 | NS      | $376919.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      758000 | NC      | $1.02          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                          | CTS Eventim AG & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |       14181 | NS      | $1763417.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       10833 | NS      | $571765.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wayfair Inc                                       | Wayfair Inc                                                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |        2028 | NS      | $103711.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mattel Inc                                        | Mattel Inc                                                                      | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        7704 | NS      | $151922.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Ltd                                         | Sasol Ltd                                                                       | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |      103021 | NS      | $458733.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $215804.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                               | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      193300 | NS      | $1892591.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      579333 | NS      | $14043031.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Euro CLO                                  | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     6662993 | PA      | $7826964.25    | 0.06%             | 2031-07-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                    | National Storage Affiliates Trust                                               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       19980 | NS      | $639160.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $191630.57     | 0.00%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                               | Shriram Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |         674 | NS      | $5557.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                        | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        2754 | NS      | $293438.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $345622.05     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                         | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       22984 | NS      | $1251963.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                 | Hyatt Hotels Corp                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         855 | NS      | $119400.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                      | Oil States International Inc                                                    | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      190400 | NS      | $1020544.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                              | Matador Resources Co                                                            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |        2370 | NS      | $113096.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                           | V2X Inc                                                                         | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23800 | NS      | $1155490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                     | MYR Group Inc                                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        2700 | NS      | $489915.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      490000 | PA      | $505280.48     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1148977.02    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                         | Ayvens SA                                                                       | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1696443.54    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1133498.51    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          28 | NC      | $17500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd                               | Muthoot Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |        3597 | NS      | $110147.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        2311 | NS      | $1213275.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2133649 | PA      | $2135201.97    | 0.02%             | 2030-10-12      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                         | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         186 | NS      | $243348.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings I                    | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        2564 | NS      | $276476.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-33445.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32375.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1466846.19    | 0.01%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                             | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      333690 | NS      | $29828549.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Paychex Inc                                       | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        4980 | NS      | $724390.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $2356253.39    | 0.02%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          43 | NC      | $7256.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          65 | NC      | $-117214.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -111 | NC      | $17310.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       57769 | NS      | $20223771.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-641988.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                    | CMOC Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |       54000 | NS      | $55111.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     5500000 | PA      | $4738345.10    | 0.03%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MiMedx Group Inc                                  | MiMedx Group Inc                                                                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       92300 | NS      | $563953.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      995000 | PA      | $909049.71     | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Michelin                                          | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      140999 | NS      | $5244347.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       61480 | NS      | $8197128.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       11100 | NS      | $4855251.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       41127 | NS      | $3483868.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                    | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       12716 | NS      | $400719.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        1367 | NS      | $145066.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1866264.67    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       25000 | PA      | $25296.78      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Holdings Inc                              | Upstart Holdings Inc                                                            | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |       16600 | NS      | $1073688.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Progressive Corp/The                              | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      104317 | NS      | $27838034.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         690 | NS      | $308623.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       35095 | NS      | $16253898.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS CDX.EM.43.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-612069.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co Ltd                        | China Yangtze Power Co Ltd                                                      | CUSIP: 000000000<br>LEI: 3003008VX8JFJXA6QP74 | Long             | EC               | CORP              | CN        |        5400 | NS      | $22738.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider National Inc                            | Schneider National Inc                                                          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |        1182 | NS      | $28545.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       71447 | NS      | $13108381.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                            | Sirius XM Holdings Inc                                                          | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |        4585 | NS      | $105317.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                           | Valley National Bancorp                                                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      102300 | NS      | $913539.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Boerse AG                                | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       10374 | NS      | $3389077.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                   | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        2385 | NS      | $394812.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                  | Elme Communities                                                                | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |       37300 | NS      | $593070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $597400.00     | 0.00%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources Inc                       | Granite Ridge Resources Inc                                                     | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |       39200 | NS      | $249704.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                           | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       24676 | NS      | $7609091.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | Jefferies Financial Group Inc                                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       19662 | NS      | $1075314.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        4990 | NS      | $570756.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                         | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |      100000 | NS      | $615768.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                               | Viavi Solutions Inc                                                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      132700 | NS      | $1336289.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      157436 | NS      | $40522452.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $997687.50     | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc                                  | Vital Energy Inc                                                                | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |        7800 | NS      | $125502.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                      | Crane NXT Co                                                                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |        1211 | NS      | $65272.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                       | Deluxe Corp                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       85700 | NS      | $1363487.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                               | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       31137 | NS      | $2630548.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      243194 | NS      | $70504372.54   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie                    | Applied Industrial Technologies Inc                                             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |         710 | NS      | $165039.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        8099 | NS      | $2232246.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                      | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       17600 | NS      | $5529568.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $2162459.08    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSA Safety Inc                                    | MSA Safety Inc                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |         883 | NS      | $147928.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                            | Universal Display Corp                                                          | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2890 | NS      | $446389.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $25373.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion Inc                                     | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       74686 | NS      | $10128915.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd                      | Aspen Insurance Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |        4875 | NS      | $153416.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration & Production P                    | PTT Exploration & Production PCL                                                | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |       11000 | NS      | $37073.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-496050.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |    35040000 | OU      | $38481.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      590000 | PA      | $521825.44     | 0.00%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     1462906 | NS      | $8426938.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                  | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        8308 | NS      | $667963.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        4520 | NS      | $342344.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      120000 | PA      | $107171.42     | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc                               | Bloomin' Brands Inc                                                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      140100 | NS      | $1206261.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings                     | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      115522 | NS      | $10973434.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | Westlake Corp                                                                   | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         829 | NS      | $62945.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Metro Co Ltd                                | Tokyo Metro Co Ltd                                                              | CUSIP: 000000000<br>LEI: 35380049N9IQPZ74JY58 | Long             | EC               | CORP              | JP        |      111661 | NS      | $1299363.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Walmart Inc                                       | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      590429 | NS      | $57732147.62   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        5282 | NS      | $419549.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Asset Management Co Ltd                      | HDFC Asset Management Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |        2076 | NS      | $125734.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1554272.04    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $75733.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                             | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        9125 | NS      | $618992.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crocs Inc                                         | Crocs Inc                                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        1050 | NS      | $106344.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                   | Morningstar Inc                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |          20 | NS      | $6278.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                          | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      900000 | PA      | $1142322.31    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                           | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       77781 | NS      | $6065362.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                              | Amentum Holdings Inc                                                            | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        3402 | NS      | $80321.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        4137 | NS      | $2280397.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        5004 | NS      | $585167.76     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40000000 | PA      | $39958083.20   | 0.29%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                               | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       18872 | NS      | $5182110.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corp                                      | Parsons Corp                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |         890 | NS      | $63875.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                             | Envista Holdings Corp                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |        4230 | NS      | $82654.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                         | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       81694 | NS      | $1164149.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-74789.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paras Defence & Space Technolo                    | Paras Defence & Space Technologies Ltd                                          | CUSIP: 000000000<br>LEI: 3358009CCJBJYJS8VK65 | Long             | EC               | CORP              | IN        |         616 | NS      | $11478.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                          | ORLEN SA                                                                        | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       45577 | NS      | $1038767.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                    | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      786710 | NS      | $3141803.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1200000 | PA      | $1334721.01    | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                   | ERO Copper Corp                                                                 | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |       23568 | NS      | $398064.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 34 Ltd                                                                      | CUSIP: 50203CAA1<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4508446.95    | 0.03%             | 2034-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Strides Pharma Science Ltd                        | Strides Pharma Science Ltd                                                      | CUSIP: 000000000<br>LEI: 335800WHFYXUCHR9DD10 | Long             | EC               | CORP              | IN        |        7349 | NS      | $77124.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Inc                          | Anywhere Real Estate Inc                                                        | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       29400 | NS      | $106428.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPD BANK                                          | Shanghai Pudong Development Bank Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300C1031031001330 | Long             | EC               | CORP              | CN        |       27300 | NS      | $52962.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       57935 | NS      | $21241288.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group                     | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       13279 | NS      | $1518256.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grainger PLC                                      | Grainger PLC                                                                    | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |      100000 | NS      | $304004.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL INC                                        | Mattel Inc                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $987077.99     | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | 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        |      330000 | NS      | $26614500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                    | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        8569 | NS      | $209769.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                                 | Talen Energy Corp                                                               | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         835 | NS      | $242792.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monument CLO                                      | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |    20000000 | PA      | $23638346.71   | 0.17%             | 2037-05-15      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings I                    | Universal Insurance Holdings Inc                                                | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |        8100 | NS      | $224613.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      644563 | PA      | $661430.94     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                       | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        6101 | NS      | $585940.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $550628.00     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                         | Legal & General Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      169400 | NS      | $592720.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1335000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1033454.76    | 0.01%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Shyft Group Inc/The                               | Shyft Group Inc/The                                                             | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |       20300 | NS      | $254562.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                            | Trevi Therapeutics Inc                                                          | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47600 | NS      | $260372.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                             | Urban Edge Properties                                                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29340 | NS      | $547484.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       26226 | NS      | $10181195.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       15298 | NS      | $642668.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                            | Dolby Laboratories Inc                                                          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |        1432 | NS      | $106340.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                       | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      807161 | NS      | $1542401.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                        | Sprouts Farmers Market Inc                                                      | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       22600 | NS      | $3720864.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9054.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $2267023.67    | 0.02%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      565000 | PA      | $585690.26     | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Arabian Internet & Communicati                    | Arabian Internet & Communications Services Co                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         320 | NS      | $22724.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NANSHAN ALUMINIUM                                 | Shandong Nanshan Aluminum Co Ltd                                                | CUSIP: 000000000<br>LEI: 836800YU5J3RT2VPUO65 | Long             | EC               | CORP              | CN        |       71100 | NS      | $38050.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                   | Grupo Cibest SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CO        |       68700 | NS      | $777309.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       62234 | NS      | $3560046.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                              | OneMain Holdings Inc                                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        2752 | NS      | $156864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                      | LivaNova PLC                                                                    | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |        4100 | NS      | $184582.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11424.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                  | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        8810 | NS      | $1400790.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      163751 | NS      | $4129162.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $2061789.44    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |        8073 | NS      | $21099834.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      300000 | PA      | $311816.32     | 0.00%             | 2035-10-22      | Fixed         | 2.12%                 | 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        |     1195000 | PA      | $1228819.83    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi                    | Grupo Aeroportuario del Pacifico SAB de CV                                      | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |        2072 | NS      | $475772.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                           | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        2691 | NS      | $129006.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                         | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       27726 | NS      | $2268633.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                      | Texas Capital Bancshares Inc                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |        5300 | NS      | $420820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                      | Victory Capital Holdings Inc                                                    | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |       21600 | NS      | $1375272.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | Weatherford International PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |        3065 | NS      | $154200.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                          | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        8734 | NS      | $1040374.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-545591.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Red Violet Inc                                    | Red Violet Inc                                                                  | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       10100 | NS      | $496920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baoshan Iron & Steel Co Ltd                       | Baoshan Iron & Steel Co Ltd                                                     | CUSIP: 000000000<br>LEI: 300300PYAP4PEHORZT21 | Long             | EC               | CORP              | CN        |        5500 | NS      | $5063.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                             | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        2384 | NS      | $247411.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3347000 | PA      | $3318879.54    | 0.02%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                  | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |        5445 | NS      | $330674.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                          | Resideo Technologies Inc                                                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      289900 | NS      | $6395194.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       87294 | NS      | $1875586.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      450000 | PA      | $461316.89     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                            | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1760069.33    | 0.01%             | 2031-05-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $536497.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Limbach Holdings Inc                              | Limbach Holdings Inc                                                            | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |         600 | NS      | $84060.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                          | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $354423.95     | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA Pharmaceuticals Inc                                                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       86200 | NS      | $1859334.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $278819.53     | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | 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        |        1091 | NC      | $2529569.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Ltd                                    | Coal India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |       11440 | NS      | $52313.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          28 | NC      | $11900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2097819.19    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1300000 | PA      | $1611354.91    | 0.01%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1525000 | NC      | $5.43          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                      | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       14667 | NS      | $1028158.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                        | Impac Secured Assets Trust 2006-1                                               | CUSIP: 45254TTP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52564 | PA      | $48525.42      | 0.00%             | 2036-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      446295 | NS      | $15928268.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The                               | UNITE Group PLC/The                                                             | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |       36467 | NS      | $425013.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                              | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |       88385 | NS      | $1560100.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1510354.74    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                | Kilroy Realty Corp                                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |        2870 | NS      | $98469.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |        6730 | NS      | $78471.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       21587 | NS      | $1895554.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                              | Fastighets AB Balder                                                            | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |       27517 | NS      | $205119.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                       | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |       19818 | NS      | $2034515.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1178053.08    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      790772 | PA      | $795507.37     | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                        | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       25764 | NS      | $482938.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axogen Inc                                        | Axogen Inc                                                                      | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26900 | NS      | $291865.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |         947 | NS      | $196332.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                    | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      179146 | NS      | $32627860.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                           | Akebia Therapeutics Inc                                                         | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |       88400 | NS      | $321776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        3816 | NS      | $798879.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       30105 | NS      | $16359358.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                    | Scandinavian Tobacco Group A/S                                                  | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      145934 | NS      | $1936828.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                          | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        5091 | NS      | $185414.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                        | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       29946 | NS      | $697580.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                    | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       29892 | NS      | $6163764.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $259745.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | PA      | $572169.66     | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1186985.71    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       88653 | NS      | $24752804.13   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1026715.56    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                       | Pediatrix Medical Group Inc                                                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       86600 | NS      | $1242710.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $37725.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $145531.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc                           | Avidity Biosciences Inc                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28600 | NS      | $812240.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Exact Sciences Corp                               | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        3338 | NS      | $177381.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1335000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       42698 | NS      | $11372185.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | Reynolds Consumer Products Inc                                                  | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1387 | NS      | $29709.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2406551.85    | 0.02%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Viking Therapeutics Inc                           | Viking Therapeutics Inc                                                         | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |        1145 | NS      | $30342.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $308957.44     | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                            | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     1000000 | PA      | $1150986.72    | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $77976.01      | 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      | $924056.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        3866 | NS      | $609242.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                       | Kemper Corp                                                                     | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       21953 | NS      | $1416846.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                     | Schroders PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      108995 | NS      | $542045.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                         | Canon Inc                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |        7000 | NS      | $203026.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| White Mountains Insurance Grou                    | White Mountains Insurance Group Ltd                                             | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |          70 | NS      | $125700.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | Taylor Morrison Home Corp                                                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       23700 | NS      | $1455654.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1582279.39    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lineage Inc                                       | Lineage Inc                                                                     | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1595 | NS      | $69414.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Energy Electric Power                    | Zhejiang Zheneng Electric Power Co Ltd                                          | CUSIP: 000000000<br>LEI: 3003007BB94AW2PBWC09 | Long             | EC               | CORP              | CN        |       29500 | NS      | $21849.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      575000 | PA      | $558171.89     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tech Mahindra Ltd                                 | Tech Mahindra Ltd                                                               | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |       53834 | NS      | $1059385.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11796.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                  | Vail Resorts Inc                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |         152 | NS      | $23883.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commerci                    | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |      212226 | NS      | $362391.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                           | Largan Precision Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        1000 | NS      | $81670.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       89445 | PA      | $90055.42      | 0.00%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                        | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      271009 | NS      | $2451854.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                    | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |    12000000 | PA      | $12057451.20   | 0.09%             | 2037-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones                    | Banco de Credito e Inversiones SA                                               | CUSIP: 000000000<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |         385 | NS      | $16257.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      190795 | NS      | $27319936.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Bain Capital Euro CLO                             | Bain Capital Euro CLO 2020-1 DAC                                                | CUSIP: 000000000<br>LEI: 5493001FSPB8QPJ8P276 | Long             | ABS-CBDO         | CORP              | IE        |     2664806 | PA      | $3154592.73    | 0.02%             | 2033-01-24      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       13575 | NS      | $1501530.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Catalyst Pharmaceuticals Inc                      | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       35500 | NS      | $770350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                     | Zhongsheng Group Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | CN        |       48000 | NS      | $74241.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                      | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      123145 | NS      | $1737111.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics Inc                            | Compal Electronics Inc                                                          | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |      482000 | NS      | $479418.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                             | Antero Midstream Corp                                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5168 | NS      | $97933.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3312572.38    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1357.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |    11350000 | PA      | $11401557.38   | 0.08%             | 2036-01-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                             | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       15100 | NS      | $1044404.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                   | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      193073 | NS      | $6525867.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1950000.00    | 0.01%             | 2039-03-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                       | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2029620.32    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $297051.45     | 0.00%             | 2031-05-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                        | Belden Inc                                                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       20500 | NS      | $2373900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        4097 | NS      | $375531.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 29 Ltd                                | Elmwood CLO 29 Ltd                                                              | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20000000 | PA      | $20070696.00   | 0.15%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                          | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      730000 | PA      | $662004.02     | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                        | Bank Polska Kasa Opieki SA                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       12483 | NS      | $642930.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offsho                    | HD Korea Shipbuilding & Offshore Engineering Co Ltd                             | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |         403 | NS      | $108826.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1988119.76    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                | Verint Systems Inc                                                              | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      208700 | NS      | $4105129.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BWX Technologies Inc                              | BWX Technologies Inc                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        1768 | NS      | $254698.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                                | Eldorado Gold Corp                                                              | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |       41338 | NS      | $840814.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         459 | NS      | $110765.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       14814 | NS      | $6006484.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd                    | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      259000 | NS      | $1154518.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co                         | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       13179 | NS      | $1152767.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1777000 | NC      | $-748.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                          | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $626972.99     | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                             | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       37645 | NS      | $28886514.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         509 | NS      | $151631.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      700000 | PA      | $825249.72     | 0.01%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       16537 | NS      | $424835.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       99355 | NS      | $9801370.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Core MSCI EAFE ETF                        | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |      985580 | NS      | $82276218.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WPG Holdings Ltd                                  | WPG Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      227000 | NS      | $545616.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                   | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       12450 | NS      | $2329826.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities Trust 2004-SD2                             | CUSIP: 07384YTH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      258485 | PA      | $258734.07     | 0.00%             | 2044-03-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| International Consolidated Air                    | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |      560260 | NS      | $2639509.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                               | Richter Gedeon Nyrt                                                             | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |       18015 | NS      | $531016.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                       | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      126786 | NS      | $3757098.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        1004 | NC      | $1019281.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                        | Midland States Bancorp Inc                                                      | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       12800 | NS      | $221696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-23699.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        5762 | NS      | $436874.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                            | Grupo Mexico SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |       22500 | NS      | $135794.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co                     | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      127000 | NS      | $700701.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      457838 | NS      | $49354936.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43538.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.             | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-285237.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                  | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       45448 | NS      | $2105144.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2017-3 Ltd                                                       | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16250000 | PA      | $16315000.00   | 0.12%             | 2037-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       53949 | NS      | $13857242.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       24288 | NS      | $3131208.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                | First Hawaiian Inc                                                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |        2950 | NS      | $73632.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $487222.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7730000 | PA      | $3255945.17    | 0.02%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                     | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       43301 | NS      | $433708.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1085045.08    | 0.01%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1135106.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                          | Yapi ve Kredi Bankasi AS                                                        | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | EC               | CORP              | TR        |      603783 | NS      | $480903.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                     | M/I Homes Inc                                                                   | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        1300 | NS      | $145756.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage REIT                             | National Storage REIT                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      141775 | NS      | $214829.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Foundation Inc                              | First Foundation Inc                                                            | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       37100 | NS      | $189210.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                           | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       23160 | NS      | $2871376.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                     | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       20500 | NS      | $212585.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                      | Xeris Biopharma Holdings Inc                                                    | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      293000 | NS      | $1368310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                             | Civitas Resources Inc                                                           | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |        1330 | NS      | $36601.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       34932 | NS      | $3961638.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3499672.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      600000 | PA      | $614924.54     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICBC                                              | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |      720000 | NS      | $571720.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                      | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |         344 | NS      | $27936.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp                                        | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       71600 | NS      | $1943745.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5703.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $999641.38     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -922000 | NC      | $-10776.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      921000 | NC      | $60.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                                      | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      224380 | NS      | $9889548.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                       | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       93281 | NS      | $1032732.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                              | Asustek Computer Inc                                                            | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |        6000 | NS      | $132644.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d                    | Grupo Financiero Banorte SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       66300 | NS      | $608393.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | EURO ESTR                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         117 | NC      | $-4527.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       85769 | NS      | $1437488.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELP FINANCE SARL                                 | SELP Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |     2433000 | PA      | $2914759.52    | 0.02%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                 | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       15313 | NS      | $321879.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2085000 | PA      | $2092981.64    | 0.02%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Public Education Inc                     | American Public Education Inc                                                   | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |        3000 | NS      | $91380.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     4750000 | NC      | $0.23          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       18900 | NS      | $1183896.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                                   | Amer Sports Inc                                                                 | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |      144570 | NS      | $5603533.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                    | Ziff Davis Inc                                                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       14800 | NS      | $447996.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank/The                           | Saudi National Bank/The                                                         | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |        6703 | NS      | $64540.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                         | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       20215 | NS      | $2620707.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                             | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       18066 | NS      | $248226.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferrovial SE                                      | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |       29819 | NS      | $1590625.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      400000 | PA      | $446678.64     | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Fire Group Inc                             | United Fire Group Inc                                                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3700 | NS      | $106190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                  | ACV Auctions Inc                                                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30802 | NS      | $499608.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Heavy Industries Co                    | HD Hyundai Heavy Industries Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |         122 | NS      | $38507.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-127803.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                               | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        5807 | NS      | $494322.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      535000 | PA      | $502661.47     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cava Group Inc                                    | Cava Group Inc                                                                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24699 | NS      | $2080396.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                  | AMC Networks Inc                                                                | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       21600 | NS      | $135432.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1531996.95    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                         | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        1442 | NS      | $148756.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc                          | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |         325 | NS      | $300098.27     | 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        |     8973000 | NC      | $1185.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                          | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |     2300000 | PA      | $2700425.64    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Manila Electric Co                                | Manila Electric Co                                                              | CUSIP: 000000000<br>LEI: 254900RDFLCM12O8SK69 | Long             | EC               | CORP              | PH        |       76330 | NS      | $729694.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1566474.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Astronics Corp                                    | Astronics Corp                                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       13900 | NS      | $465372.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riskified Ltd                                     | Riskified Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500GU19M0O0BYWM49 | Long             | EC               | CORP              | IL        |       32762 | NS      | $163482.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $80081.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        9098 | NS      | $756771.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                          | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     1202231 | NS      | $642649.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $739764.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $85075.80      | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux MPC Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      930000 | PA      | $967200.00     | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        4000 | NS      | $3582960.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      171125 | NS      | $10443118.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $750000.00     | 0.01%             | 2039-03-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       22769 | NS      | $988629.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        4976 | NS      | $239146.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $92366.49      | 0.00%             | 2041-11-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                    | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        4000 | NS      | $885000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $66.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-34589.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       33200 | NS      | $10277724.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1237486.57    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | 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      | $113935.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                       | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       41788 | NS      | $8098932.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                           | Millrose Properties Inc                                                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2980 | NS      | $84959.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      125821 | NS      | $6616926.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125221.26     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AddTech AB                                        | AddTech AB                                                                      | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |       23600 | NS      | $804560.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33423.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        3686 | NS      | $306107.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                             | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        5152 | NS      | $1378366.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coway Co Ltd                                      | Coway Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         316 | NS      | $22580.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                    | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |      687000 | NS      | $2202517.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| StandardAero Inc                                  | StandardAero Inc                                                                | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1715 | NS      | $54279.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SA                                | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     2500000 | PA      | $2736466.20    | 0.02%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                          | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       99110 | NS      | $4229226.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SingTel                                           | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       82600 | NS      | $249021.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     1200000 | PA      | $1362737.37    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3500000 | PA      | $3429695.66    | 0.03%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                     | Indofood Sukses Makmur Tbk PT                                                   | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |     1269000 | NS      | $635426.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                        | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |        6934 | NS      | $115312.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV                           | America Movil SAB de CV                                                         | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |      580800 | NS      | $519994.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | Group 1 Automotive Inc                                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        1100 | NS      | $480381.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA HOLDCO LTD                                 | ZEGONA HOLDCO LTD                                                               | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |     6200000 | PA      | $7270688.11    | 0.05%             | 2029-07-30      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                     | HDFC Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |        8811 | NS      | $205696.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                 | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |       27500 | NS      | $605256.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                      | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         385 | NS      | $197381.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development                     | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |        6000 | NS      | $231716.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1500000 | PA      | $1733353.43    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $725.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      135262 | NS      | $9027385.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Generate CLO Ltd.                                 | Generate CLO 7 Ltd                                                              | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12547813.75   | 0.09%             | 2037-04-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-50943.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                         | Hindustan Aeronautics Ltd                                                       | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |         508 | NS      | $28855.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookline Bancorp Inc                             | Brookline Bancorp Inc                                                           | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11186 | NS      | $118012.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HACB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4082847 | PA      | $3219595.93    | 0.02%             | 2053-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Repligen Corp                                     | Repligen Corp                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        1117 | NS      | $138932.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-43126.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                       | Kanzhun Ltd                                                                     | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |       43020 | NS      | $767476.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                 | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       74555 | NS      | $1062531.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1395811.85    | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Chemed Corp                                       | Chemed Corp                                                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         309 | NS      | $150461.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       91900 | NS      | $14635994.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        4152 | NS      | $199669.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                           | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       44720 | NS      | $1659882.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1357365.25    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                               | Meritage Homes Corp                                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       13800 | NS      | $924186.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         380 | NS      | $36084.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                         | Piedmont Realty Trust Inc                                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27396 | NS      | $199716.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4931.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                      | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       14226 | NS      | $1279201.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                 | BILL Holdings Inc                                                               | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        1858 | NS      | $85951.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                     | Adaptive Biotechnologies Corp                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      127400 | NS      | $1484210.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                        | Oil & Natural Gas Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |       20582 | NS      | $58620.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                     | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       40901 | NS      | $723538.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ISLE OF MAN                                       | Isle of Man Government International Bond                                       | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      400000 | PA      | $554934.94     | 0.00%             | 2034-08-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $83630.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                        | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        4431 | NS      | $389928.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2998428.90    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        4879 | NS      | $314012.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       38429 | NS      | $7454841.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | Yext Inc                                                                        | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |       25800 | NS      | $219300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        9954 | NS      | $737292.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnit PJSC                                       | Magnit PJSC                                                                     | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |        5159 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1499391.35    | 0.01%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                              | Juniper Networks Inc                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        7664 | NS      | $306023.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-123526.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1750000 | PA      | $1577308.12    | 0.01%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1517000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      575000 | PA      | $526551.37     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Viatris Inc                                       | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       27642 | NS      | $246843.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd                     | Tata Consultancy Services Ltd                                                   | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       29313 | NS      | $1183673.12    | 0.01%             |  |  |  | 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        |      154700 | NS      | $28839174.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    27823985 | PA      | $194929.28     | 0.00%             | 2026-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Max Estates Ltd                                   | Max Estates Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800SK4H661DYB9B13 | Long             | EC               | CORP              | IN        |       21598 | NS      | $125996.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      105000 | PA      | $105475.78     | 0.00%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mercury Systems Inc                               | Mercury Systems Inc                                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       30000 | NS      | $1615800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-42768.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Chile                             | Banco Santander Chile                                                           | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |      498225 | NS      | $31290.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      359000 | PA      | $358102.50     | 0.00%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DMC Global Inc                                    | DMC Global Inc                                                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       86100 | NS      | $693966.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      585000 | PA      | $589826.25     | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -57 | NC      | $-24225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                         | Columbus McKinnon Corp/NY                                                       | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       95800 | NS      | $1462866.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                         | Five9 Inc                                                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |       16600 | NS      | $439568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                    | MACOM Technology Solutions Holdings Inc                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4383 | NS      | $628040.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        1832 | NS      | $248602.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                       | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      103815 | NS      | $2749678.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                          | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |        4500 | NS      | $1612630.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                                           | EnerSys                                                                         | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       23300 | NS      | $1998441.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunka Shutter Co Ltd                              | Bunka Shutter Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |       57000 | NS      | $933044.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                       | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      459208 | NS      | $7241710.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      135633 | NS      | $9549919.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Credit CLO LLC                               | Apex Credit CLO 2021-II LLC                                                     | CUSIP: 58406CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8250000 | PA      | $8259155.85    | 0.06%             | 2034-10-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-136731.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc                              | Douglas Dynamics Inc                                                            | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       27600 | NS      | $813372.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-50878.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 3 LTD                              | HKT Capital No 3 Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |     2000000 | PA      | $2248908.71    | 0.02%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                              | Hyundai Mobis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |         475 | NS      | $100770.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      242241 | NS      | $8866892.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shake Shack Inc                                   | Shake Shack Inc                                                                 | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |        1717 | NS      | $241410.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $419565.17     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                          | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        1199 | NS      | $200376.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer