# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0001752724-23-063252
**Filing Date:** 2023-3
**Character Count:** 1677899
**Document Hash:** 5b1f45784c19fb73e2b589691330163b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-063252.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-063252

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 23752165

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19991015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE INVESTING FOUNDATION III
- **DATE OF NAME CHANGE:** 19971029

## Series and Classes Contracts Data

### Nationwide Multi-Cap Portfolio (Series ID: S000064382)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000208247 | Class R6     |  |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Mutual Funds

- **b. Investment Company Act file number:** 811-08495

- **c. CIK number of Registrant:** 0001048702

- **d. LEI of Registrant:** 549300NXDT8MH8Z3PQ44

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

  - **Street Address 1:** One Nationwide Plaza Location:N0900

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

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

- **a. Name of Series:** Nationwide Multi-Cap Portfolio

- **b. EDGAR series identifier (if any):** S000064382

- **c. LEI of Series:** 549300FGLKT5RYC4PF32

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5131060237.61

**Total Liabilities:** $169222693.34

**Net Assets:** $4961837544.27

**Cash Not Reported:** $349190721.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2858.19101400 | **1-Year:** 81807.10933600 | **5-Year:** 110682.88723800 | **10-Year:** 62704.64988200 | **30-Year:** 60187.81248300

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

- **3-Month:** 187.66631300 | **1-Year:** 2710.56817800 | **5-Year:** 9591.18729200 | **10-Year:** 12099.86411900 | **30-Year:** 89.97103700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000208247 | 5.69%                | -6.08%               | 7.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12161723.71            | $178030375.32                              |
| Month 2  | $-6956676.41             | $-145218099.60                             |
| Month 3  | $545641.46               | $192305914.31                              |

**Designated Index Information**

- **Index Name:** Russell 3000 Benchmark

- **Index Identifier:** RUSSELL.MC.RAY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                                            | CBRE Group, Inc., Class A                                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      19120 | NS      | $1634951.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4660000 | PA      | $4123371.88   | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Radian Group, Inc.                                                          | Radian Group, Inc.                                                                                     | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      26649 | NS      | $588942.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                                                          | Green Plains, Inc.                                                                                     | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |        574 | NS      | $19957.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown & Brown, Inc.                                                         | Brown & Brown, Inc.                                                                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      12738 | NS      | $745937.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                                 | Host Hotels & Resorts, Inc.                                                                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      40373 | NS      | $761031.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                      | Independent Bank Corp.                                                                                 | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |        737 | NS      | $58731.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Residential Mortgage Trust                                               | SG Residential Mortgage Trust, Series 2022-1, Class A1                                                 | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600222 | PA      | $3323813.80   | 0.07%             | 2062-03-27      | Variable      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                                               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        711 | NS      | $152047.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Satellogic, Inc.                                                            | Satellogic, Inc., Class A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |        218 | NS      | $769.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                                                       | GeneDx Holdings Corp.                                                                                  | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        812 | NS      | $344.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercontinental Exchange, Inc.                                             | Intercontinental Exchange, Inc.                                                                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      34557 | NS      | $3716605.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     272481 | PA      | $240791.78    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Werner Enterprises, Inc.                                                    | Werner Enterprises, Inc.                                                                               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       3012 | NS      | $141473.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4060000 | PA      | $4000286.09   | 0.08%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Acushnet Holdings Corp.                                                     | Acushnet Holdings Corp.                                                                                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       1354 | NS      | $63570.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                                          | Agree Realty Corp.                                                                                     | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4348 | NS      | $324491.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp.                                                              | MannKind Corp.                                                                                         | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      12507 | NS      | $68413.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vor BioPharma, Inc.                                                         | Vor BioPharma, Inc.                                                                                    | CUSIP: 929033108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        164 | NS      | $864.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                                          | PJT Partners, Inc., Class A                                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       1943 | NS      | $155498.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                                                | Thermon Group Holdings, Inc.                                                                           | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       1361 | NS      | $31466.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3700000 | PA      | $3591890.63   | 0.07%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Renasant Corp.                                                              | Renasant Corp.                                                                                         | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       1342 | NS      | $47748.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA, Inc.                                                        | Rocket Lab USA, Inc.                                                                                   | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14190 | NS      | $70524.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Corporate Office Properties Trust                                           | Corporate Office Properties Trust                                                                      | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       5943 | NS      | $166820.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                                                 | Crocs, Inc.                                                                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       3336 | NS      | $406224.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                                            | Schnitzer Steel Industries, Inc., Class A                                                              | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       1042 | NS      | $35261.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                                                    | Trinity Industries, Inc.                                                                               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       4376 | NS      | $125897.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                            | SMB Private Education Loan Trust, Series 2021-A, Class A2B                                             | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1789245 | PA      | $1580944.77   | 0.03%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp.                                              | Lions Gate Entertainment Corp., Class B                                                                | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       6279 | NS      | $47845.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                              | Walgreens Boots Alliance, Inc.                                                                         | CUSIP: 93142XRD5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |    7750000 | PA      | $7672779.00   | 0.15%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3138LHPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19129 | PA      | $18544.03     | 0.00%             | 2029-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      85567 | NS      | $7569256.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                                                       | Kraft Heinz Co. (The)                                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      40271 | NS      | $1632183.63   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy, Inc.                                                        | Fluence Energy, Inc.                                                                                   | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2131 | NS      | $51442.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoals Technologies Group, Inc.                                             | Shoals Technologies Group, Inc., Class A                                                               | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7150 | NS      | $199413.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Guess?, Inc.                                                                | Guess?, Inc.                                                                                           | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       1712 | NS      | $39667.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Walgreens Boots Alliance, Inc.                                              | Walgreens Boots Alliance, Inc.                                                                         | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      43621 | NS      | $1607870.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Intermediate-Term Corporate Bond ETF                               | Vanguard Intermediate-Term Corporate Bond ETF                                                          | CUSIP: 92206C870<br>LEI: N/A                  | Long             |  | RF                | US        |     284775 | NS      | $23006972.25  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute, Inc. (The)                                              | Oncology Institute, Inc. (The)                                                                         | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        167 | NS      | $247.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       8376 | NS      | $676043.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                                    | Wintrust Financial Corp.                                                                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       3358 | NS      | $307156.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                             | Eaton Corp. plc                                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      23032 | NS      | $3736020.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                                                  | Wolverine World Wide, Inc.                                                                             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       4523 | NS      | $72955.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                                                 | Sabre Corp.                                                                                            | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      18942 | NS      | $128995.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MKS CLO Ltd.                                                                | MKS CLO Ltd., Series 2017-2A, Class A                                                                  | CUSIP: 12662CAA5<br>LEI: 549300JCIKT6NT8T1275 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4955025.00   | 0.10%             | 2031-01-20      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| InterDigital, Inc.                                                          | InterDigital, Inc.                                                                                     | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2088 | NS      | $146055.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                                   | RLI Corp.                                                                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       2385 | NS      | $315893.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                           | Match Group, Inc.                                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      16068 | NS      | $869600.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                                                 | Sonos, Inc.                                                                                            | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       6856 | NS      | $126424.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                                                      | Monster Beverage Corp.                                                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      20413 | NS      | $2124585.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                                                  | Chesapeake Utilities Corp.                                                                             | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |        276 | NS      | $34798.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                          | Helix Energy Solutions Group, Inc.                                                                     | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       5874 | NS      | $46580.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                                            | Cue Health, Inc.                                                                                       | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        558 | NS      | $1461.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                                                 | nCino, Inc.                                                                                            | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3553 | NS      | $101615.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BlueMountain CLO Ltd.                                                       | BlueMountain CLO Ltd., Series 2015-3A, Class A1R                                                       | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |    1215000 | PA      | $1202100.35   | 0.02%             | 2031-04-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Vaxart, Inc.                                                                | Vaxart, Inc.                                                                                           | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14214 | NS      | $15351.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS, Inc.                                                                   | GMS, Inc.                                                                                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       2757 | NS      | $163545.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                         | Synchrony Financial                                                                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      25789 | NS      | $947229.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| International Money Express, Inc.                                           | International Money Express, Inc.                                                                      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1081 | NS      | $24603.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Advantage Corp.                                                       | First Advantage Corp.                                                                                  | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |       4181 | NS      | $58032.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                | Cadence Design Systems, Inc.                                                                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      15241 | NS      | $2786512.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                                  | Anywhere Real Estate, Inc.                                                                             | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       6220 | NS      | $52745.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 5 Year Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -5397 | NC      | $-5623091.67  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                                                   | Mirion Technologies, Inc.                                                                              | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      11674 | NS      | $92808.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Carter's, Inc.                                                              | Carter's, Inc.                                                                                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       2332 | NS      | $194418.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OBX Trust                                                                   | OBX Trust, Series 2021-NQM2, Class A3                                                                  | CUSIP: 670857AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     833265 | PA      | $657786.94    | 0.01%             | 2061-05-25      | Variable      | 1.56%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                       | Gulfport Energy Corp.                                                                                  | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        793 | NS      | $54042.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dolby Laboratories, Inc.                                                    | Dolby Laboratories, Inc., Class A                                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       3860 | NS      | $307101.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                                           | Merchants Bancorp                                                                                      | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |        521 | NS      | $14989.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   40009000 | PA      | $-995419.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd.                                                  | Liberty Latin America Ltd., Class C                                                                    | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |       3286 | NS      | $32367.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                  | Archer-Daniels-Midland Co.                                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      30701 | NS      | $2543577.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorp, Inc.                                                          | West Bancorp, Inc.                                                                                     | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |        681 | NS      | $14913.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                                              | WesBanco, Inc.                                                                                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4396 | NS      | $163399.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley, Inc.                                                                | Holley, Inc.                                                                                           | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |        333 | NS      | $1102.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                                                | Rapid7, Inc.                                                                                           | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       3090 | NS      | $123198.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Elliman, Inc.                                                       | Douglas Elliman, Inc.                                                                                  | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       2348 | NS      | $10941.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2920000 | PA      | $2820488.94   | 0.06%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Douglas Dynamics, Inc.                                                      | Douglas Dynamics, Inc.                                                                                 | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       2360 | NS      | $95367.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                                                  | Pool Corp.                                                                                             | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       2175 | NS      | $838701.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                            | McDonald's Corp.                                                                                       | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3299414.39   | 0.07%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14260000 | PA      | $13981484.38  | 0.28%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FirstCash Holdings, Inc.                                                    | FirstCash Holdings, Inc.                                                                               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2061 | NS      | $189982.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                                       | Hancock Whitney Corp.                                                                                  | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       4232 | NS      | $217863.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3140JBUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59769 | PA      | $51400.68     | 0.00%             | 2032-02-01      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Globalstar, Inc.                                                            | Globalstar, Inc.                                                                                       | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      53185 | NS      | $74990.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viasat, Inc.                                                                | Viasat, Inc.                                                                                           | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       3851 | NS      | $132666.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3300000 | PA      | $3276281.25   | 0.07%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foot Locker, Inc.                                                           | Foot Locker, Inc.                                                                                      | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       4502 | NS      | $195882.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Brands, Inc.                                                  | Constellation Brands, Inc.                                                                             | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     960000 | PA      | $946150.77    | 0.02%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                     | MPLX LP                                                                                                | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2882443.55   | 0.06%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                           | Exxon Mobil Corp.                                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     230491 | NS      | $26739260.91  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                                                        | Vulcan Materials Co.                                                                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       7370 | NS      | $1351142.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                                                     | ATN International, Inc.                                                                                | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |        446 | NS      | $21800.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                                     | Louisiana-Pacific Corp.                                                                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       3785 | NS      | $257720.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet, Inc.                                                                 | Owlet, Inc.                                                                                            | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        421 | NS      | $172.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                              | Alphabet, Inc., Class A                                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     340903 | NS      | $33694852.52  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                 | Brinker International, Inc.                                                                            | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       2762 | NS      | $108988.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                                                          | Talos Energy, Inc.                                                                                     | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       4486 | NS      | $88867.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                                        | Addus HomeCare Corp.                                                                                   | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       1190 | NS      | $127948.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                                   | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       7936 | NS      | $129991.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc.                                                         | Athira Pharma, Inc.                                                                                    | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1419 | NS      | $5732.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2021-NQM1, Class A1                                                                  | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3377066 | PA      | $2829070.71   | 0.06%             | 2066-02-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     530000 | PA      | $566768.75    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                 | Ionis Pharmaceuticals, Inc.                                                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       8373 | NS      | $333831.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2331 | PA      | $-9379.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |       4764 | NS      | $127913.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United Therapeutics Corp.                                                   | United Therapeutics Corp.                                                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       2500 | NS      | $657925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight, Inc.                                                               | RxSight, Inc.                                                                                          | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        103 | NS      | $1442.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CubeSmart                                                                   | CubeSmart                                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12424 | NS      | $568894.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.                                | Expeditors International of Washington, Inc.                                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       8908 | NS      | $963400.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                                                     | Oxford Industries, Inc.                                                                                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |        893 | NS      | $104677.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Walmart, Inc.                                                               | Walmart, Inc.                                                                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      79284 | NS      | $11406589.08  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                            | Zions Bancorp NA                                                                                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      10181 | NS      | $541221.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                             | CME Group, Inc.                                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      21559 | NS      | $3808612.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                                             | Ingredion, Inc.                                                                                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       3732 | NS      | $383649.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                                             | Interactive Brokers Group, Inc., Class A                                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       5750 | NS      | $459655.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                                           | Lowe's Cos., Inc.                                                                                      | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2430850.46   | 0.05%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Equity Bancshares, Inc.                                                     | Equity Bancshares, Inc., Class A                                                                       | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |        624 | NS      | $18626.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp.                                                          | QuantumScape Corp.                                                                                     | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11623 | NS      | $98911.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif, Inc.                                                                 | Greif, Inc., Class B                                                                                   | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        252 | NS      | $20764.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2005-2AR, Class A                                           | CUSIP: 61745M4E0<br>LEI: 549300M91PFQR7JLJ570 | Long             | ABS-MBS          | CORP              | US        |     795042 | PA      | $739753.73    | 0.01%             | 2035-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Southern First Bancshares, Inc.                                             | Southern First Bancshares, Inc.                                                                        | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        341 | NS      | $14352.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     103130 | PA      | $35133.93     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cerus Corp.                                                                 | Cerus Corp.                                                                                            | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      15291 | NS      | $48013.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard High Dividend Yield ETF                                            | Vanguard High Dividend Yield ETF                                                                       | CUSIP: 921946406<br>LEI: N/A                  | Long             |  | RF                | US        |      77585 | NS      | $8594090.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Logistics Holdings, Inc.                                          | Universal Logistics Holdings, Inc.                                                                     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        286 | NS      | $10273.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617MB5S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30060 | PA      | $30015.83     | 0.00%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBIZ, Inc.                                                                  | CBIZ, Inc.                                                                                             | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |       3627 | NS      | $172608.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Materials, Inc.                                                        | Meta Materials, Inc.                                                                                   | CUSIP: 59134N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2058 | NS      | $2078.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Valero Energy Corp.                                                         | Valero Energy Corp.                                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      21163 | NS      | $2963454.89   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                                                      | Koppers Holdings, Inc.                                                                                 | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        826 | NS      | $28587.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                                                     | Hawaiian Holdings, Inc.                                                                                | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |       1917 | NS      | $23617.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      17355 | PA      | $4344.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nevro Corp.                                                                 | Nevro Corp.                                                                                            | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |       2048 | NS      | $75202.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Heron Therapeutics, Inc.                                                    | Heron Therapeutics, Inc.                                                                               | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |       3579 | NS      | $9699.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA, Inc.                                                                 | TEGNA, Inc.                                                                                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      11695 | NS      | $233081.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      30112 | PA      | $-13349.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helen of Troy Ltd.                                                          | Helen of Troy Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       1285 | NS      | $145346.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.                                            | MidWestOne Financial Group, Inc.                                                                       | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        598 | NS      | $18627.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                                       | PayPal Holdings, Inc.                                                                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      64351 | NS      | $5243962.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                                                        | Garrett Motion, Inc.                                                                                   | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |        301 | NS      | $2408.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                                  | Resideo Technologies, Inc.                                                                             | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       7686 | NS      | $147801.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade, Inc.                                                              | Lemonade, Inc.                                                                                         | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |       2415 | NS      | $39316.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Crowdstrike Holdings, Inc.                                                  | Crowdstrike Holdings, Inc., Class A                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      11796 | NS      | $1249196.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                                  | Esab Corp.                                                                                             | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       2331 | NS      | $134755.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                      | Waste Management, Inc.                                                                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      23691 | NS      | $3665708.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                                  | uniQure NV                                                                                             | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |        485 | NS      | $10306.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                                            | OGE Energy Corp.                                                                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      11381 | NS      | $447500.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TrueBlue, Inc.                                                              | TrueBlue, Inc.                                                                                         | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1384 | NS      | $27167.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences, Inc.                                                | Prometheus Biosciences, Inc.                                                                           | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1934 | NS      | $219818.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                                                         | Rimini Street, Inc.                                                                                    | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |        952 | NS      | $4284.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                                          | Kosmos Energy Ltd.                                                                                     | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      24086 | NS      | $190520.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bills                                                                                    | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    9580000 | PA      | $9442953.41   | 0.19%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Axonics, Inc.                                                               | Axonics, Inc.                                                                                          | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       2841 | NS      | $174437.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                        | SoftBank Group Corp.                                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |      40300 | NS      | $1920840.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    3002916 | PA      | $-46496.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORIC Pharmaceuticals, Inc.                                                  | ORIC Pharmaceuticals, Inc.                                                                             | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |        197 | NS      | $1115.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd.                                                               | Voya CLO Ltd., Series 2018-2A, Class A1                                                                | CUSIP: 92917JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1155000 | PA      | $1145470.10   | 0.02%             | 2031-07-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Ethan Allen Interiors, Inc.                                                 | Ethan Allen Interiors, Inc.                                                                            | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        950 | NS      | $27303.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                                       | Landstar System, Inc.                                                                                  | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       2066 | NS      | $357066.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Intrepid Potash, Inc.                                                       | Intrepid Potash, Inc.                                                                                  | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |        392 | NS      | $12830.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology, Inc.                                                  | Microchip Technology, Inc.                                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      30649 | NS      | $2378975.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights, Inc.                                                       | Berkeley Lights, Inc.                                                                                  | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |       1614 | NS      | $3470.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                              | Amphenol Corp., Class A                                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      32646 | NS      | $2604171.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                                                      | Lakeland Bancorp, Inc.                                                                                 | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |       8656 | NS      | $166801.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.                                               | Apollo Medical Holdings, Inc.                                                                          | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       2032 | NS      | $72420.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                                               | John B Sanfilippo & Son, Inc.                                                                          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        354 | NS      | $29916.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                                   | Fox Corp.                                                                                              | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5395835.54   | 0.11%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Meridian Bioscience, Inc.                                                   | Meridian Bioscience, Inc.                                                                              | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       3362 | NS      | $114308.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                     | Robinhood Markets, Inc., Class A                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      34635 | NS      | $360550.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CF SECURED LLC                                                              | Treasury Repurchase Agreement                                                                          | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   48537959 | PA      | $48537959.30  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| OneSpan, Inc.                                                               | OneSpan, Inc.                                                                                          | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       1319 | NS      | $18215.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp.                                                                 | Loews Corp.                                                                                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      11983 | NS      | $736714.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.                                             | Urstadt Biddle Properties, Inc., Class A                                                               | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |       1259 | NS      | $23644.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                                    | Tango Therapeutics, Inc.                                                                               | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        357 | NS      | $2356.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods, Inc.                                                       | Cal-Maine Foods, Inc.                                                                                  | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       1888 | NS      | $108031.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMETEK, Inc.                                                                | AMETEK, Inc.                                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      12505 | NS      | $1812224.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.                                           | Ares Commercial Real Estate Corp.                                                                      | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |       5779 | NS      | $70966.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp.                                                                 | Heska Corp.                                                                                            | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |        667 | NS      | $59656.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Madrigal Pharmaceuticals, Inc.                                              | Madrigal Pharmaceuticals, Inc.                                                                         | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       1113 | NS      | $320822.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                                                        | Aviat Networks, Inc.                                                                                   | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |         70 | NS      | $2264.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stoneridge, Inc.                                                            | Stoneridge, Inc.                                                                                       | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |       1063 | NS      | $26213.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies, Inc.                                                  | Luminar Technologies, Inc.                                                                             | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |      14684 | NS      | $97942.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubb Ltd.                                                                  | Chubb Ltd.                                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      20626 | NS      | $4692208.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                                     | Permian Resources Corp.                                                                                | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      13037 | NS      | $141712.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Greene County Bancorp, Inc.                                                 | Greene County Bancorp, Inc.                                                                            | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         22 | NS      | $1076.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                                            | TriCo Bancshares                                                                                       | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2591 | NS      | $130975.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                                                    | Warner Music Group Corp., Class A                                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        761 | NS      | $27738.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions, Inc.                                                    | Offerpad Solutions, Inc.                                                                               | CUSIP: 67623L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        317 | NS      | $290.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics, Inc.                                             | 4D Molecular Therapeutics, Inc.                                                                        | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1134 | NS      | $23870.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The)                                                                    | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3378777.05   | 0.07%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TaskUS, Inc.                                                                | TaskUS, Inc., Class A                                                                                  | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |        178 | NS      | $3319.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                                               | Balchem Corp.                                                                                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       1724 | NS      | $225206.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint, Inc.                                                              | AvePoint, Inc.                                                                                         | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13545 | NS      | $60546.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust, Series 2003-10A, Class A4                                                      | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | DBT              | CORP              | US        |    1185391 | PA      | $1165864.27   | 0.02%             | 2068-12-17      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| TrueCar, Inc.                                                               | TrueCar, Inc.                                                                                          | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |       3899 | NS      | $12164.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings, Inc.                                                | Driven Brands Holdings, Inc.                                                                           | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3541 | NS      | $103361.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ouster, Inc.                                                                | Ouster, Inc.                                                                                           | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        831 | NS      | $1188.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                      | Kyndryl Holdings, Inc.                                                                                 | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       9777 | NS      | $130914.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                                | Two Harbors Investment Corp.                                                                           | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |       4412 | NS      | $79151.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                                                | Ligand Pharmaceuticals, Inc.                                                                           | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |        865 | NS      | $60290.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                                  | Baxter International, Inc.                                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      27862 | NS      | $1273014.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.                                     | Artisan Partners Asset Management, Inc., Class A                                                       | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       5810 | NS      | $213924.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oscar Health, Inc.                                                          | Oscar Health, Inc., Class A                                                                            | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17156 | NS      | $65879.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                                        | Meritage Homes Corp.                                                                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       1983 | NS      | $213549.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                                               | Polaris, Inc.                                                                                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       3258 | NS      | $374148.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Bancshares, Inc.                                                 | Huntington Bancshares, Inc.                                                                            | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      82709 | NS      | $1254695.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares, Inc.                                          | American National Bankshares, Inc.                                                                     | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |        469 | NS      | $16232.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                                         | Triumph Group, Inc.                                                                                    | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       4318 | NS      | $49182.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                                             | SpartanNash Co.                                                                                        | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       3067 | NS      | $97162.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass, Inc.                                                            | Tecnoglass, Inc.                                                                                       | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |        133 | NS      | $4553.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                                                    | Stoke Therapeutics, Inc.                                                                               | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |        607 | NS      | $6045.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens, Inc.                                                              | Citizens, Inc.                                                                                         | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |        295 | NS      | $708.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                                          | CoStar Group, Inc.                                                                                     | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24064 | NS      | $1874585.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                                | NVIDIA Corp.                                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     134616 | NS      | $26299927.92  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                                | Humana, Inc.                                                                                           | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     260000 | PA      | $259116.91    | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HarborOne Bancorp, Inc.                                                     | HarborOne Bancorp, Inc.                                                                                | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |       7133 | NS      | $97294.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackSky Technology, Inc.                                                   | BlackSky Technology, Inc.                                                                              | CUSIP: 09263B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        470 | NS      | $855.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                                               | Equifax, Inc.                                                                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       7152 | NS      | $1589174.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Target Hospitality Corp.                                                    | Target Hospitality Corp.                                                                               | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1787 | NS      | $27439.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       7922 | PA      | $6890.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                  | PG&E Corp.                                                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      92312 | NS      | $1467760.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com, Inc.                                                            | Amazon.com, Inc.                                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     502159 | NS      | $51787657.67  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                                                | Gentex Corp.                                                                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      12452 | NS      | $367458.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines, Inc.                                                       | Spirit Airlines, Inc.                                                                                  | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |       6381 | NS      | $126599.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $121411.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                        | Coterra Energy, Inc.                                                                                   | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1574083.33   | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                             | Great Lakes Dredge & Dock Corp.                                                                        | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       2568 | NS      | $17667.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co.                                                          | Generation Bio Co.                                                                                     | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1363 | NS      | $8041.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants, Inc.                                           | Atlas Technical Consultants, Inc.                                                                      | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        169 | NS      | $2049.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Therapeutics, Inc.                                                    | Omega Therapeutics, Inc.                                                                               | CUSIP: 68217N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        114 | NS      | $894.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                               | BioMarin Pharmaceutical, Inc.                                                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      10295 | NS      | $1187528.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                                               | Ovintiv, Inc.                                                                                          | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14223 | NS      | $700198.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 908 Devices, Inc.                                                           | 908 Devices, Inc.                                                                                      | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        426 | NS      | $3970.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                                                          | Bloom Energy Corp., Class A                                                                            | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       9935 | NS      | $247679.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                           | Equity LifeStyle Properties, Inc.                                                                      | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       9855 | NS      | $707391.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                                          | Devon Energy Corp.                                                                                     | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $7726773.51   | 0.16%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp.                                                  | New Jersey Resources Corp.                                                                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       5330 | NS      | $266073.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlisle Cos., Inc.                                                         | Carlisle Cos., Inc.                                                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       2819 | NS      | $707174.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                              | EPR Properties                                                                                         | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       4245 | NS      | $180327.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                                         | Flowers Foods, Inc.                                                                                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      10352 | NS      | $286646.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                                                             | Advantest Corp.                                                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      82500 | NS      | $5898549.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co. (The)                                                            | Timken Co. (The)                                                                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       3183 | NS      | $262120.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                                                           | Haemonetics Corp.                                                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       2901 | NS      | $245424.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                                      | Hyliion Holdings Corp.                                                                                 | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3819 | NS      | $13672.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi, Inc.                                                                 | Xperi, Inc.                                                                                            | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1056 | NS      | $10929.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp.                                                              | Infinera Corp.                                                                                         | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |      12050 | NS      | $88206.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1                                                 | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4668520 | PA      | $4268505.89   | 0.09%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                  | Occidental Petroleum Corp.                                                                             | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     264000 | PA      | $242689.62    | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAR Auction Services, Inc.                                                  | KAR Auction Services, Inc.                                                                             | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       6302 | NS      | $91757.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd, Inc.                                                               | Invivyd, Inc.                                                                                          | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1045 | NS      | $2382.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jabil, Inc.                                                                 | Jabil, Inc.                                                                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       7605 | NS      | $597981.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries, Inc.                                               | Tootsie Roll Industries, Inc.                                                                          | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |        666 | NS      | $29790.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eos Energy Enterprises, Inc.                                                | Eos Energy Enterprises, Inc.                                                                           | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        384 | NS      | $564.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                                                         | Syneos Health, Inc.                                                                                    | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       5824 | NS      | $209198.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp.                                                          | Boston Omaha Corp., Class A                                                                            | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |        460 | NS      | $12167.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                 | Nationwide Building Society                                                                            | CUSIP: 63859UBG7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5010000 | PA      | $4790289.86   | 0.10%             | 2024-01-22      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| FleetCor Technologies, Inc.                                                 | FleetCor Technologies, Inc.                                                                            | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       4058 | NS      | $847350.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2021-AFC1, Class A1                                                                 | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330027 | PA      | $264464.97    | 0.01%             | 2056-03-25      | Variable      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| Vita Coco Co., Inc. (The)                                                   | Vita Coco Co., Inc. (The)                                                                              | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |       1695 | NS      | $23001.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands, Inc.                                                       | Bloomin' Brands, Inc.                                                                                  | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       5995 | NS      | $145378.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3670000 | PA      | $3279256.60   | 0.07%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd.                                         | Credo Technology Group Holding Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       4829 | NS      | $83686.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                                 | Xylem, Inc.                                                                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      10155 | NS      | $1056221.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co., Inc.                                                         | Ajinomoto Co., Inc.                                                                                    | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     146300 | NS      | $4822627.86   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10908000 | PA      | $947341.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp.                                                       | Mercantile Bank Corp.                                                                                  | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |        581 | NS      | $19945.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                  | Essex Property Trust, Inc.                                                                             | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       3776 | NS      | $853640.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                                                           | Enstar Group Ltd.                                                                                      | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |        602 | NS      | $145864.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                                            | PriceSmart, Inc.                                                                                       | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       1321 | NS      | $98163.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                                          | nVent Electric plc                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       9236 | NS      | $367131.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co.                                                          | Northwest Pipe Co.                                                                                     | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |        347 | NS      | $12977.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Camden National Corp.                                                       | Camden National Corp.                                                                                  | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |        591 | NS      | $24957.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                                     | Brookline Bancorp, Inc.                                                                                | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1769 | NS      | $23132.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerevel Therapeutics Holdings, Inc.                                         | Cerevel Therapeutics Holdings, Inc.                                                                    | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |       3837 | NS      | $131033.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WideOpenWest, Inc.                                                          | WideOpenWest, Inc.                                                                                     | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |       1865 | NS      | $21428.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ICU Medical, Inc.                                                           | ICU Medical, Inc.                                                                                      | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       1146 | NS      | $221441.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ubiquiti, Inc.                                                              | Ubiquiti, Inc.                                                                                         | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        355 | NS      | $103716.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AECOM                                                                       | AECOM                                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       8485 | NS      | $740485.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FRP Holdings, Inc.                                                          | FRP Holdings, Inc.                                                                                     | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        291 | NS      | $16345.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp.                                                        | PAR Technology Corp.                                                                                   | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |        706 | NS      | $23996.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lattice Semiconductor Corp.                                                 | Lattice Semiconductor Corp.                                                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       8566 | NS      | $649217.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                                | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class AR                                                 | CUSIP: 05766BAJ7<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4944515.00   | 0.10%             | 2032-01-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| WM Technology, Inc.                                                         | WM Technology, Inc.                                                                                    | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |        461 | NS      | $580.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                                                   | Kymera Therapeutics, Inc.                                                                              | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2713 | NS      | $101411.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett, Inc.                                                               | Hibbett, Inc.                                                                                          | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |        924 | NS      | $61316.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp.                                                   | Citizens & Northern Corp.                                                                              | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        595 | NS      | $14077.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Horizon Therapeutics plc                                                    | Horizon Therapeutics plc                                                                               | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |      13151 | NS      | $1442927.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                                        | Ingles Markets, Inc., Class A                                                                          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        578 | NS      | $54910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                                      | Integer Holdings Corp.                                                                                 | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       1833 | NS      | $120629.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Axcelis Technologies, Inc.                                                  | Axcelis Technologies, Inc.                                                                             | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       1783 | NS      | $196040.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                           | RingCentral, Inc., Class A                                                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       4296 | NS      | $167672.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                             | Hilton Worldwide Holdings, Inc.                                                                        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      15000 | NS      | $2176350.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AccessLex Institute                                                         | AccessLex Institute, Series 2007-A, Class A3                                                           | CUSIP: 00432CDJ7<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |    1974895 | PA      | $1917920.08   | 0.04%             | 2036-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Atlas Corp.                                                                 | Atlas Corp.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MH        |        548 | NS      | $8115.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondee Holdings, Inc.                                                       | Mondee Holdings, Inc.                                                                                  | CUSIP: 465712107<br>LEI: 549300SDRJEAWXEMNH70 | Long             | EC               | CORP              | US        |         61 | NS      | $664.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                                          | Franklin Covey Co.                                                                                     | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        511 | NS      | $23710.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp.                                                | Masonite International Corp.                                                                           | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       1436 | NS      | $130991.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forge Global Holdings, Inc.                                                 | Forge Global Holdings, Inc.                                                                            | CUSIP: 34629L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        638 | NS      | $1346.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings, Inc.                                           | Sunlight Financial Holdings, Inc.                                                                      | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        289 | NS      | $372.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich Lifesciences, Inc.                                                | Greenwich Lifesciences, Inc.                                                                           | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         23 | NS      | $456.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFK Trust                                                                   | CFK Trust, Series 2020-MF2, Class E                                                                    | CUSIP: 12529AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2670000 | PA      | $2219986.72   | 0.04%             | 2039-03-15      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| NVR, Inc.                                                                   | NVR, Inc.                                                                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        165 | NS      | $869550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co.                                                         | Crescent Energy Co., Class A                                                                           | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        756 | NS      | $9117.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sight Sciences, Inc.                                                        | Sight Sciences, Inc.                                                                                   | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        183 | NS      | $2106.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp.                                                                 | Vuzix Corp.                                                                                            | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |       2313 | NS      | $12050.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kopin Corp.                                                                 | Kopin Corp.                                                                                            | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |        540 | NS      | $648.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                                       | Glacier Bancorp, Inc.                                                                                  | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       6299 | NS      | $287171.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oppenheimer Holdings, Inc.                                                  | Oppenheimer Holdings, Inc., Class A                                                                    | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        595 | NS      | $28327.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group, Inc.                                                    | 22nd Century Group, Inc.                                                                               | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8825 | NS      | $9707.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Natural Holding Co.                                               | Northwest Natural Holding Co.                                                                          | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       2323 | NS      | $116475.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                                  | Northwest Bancshares, Inc.                                                                             | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2200 | NS      | $31108.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Doximity, Inc.                                                              | Doximity, Inc., Class A                                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5991 | NS      | $211302.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Petrobras Global Finance BV                                                 | Petrobras Global Finance BV                                                                            | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1083610.00   | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standex International Corp.                                                 | Standex International Corp.                                                                            | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       1140 | NS      | $131749.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellman Park CLO Ltd.                                                       | Wellman Park CLO Ltd., Series 2021-1A, Class A                                                         | CUSIP: 949723AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1973788.00   | 0.04%             | 2034-07-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                      | Northrop Grumman Corp.                                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       8076 | NS      | $3618371.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                                         | Bancorp, Inc. (The)                                                                                    | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        843 | NS      | $28602.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       1625 | NS      | $74132.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Varex Imaging Corp.                                                         | Varex Imaging Corp.                                                                                    | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       1524 | NS      | $32750.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Overstock.com, Inc.                                                         | Overstock.com, Inc.                                                                                    | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       2363 | NS      | $57208.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KLA Corp.                                                                   | KLA Corp.                                                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       7893 | NS      | $3097844.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                                               | Semtech Corp.                                                                                          | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       3523 | NS      | $116364.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Curtiss-Wright Corp.                                                        | Curtiss-Wright Corp.                                                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       2097 | NS      | $347682.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                                                       | Jack in the Box, Inc.                                                                                  | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       1203 | NS      | $91403.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                          | GM Financial Consumer Automobile Receivables Trust, Series 2022-4, Class A3                            | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7660000 | PA      | $7713870.48   | 0.16%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| System1, Inc.                                                               | System1, Inc.                                                                                          | CUSIP: 87200P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        141 | NS      | $668.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2554591.03   | 0.05%             | 2024-07-23      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| E2open Parent Holdings, Inc.                                                | E2open Parent Holdings, Inc.                                                                           | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10829 | NS      | $74720.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                                                    | Jazz Pharmaceuticals plc                                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       3568 | NS      | $558962.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                     | Mid-America Apartment Communities, Inc.                                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       6598 | NS      | $1100018.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si, Inc.                                                            | Quantum-Si, Inc.                                                                                       | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        579 | NS      | $1285.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| America's Car-Mart, Inc.                                                    | America's Car-Mart, Inc.                                                                               | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        243 | NS      | $20932.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECMC Group Student Loan Trust                                               | ECMC Group Student Loan Trust, Series 2020-2A, Class A                                                 | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1345030 | PA      | $1309866.61   | 0.03%             | 2069-11-25      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                    | Option Care Health, Inc.                                                                               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       8399 | NS      | $242479.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                                        | Universal Health Realty Income Trust                                                                   | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |        504 | NS      | $27624.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                          | BJ's Wholesale Club Holdings, Inc.                                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       7241 | NS      | $524755.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics, Inc.                                                      | Bionano Genomics, Inc.                                                                                 | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |       9101 | NS      | $16472.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK                                                                        | BANK, Series 2017-BNK8, Class A4                                                                       | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1133518.32   | 0.02%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Financial Institutions, Inc.                                                | Financial Institutions, Inc.                                                                           | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        532 | NS      | $13145.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xos, Inc.                                                                   | Xos, Inc.                                                                                              | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |        316 | NS      | $299.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Star Bulk Carriers Corp.                                                    | Star Bulk Carriers Corp.                                                                               | CUSIP: N/A<br>LEI: 549300SO3FMK7H6DDY54       | Long             | EC               | CORP              | MH        |        435 | NS      | $9883.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | 3 Month SOFR                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        152 | NC      | $294287.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                                                  | First Bank                                                                                             | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |        579 | NS      | $7833.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7400000 | PA      | $6595465.19   | 0.13%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5627.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gannett Co., Inc.                                                           | Gannett Co., Inc.                                                                                      | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |       5591 | NS      | $12635.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                                            | Sony Group Corp.                                                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      90300 | NS      | $8061084.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                            | Comision Federal de Electricidad                                                                       | CUSIP: 200447AF7<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    4240000 | PA      | $4083968.00   | 0.08%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Helios II Issuer LLC                                                | Sunnova Helios II Issuer LLC, Series 2018-1A, Class A                                                  | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2101910 | PA      | $1910812.01   | 0.04%             | 2048-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                    | Bristol-Myers Squibb Co.                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     119361 | NS      | $8671576.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power, Inc.                                                           | Solid Power, Inc.                                                                                      | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11381 | NS      | $38126.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenable Holdings, Inc.                                                      | Tenable Holdings, Inc.                                                                                 | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       5621 | NS      | $226132.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                                           | Gen Digital, Inc.                                                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      32387 | NS      | $745224.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14357024.60  | 0.29%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clover Health Investments Corp.                                             | Clover Health Investments Corp.                                                                        | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      28009 | NS      | $37251.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Bancorp, Inc.                                                      | Sterling Bancorp, Inc.                                                                                 | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        103 | NS      | $627.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 89bio, Inc.                                                                 | 89bio, Inc.                                                                                            | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        227 | NS      | $2651.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                                                      | Hilltop Holdings, Inc.                                                                                 | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       4347 | NS      | $142146.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Waters Corp.                                                                | Waters Corp.                                                                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       3336 | NS      | $1096142.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2368200 | PA      | $844335.93    | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Atrion Corp.                                                                | Atrion Corp.                                                                                           | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         28 | NS      | $19244.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                                                 | Utah Medical Products, Inc.                                                                            | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        153 | NS      | $14095.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                             | Eli Lilly & Co.                                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      47164 | NS      | $16231490.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings, Inc.                                                 | Getty Images Holdings, Inc.                                                                            | CUSIP: 374275105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1300 | NS      | $8268.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cyxtera Technologies, Inc.                                                  | Cyxtera Technologies, Inc.                                                                             | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        283 | NS      | $911.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                                           | Integral Ad Science Holding Corp.                                                                      | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        337 | NS      | $3464.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                          | T-Mobile USA, Inc.                                                                                     | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2299763.86   | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                               | Danaher Corp.                                                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      36904 | NS      | $9756679.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hildene Community Funding CDO Ltd.                                          | Hildene Community Funding CDO Ltd., Series 2015-1A, Class ARR                                          | CUSIP: 43133KAC9<br>LEI: 549300845E8YWIPN4S43 | Long             | ABS-CBDO         | CORP              | KY        |    2260000 | PA      | $1906829.80   | 0.04%             | 2035-11-01      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                                | American Axle & Manufacturing Holdings, Inc.                                                           | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4539 | NS      | $40260.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile, Inc.                                                       | AST SpaceMobile, Inc.                                                                                  | CUSIP: 00217D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        273 | NS      | $1470.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2436515.58   | 0.05%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                               | Stryker Corp.                                                                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      19482 | NS      | $4944726.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery, Inc.                                                       | Energy Recovery, Inc.                                                                                  | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       4386 | NS      | $97062.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                                            | Proto Labs, Inc.                                                                                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       1909 | NS      | $58415.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies, Inc.                                                | PureCycle Technologies, Inc.                                                                           | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8589 | NS      | $71975.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REX American Resources Corp.                                                | REX American Resources Corp.                                                                           | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        676 | NS      | $22118.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                                                  | Elastic NV                                                                                             | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |       4741 | NS      | $278960.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp.                                                                                        | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     260000 | PA      | $248597.03    | 0.01%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                       | Deckers Outdoor Corp.                                                                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       1463 | NS      | $625403.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                                  | United Natural Foods, Inc.                                                                             | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       3201 | NS      | $133225.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Regional Management Corp.                                                   | Regional Management Corp.                                                                              | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |        393 | NS      | $13554.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris, Inc.                                                               | Arteris, Inc.                                                                                          | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        105 | NS      | $659.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                                                       | Harley-Davidson, Inc.                                                                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       8313 | NS      | $382647.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                                       | ADTRAN Holdings, Inc.                                                                                  | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       4379 | NS      | $82631.73     | 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        |       5896 | NS      | $900908.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp.                                                     | Li-Cycle Holdings Corp.                                                                                | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       8155 | NS      | $44363.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                                                      | Howmet Aerospace, Inc.                                                                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      21878 | NS      | $890215.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals, Inc.                                                | Amylyx Pharmaceuticals, Inc.                                                                           | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3128 | NS      | $122586.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | U.S. Treasury 10 Year Note                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -123 | NC      | $-48046.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's, Inc.                                                               | Tilly's, Inc., Class A                                                                                 | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        870 | NS      | $7708.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services, Inc.                                           | PAM Transportation Services, Inc.                                                                      | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         41 | NS      | $1186.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                                                | El Pollo Loco Holdings, Inc.                                                                           | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |        681 | NS      | $8355.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                          | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                                            | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4660000 | PA      | $4566785.09   | 0.09%             | 2036-11-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Amyris, Inc.                                                                | Amyris, Inc.                                                                                           | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |       5831 | NS      | $9271.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ShotSpotter, Inc.                                                           | ShotSpotter, Inc.                                                                                      | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |        326 | NS      | $12567.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp.                                                  | Brookfield Renewable Corp.                                                                             | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       6261 | NS      | $197346.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinsale Capital Group, Inc.                                                 | Kinsale Capital Group, Inc.                                                                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       1172 | NS      | $326331.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                              | Alphabet, Inc., Class C                                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     296871 | NS      | $29648506.77  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                                                | Floor & Decor Holdings, Inc., Class A                                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       5927 | NS      | $537993.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Winnebago Industries, Inc.                                                  | Winnebago Industries, Inc.                                                                             | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       1875 | NS      | $119400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cigna Corp.                                                                 | Cigna Corp.                                                                                            | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8270453.24   | 0.17%             | 2023-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: —       |
| Intercept Pharmaceuticals, Inc.                                             | Intercept Pharmaceuticals, Inc.                                                                        | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |       1709 | NS      | $31206.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK                                                                        | BANK, Series 2017-BNK9, Class A4                                                                       | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1406400 | PA      | $1334264.34   | 0.03%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                                                      | Medpace Holdings, Inc.                                                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       1418 | NS      | $313477.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KazMunayGas National Co. JSC                                                | KazMunayGas National Co. JSC                                                                           | CUSIP: 48667QAR6<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     870000 | PA      | $852636.52    | 0.02%             | 2025-04-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Arhaus, Inc.                                                                | Arhaus, Inc.                                                                                           | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        131 | NS      | $1853.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                            | McDonald's Corp.                                                                                       | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4201141.17   | 0.08%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development 2014 Ltd.                                | Sinopec Group Overseas Development 2014 Ltd.                                                           | CUSIP: 82937WAE5<br>LEI: 549300ZIMV82UUECOQ45 | Long             | DBT              | CORP              | VG        |    3290000 | PA      | $3272777.64   | 0.07%             | 2024-04-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Repligen Corp.                                                              | Repligen Corp.                                                                                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       3128 | NS      | $579618.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RadNet, Inc.                                                                | RadNet, Inc.                                                                                           | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |       1760 | NS      | $37048.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar, Inc.                                                                 | iStar, Inc.                                                                                            | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       4545 | NS      | $42177.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global, Inc.                                                       | Mobileye Global, Inc., Class A                                                                         | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3250 | NS      | $125450.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Planet Labs PBC                                                             | Planet Labs PBC                                                                                        | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11599 | NS      | $57415.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMrush Holdings, Inc.                                                      | SEMrush Holdings, Inc., Class A                                                                        | CUSIP: 81686C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        184 | NS      | $1797.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                                               | Premier, Inc., Class A                                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6723 | NS      | $224279.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                | Neurocrine Biosciences, Inc.                                                                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       5183 | NS      | $574950.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $129281.25    | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                | Diversified Healthcare Trust                                                                           | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9121 | NS      | $7218.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                               | Cummins, Inc.                                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       8252 | NS      | $2059204.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA, Series 2015-65, Class CZ                                                                         | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     907130 | PA      | $810302.82    | 0.02%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MeiraGTx Holdings plc                                                       | MeiraGTx Holdings plc                                                                                  | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |        914 | NS      | $7641.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       7442 | NS      | $270814.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Intel Corp.                                                                 | Intel Corp.                                                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     228620 | NS      | $6460801.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp.                                                                 | Absci Corp.                                                                                            | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        275 | NS      | $863.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                                                    | Liquidity Services, Inc.                                                                               | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |        961 | NS      | $14405.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                                                     | Boston Scientific Corp.                                                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      80207 | NS      | $3709573.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                                                | Insmed, Inc.                                                                                           | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       7785 | NS      | $167611.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Motor Products, Inc.                                               | Standard Motor Products, Inc.                                                                          | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |        778 | NS      | $31477.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1A1                            | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     517223 | PA      | $481789.76    | 0.01%             | 2045-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Aspen Aerogels, Inc.                                                        | Aspen Aerogels, Inc.                                                                                   | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        813 | NS      | $8536.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp.                                                        | FS KKR Capital Corp.                                                                                   | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |       6795 | NS      | $133589.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dyne Therapeutics, Inc.                                                     | Dyne Therapeutics, Inc.                                                                                | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        194 | NS      | $2832.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                                | Intuit, Inc.                                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      15428 | NS      | $6520952.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure, Inc.                                       | Solaris Oilfield Infrastructure, Inc., Class A                                                         | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       1199 | NS      | $12697.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scilex Holding Co.                                                          | Scilex Holding Co.                                                                                     | CUSIP: 808CNT018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2623 | NS      | $20695.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lands' End, Inc.                                                            | Lands' End, Inc.                                                                                       | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |        445 | NS      | $4018.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics, Inc.                                                     | Vera Therapeutics, Inc.                                                                                | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         85 | NS      | $720.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                                                               | Owens Corning                                                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       5261 | NS      | $508475.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6500000 | PA      | $6095391.06   | 0.12%             | 2053-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                       | International Business Machines Corp.                                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      50353 | NS      | $6784059.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                               | Comcast Corp.                                                                                          | CUSIP: 20030NCX7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7620000 | PA      | $7638322.67   | 0.15%             | 2024-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: —       |
| Scorpio Tankers, Inc.                                                       | Scorpio Tankers, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |       2741 | NS      | $131211.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                | Marriott International, Inc., Class A                                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      15147 | NS      | $2638304.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonbond Student Loan Trust                                               | Commonbond Student Loan Trust, Series 2021-AGS, Class A                                                | CUSIP: 20268WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1342533 | PA      | $1106509.37   | 0.02%             | 2052-03-25      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| DiamondRock Hospitality Co.                                                 | DiamondRock Hospitality Co.                                                                            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      10071 | NS      | $96983.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6636502.72   | 0.13%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Century Casinos, Inc.                                                       | Century Casinos, Inc.                                                                                  | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       1477 | NS      | $13027.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                                             | BlackRock, Inc.                                                                                        | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        899 | NS      | $682529.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                                          | Madison Square Garden Sports Corp., Class A                                                            | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1075 | NS      | $195478.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                                                       | Plains GP Holdings LP, Class A                                                                         | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |       1196 | NS      | $15655.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rhythm Pharmaceuticals, Inc.                                                | Rhythm Pharmaceuticals, Inc.                                                                           | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |        712 | NS      | $19473.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                                             | LHC Group, Inc.                                                                                        | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       1795 | NS      | $284687.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo plc                                                                 | Trinseo plc                                                                                            | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |       1870 | NS      | $51892.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Office Realty Trust, Inc.                                          | Piedmont Office Realty Trust, Inc., Class A                                                            | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7551 | NS      | $80040.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                                    | Bank OZK                                                                                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      10890 | NS      | $497346.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                                                      | Urban Outfitters, Inc.                                                                                 | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       4173 | NS      | $114298.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CLO 20 Ltd.                                                             | KKR CLO 20 Ltd., Series 20, Class A                                                                    | CUSIP: 48251TAA9<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1090400.30   | 0.02%             | 2030-10-16      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     140000 | PA      | $127706.25    | 0.00%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                        | Old National Bancorp                                                                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      16489 | NS      | $288557.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                                                         | Hamilton Lane, Inc., Class A                                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       2289 | NS      | $178221.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics, Inc.                                                 | Aerovate Therapeutics, Inc.                                                                            | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         65 | NS      | $1485.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                      | Home Depot, Inc. (The)                                                                                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18713.55     | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                             | AstraZeneca plc                                                                                        | CUSIP: 046353AS7<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3976000 | PA      | $3981929.77   | 0.08%             | 2023-08-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp.                                                             | Trustmark Corp.                                                                                        | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |        668 | NS      | $19452.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawkins, Inc.                                                               | Hawkins, Inc.                                                                                          | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |        784 | NS      | $30576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                                                | Biogen, Inc.                                                                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       7997 | NS      | $2326327.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                            | Amazon.com, Inc.                                                                                       | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4669703.06   | 0.09%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       1660 | NS      | $114905.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital, Inc.                                                 | Orchid Island Capital, Inc.                                                                            | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |        745 | NS      | $9081.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                                                              | CryoPort, Inc.                                                                                         | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       2356 | NS      | $53787.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15700000 | PA      | $13745315.93  | 0.28%             | 2053-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centerspace                                                                 | Centerspace                                                                                            | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       1289 | NS      | $87162.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oramed Pharmaceuticals, Inc.                                                | Oramed Pharmaceuticals, Inc.                                                                           | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |        228 | NS      | $453.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                  | Constellation Brands, Inc., Class A                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       8818 | NS      | $2041543.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                                                  | eBay, Inc.                                                                                             | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3073970.04   | 0.06%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                                                 | Phillips 66                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      26357 | NS      | $2642816.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2181790.45   | 0.04%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Holdings Corp.                                                    | Park-Ohio Holdings Corp.                                                                               | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         55 | NS      | $728.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      10985 | NS      | $939547.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                                     | Abercrombie & Fitch Co., Class A                                                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       3621 | NS      | $104864.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                                                     | Five Point Holdings LLC, Class A                                                                       | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        414 | NS      | $1068.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd.                                                                  | Bunge Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |       7928 | NS      | $785664.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Poseida Therapeutics, Inc.                                                  | Poseida Therapeutics, Inc.                                                                             | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |        357 | NS      | $2484.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                                           | Fidelity National Financial, Inc.                                                                      | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      13629 | NS      | $600084.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                                               | Lindsay Corp.                                                                                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        835 | NS      | $130777.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                                     | Radiant Logistics, Inc.                                                                                | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |       1585 | NS      | $8891.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                                          | Crane Holdings Co.                                                                                     | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       2167 | NS      | $251176.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20800000 | PA      | $17481750.00  | 0.35%             | 2053-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                                                | Grid Dynamics Holdings, Inc.                                                                           | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3799 | NS      | $47563.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                                            | Clearfield, Inc.                                                                                       | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |        569 | NS      | $40660.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Snowflake, Inc.                                                             | Snowflake, Inc., Class A                                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      16962 | NS      | $2653535.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                            | SMB Private Education Loan Trust, Series 2017-A, Class B                                               | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $931591.30    | 0.02%             | 2041-06-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO V Ltd.                                                         | Greywolf CLO V Ltd., Series 2015-1A, Class A1R                                                         | CUSIP: 39808PAL0<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $895492.80    | 0.02%             | 2031-01-27      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Saia, Inc.                                                                  | Saia, Inc.                                                                                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       1406 | NS      | $383528.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Virgin Orbit Holdings, Inc.                                                 | Virgin Orbit Holdings, Inc.                                                                            | CUSIP: 92771A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        486 | NS      | $816.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PDF Solutions, Inc.                                                         | PDF Solutions, Inc.                                                                                    | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       1177 | NS      | $37405.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2019-BPR, Class A                                               | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1560680 | PA      | $1500680.02   | 0.03%             | 2036-05-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                                    | Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A                                      | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     511150 | PA      | $483052.83    | 0.01%             | 2037-07-20      | Fixed         | 1.33%                 | Yes           |                  2 | On Loan: No      |
| Banc of California, Inc.                                                    | Banc of California, Inc.                                                                               | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       4347 | NS      | $75724.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                                    | SBA Communications Corp.                                                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       5963 | NS      | $1774171.39   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                                        | Frontier Communications Parent, Inc.                                                                   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13808 | NS      | $408854.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics, Inc.                                                   | Design Therapeutics, Inc.                                                                              | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3295 | NS      | $25865.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ABIOMED, Inc.                                                               | ABIOMED, Inc., CVR                                                                                     | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |       2271 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLB                                                                        | FHLB                                                                                                   | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |    8070000 | PA      | $8055928.18   | 0.16%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PagerDuty, Inc.                                                             | PagerDuty, Inc.                                                                                        | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       5202 | NS      | $154967.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Superior Group of Cos., Inc.                                                | Superior Group of Cos., Inc.                                                                           | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |        405 | NS      | $4831.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BuzzFeed, Inc.                                                              | BuzzFeed, Inc.                                                                                         | CUSIP: 12430A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        158 | NS      | $363.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                                      | Cracker Barrel Old Country Store, Inc.                                                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       1463 | NS      | $163241.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DP World Crescent Ltd.                                                      | DP World Crescent Ltd.                                                                                 | CUSIP: 26139PAB9<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    3850000 | PA      | $3891302.80   | 0.08%             | 2028-09-26      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622AAVN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     241796 | PA      | $207890.68    | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                     | Republic Services, Inc.                                                                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      11387 | NS      | $1421325.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                                       | Everest Re Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       2105 | NS      | $736097.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                                                 | CH Robinson Worldwide, Inc.                                                                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       8154 | NS      | $816786.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology, Inc.                                                         | Kura Oncology, Inc.                                                                                    | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |       2081 | NS      | $28759.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Superconductor Corp.                                               | American Superconductor Corp.                                                                          | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |        182 | NS      | $988.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                                    | Washington Federal, Inc.                                                                               | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5461 | NS      | $193647.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622AAVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     234015 | PA      | $200181.86    | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables LLC                                            | Pawnee Equipment Receivables LLC, Series 2020-1, Class A                                               | CUSIP: 70410LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     219115 | PA      | $216623.87    | 0.00%             | 2025-11-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2015-12R, Class 2A1                                                                 | CUSIP: 12651DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35505 | PA      | $35459.09     | 0.00%             | 2037-11-30      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                    | Comstock Resources, Inc.                                                                               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       3852 | NS      | $46801.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridgewater Bancshares, Inc.                                                | Bridgewater Bancshares, Inc.                                                                           | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |       1002 | NS      | $15591.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.                                          | Mettler-Toledo International, Inc.                                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       1234 | NS      | $1891623.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                     | MPLX LP                                                                                                | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244480.04    | 0.00%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Akoya Biosciences, Inc.                                                     | Akoya Biosciences, Inc.                                                                                | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        111 | NS      | $1248.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp, Inc.                                                    | Northfield Bancorp, Inc.                                                                               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10129 | NS      | $151428.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                                                      | World Acceptance Corp.                                                                                 | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        202 | NS      | $19335.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 23andMe Holding Co.                                                         | 23andMe Holding Co.                                                                                    | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17802 | NS      | $44505.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                                                    | Employers Holdings, Inc.                                                                               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        173 | NS      | $7589.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                 | Apple, Inc.                                                                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     849947 | NS      | $122638852.63 | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru, Inc.                                                                  | Veru, Inc.                                                                                             | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |       2763 | NS      | $15914.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Atkore, Inc.                                                                | Atkore, Inc.                                                                                           | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       2406 | NS      | $313381.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                                                | ResMed, Inc.                                                                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       8178 | NS      | $1867609.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                                                | Alight, Inc., Class A                                                                                  | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |      15981 | NS      | $150061.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                                                | Cactus, Inc., Class A                                                                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       3616 | NS      | $195661.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                                   | Titan International, Inc.                                                                              | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       3869 | NS      | $64573.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                                             | PacWest Bancorp                                                                                        | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       8056 | NS      | $222828.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp, Inc.                                                       | Pioneer Bancorp, Inc.                                                                                  | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        404 | NS      | $4545.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                                              | Freshpet, Inc.                                                                                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       2297 | NS      | $145469.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tarsus Pharmaceuticals, Inc.                                                | Tarsus Pharmaceuticals, Inc.                                                                           | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        145 | NS      | $2285.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                                                 | Cigna Corp.                                                                                            | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8580000 | PA      | $8482892.07   | 0.17%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                              | Charles River Laboratories International, Inc.                                                         | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       2780 | NS      | $676235.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                                               | Moody's Corp.                                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       9575 | NS      | $3090331.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellium SE                                                              | Constellium SE                                                                                         | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |       6100 | NS      | $88633.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                                                    | ICON plc                                                                                               | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |        523 | NS      | $120661.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                                | Vishay Intertechnology, Inc.                                                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       8158 | NS      | $186736.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                                                             | Pinterest, Inc., Class A                                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32481 | NS      | $853925.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd.                                                              | Stratasys Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900MU215GIP9SZ741       | Long             | EC               | CORP              | IL        |        427 | NS      | $6118.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp.                                                            | Glatfelter Corp.                                                                                       | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       1780 | NS      | $7796.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                | Apple Hospitality REIT, Inc.                                                                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      13394 | NS      | $237475.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                                               | Groupon, Inc.                                                                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |        993 | NS      | $8202.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FiscalNote Holdings, Inc.                                                   | FiscalNote Holdings, Inc.                                                                              | CUSIP: 337655104<br>LEI: 213800ES9QGPFJR85C09 | Long             | EC               | CORP              | US        |        441 | NS      | $1543.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics, Inc.                                                 | Universal Electronics, Inc.                                                                            | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        515 | NS      | $12066.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                                                 | Spirit Realty Capital, Inc.                                                                            | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       8188 | NS      | $359289.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage, Inc.                                                    | Angel Oak Mortgage, Inc.                                                                               | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |         47 | NS      | $371.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progenics Pharmaceuticals, Inc.                                             | Progenics Pharmaceuticals, Inc., CVR                                                                   | CUSIP: 743CVR037<br>LEI: 5299005B0KKBVJ0B2156 | Long             |  | CORP              | US        |       3700 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Check Point Software Technologies Ltd.                                      | Check Point Software Technologies Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |        790 | NS      | $100488.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   45730000 | PA      | $-856920.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Farmers & Merchants Bancorp, Inc.                                           | Farmers & Merchants Bancorp, Inc.                                                                      | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         80 | NS      | $2276.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                             | Automatic Data Processing, Inc.                                                                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      23327 | NS      | $5267469.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                            | SiriusPoint Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |       3688 | NS      | $27991.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                            | Elme Communities                                                                                       | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |       6408 | NS      | $123033.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                                                     | Chesapeake Energy Corp.                                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       6361 | NS      | $551625.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                                                    | Nurix Therapeutics, Inc.                                                                               | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1065 | NS      | $13088.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                                                              | SunPower Corp.                                                                                         | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       4498 | NS      | $78400.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pliant Therapeutics, Inc.                                                   | Pliant Therapeutics, Inc.                                                                              | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |        255 | NS      | $8935.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Braves                                          | Liberty Media Corp.-Liberty Braves, Class A                                                            | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        376 | NS      | $13208.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp.                                                               | Navient Corp.                                                                                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       6712 | NS      | $127326.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                                              | DoorDash, Inc., Class A                                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      14340 | NS      | $830572.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                | Fiserv, Inc.                                                                                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      32904 | NS      | $3510198.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                            | SMB Private Education Loan Trust, Series 2021-A, Class APT2                                            | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1256402 | PA      | $1098373.17   | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                               | UBS Commercial Mortgage Trust, Series 2018-C11, Class B                                                | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1490000 | PA      | $1329445.35   | 0.03%             | 2051-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                  | BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1                                                  | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2968542.00   | 0.06%             | 2031-07-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Caribou Biosciences, Inc.                                                   | Caribou Biosciences, Inc.                                                                              | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        486 | NS      | $3504.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital, Inc.                                                         | Dynex Capital, Inc.                                                                                    | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |       1777 | NS      | $25606.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                                            | Comtech Telecommunications Corp.                                                                       | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       1038 | NS      | $16462.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust, Series 2005-7, Class A4                                                        | CUSIP: 78442GQJ8<br>LEI: 549300H0EHPP0GTD9V95 | Long             | ABS-O            | CORP              | US        |     100319 | PA      | $99677.92     | 0.00%             | 2029-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                          | Royalty Pharma plc, Class A                                                                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |      20726 | NS      | $812251.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                            | GE HealthCare Technologies, Inc.                                                                       | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      20659 | NS      | $1436213.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Phathom Pharmaceuticals, Inc.                                               | Phathom Pharmaceuticals, Inc.                                                                          | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        529 | NS      | $6310.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TETRA Technologies, Inc.                                                    | TETRA Technologies, Inc.                                                                               | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      14191 | NS      | $56196.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                                                        | Outfront Media, Inc.                                                                                   | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       6574 | NS      | $130822.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                                          | Devon Energy Corp.                                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      36929 | NS      | $2335389.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                        | NextEra Energy, Inc.                                                                                   | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     111268 | NS      | $8303930.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Office Properties Income Trust                                              | Office Properties Income Trust                                                                         | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1773 | NS      | $30424.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                                         | Gaming and Leisure Properties, Inc.                                                                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      13059 | NS      | $699440.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics, Inc.                                                  | Century Therapeutics, Inc.                                                                             | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        136 | NS      | $621.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GEO Group, Inc. (The)                                                       | GEO Group, Inc. (The)                                                                                  | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       4283 | NS      | $49254.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Robin Gourmet Burgers, Inc.                                             | Red Robin Gourmet Burgers, Inc.                                                                        | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |         97 | NS      | $867.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                   | Recruit Holdings Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     156800 | NS      | $5033189.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CorVel Corp.                                                                | CorVel Corp.                                                                                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        533 | NS      | $94959.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                                          | QCR Holdings, Inc.                                                                                     | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       1799 | NS      | $94555.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         82 | NC      | $78925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp.                                                    | Chimera Investment Corp.                                                                               | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      12176 | NS      | $88763.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy, Inc.                                                        | Vitesse Energy, Inc.                                                                                   | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1540 | NS      | $24578.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immuneering Corp.                                                           | Immuneering Corp., Class A                                                                             | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        124 | NS      | $519.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaii Hotel Trust                                                          | Hawaii Hotel Trust, Series 2019-MAUI, Class F                                                          | CUSIP: 41975AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2040000 | PA      | $1968459.44   | 0.04%             | 2038-05-15      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Texas Pacific Land Corp.                                                    | Texas Pacific Land Corp.                                                                               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        317 | NS      | $632684.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                      | Southwest Airlines Co.                                                                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      32429 | NS      | $1159985.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                                                      | Warrior Met Coal, Inc.                                                                                 | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       2648 | NS      | $100306.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage, Inc.                                    | Natural Grocers by Vitamin Cottage, Inc.                                                               | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |        359 | NS      | $3564.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                            | Boeing Co. (The)                                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      31046 | NS      | $6612798.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                                                 | Merit Medical Systems, Inc.                                                                            | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       2991 | NS      | $213407.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       1950 | NS      | $199602.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                                                       | Chuy's Holdings, Inc.                                                                                  | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        725 | NS      | $24816.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares, Inc.                                                   | Guaranty Bancshares, Inc.                                                                              | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        390 | NS      | $12862.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                                                   | Hudson Technologies, Inc.                                                                              | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        248 | NS      | $2532.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                                                | Kiniksa Pharmaceuticals Ltd., Class A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        895 | NS      | $12941.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries, Inc.                                                        | EVI Industries, Inc.                                                                                   | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |         33 | NS      | $671.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     438517 | PA      | $388699.11    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital City Bank Group, Inc.                                               | Capital City Bank Group, Inc.                                                                          | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |        587 | NS      | $19059.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp.                                                        | Terran Orbital Corp.                                                                                   | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        431 | NS      | $836.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                                               | Enhabit, Inc.                                                                                          | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |       2620 | NS      | $40243.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Petrobras Global Finance BV                                                 | Petrobras Global Finance BV                                                                            | CUSIP: 71647NAV1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     270000 | PA      | $269149.50    | 0.01%             | 2025-01-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                         | Toll Brothers, Inc.                                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       6098 | NS      | $362770.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics, Inc.                                                  | Entrada Therapeutics, Inc.                                                                             | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        108 | NS      | $1312.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                                       | Sun Communities, Inc.                                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       6738 | NS      | $1056922.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen, Inc.                                                              | Heliogen, Inc.                                                                                         | CUSIP: 42329E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1049 | NS      | $668.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova, Inc.                                                         | Alpha Teknova, Inc.                                                                                    | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         45 | NS      | $268.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp.                                                          | Open Lending Corp., Class A                                                                            | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5586 | NS      | $48989.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                                   | Fox Corp., Class A                                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      15145 | NS      | $514021.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogoro, Inc.                                                                | Gogoro, Inc.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1238 | NS      | $5818.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                                    | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4540000 | PA      | $4372610.20   | 0.09%             | 2041-11-25      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Lightwave Logic, Inc.                                                       | Lightwave Logic, Inc.                                                                                  | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8433 | NS      | $53043.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Missouri Bancorp, Inc.                                             | Southern Missouri Bancorp, Inc.                                                                        | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        351 | NS      | $16995.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Organogenesis Holdings, Inc.                                                | Organogenesis Holdings, Inc.                                                                           | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       1179 | NS      | $3018.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group, Inc.                                              | Associated Capital Group, Inc., Class A                                                                | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |        184 | NS      | $7001.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp.                                                  | Gladstone Commercial Corp.                                                                             | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |       1322 | NS      | $22460.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                                               | Jack Henry & Associates, Inc.                                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       4144 | NS      | $746292.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                    | UnitedHealth Group, Inc.                                                                               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2753320.53   | 0.06%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Phibro Animal Health Corp.                                                  | Phibro Animal Health Corp., Class A                                                                    | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |        838 | NS      | $12905.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                                                  | Cohu, Inc.                                                                                             | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       3570 | NS      | $128805.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace, Inc.                                                           | Squarespace, Inc., Class A                                                                             | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |       2659 | NS      | $63071.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 2 Year Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -1409 | NC      | $-1051773.51  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                                                       | Editas Medicine, Inc.                                                                                  | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       5614 | NS      | $55522.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Power Holding Corp.                                                  | Spruce Power Holding Corp.                                                                             | CUSIP: 9837FR100<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |        697 | NS      | $1038.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AFC Gamma, Inc.                                                             | AFC Gamma, Inc.                                                                                        | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |        103 | NS      | $1617.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe, Inc.                                                            | Cantaloupe, Inc.                                                                                       | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |       3082 | NS      | $15687.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources, Inc.                                                      | Ramaco Resources, Inc.                                                                                 | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        156 | NS      | $1627.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                                              | Ironwood Pharmaceuticals, Inc.                                                                         | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      10416 | NS      | $119992.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oriental Republic of Uruguay                                                | Oriental Republic of Uruguay                                                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1180000 | PA      | $1176515.34   | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy, Inc.                                                     | Excelerate Energy, Inc., Class A                                                                       | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2419 | NS      | $56362.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                                                   | Mirati Therapeutics, Inc.                                                                              | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |       2519 | NS      | $134539.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Seer, Inc.                                                                  | Seer, Inc.                                                                                             | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3078 | NS      | $14004.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                                      | Stifel Financial Corp.                                                                                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       7308 | NS      | $492632.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XFTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93502 | PA      | $83144.98     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allogene Therapeutics, Inc.                                                 | Allogene Therapeutics, Inc.                                                                            | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7015 | NS      | $54155.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolv Technologies Holdings, Inc.                                           | Evolv Technologies Holdings, Inc.                                                                      | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        383 | NS      | $1171.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels, Inc.                                                          | Energy Fuels, Inc.                                                                                     | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |       6060 | NS      | $44662.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    2440000 | PA      | $2357772.00   | 0.05%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Life Storage, Inc.                                                          | Life Storage, Inc.                                                                                     | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       4971 | NS      | $537066.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     130000 | PA      | $115618.75    | 0.00%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                           | Lowe's Cos., Inc.                                                                                      | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1206552.92   | 0.02%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Energy Services Reunited Corp.                                     | National Energy Services Reunited Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       1149 | NS      | $8686.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy, Inc.                                                      | SandRidge Energy, Inc.                                                                                 | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        204 | NS      | $3225.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eiger BioPharmaceuticals, Inc.                                              | Eiger BioPharmaceuticals, Inc.                                                                         | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |       1184 | NS      | $2249.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22823QP88<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   14950000 | PA      | $14933385.62  | 0.30%             | 2023-02-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Funko, Inc.                                                                 | Funko, Inc., Class A                                                                                   | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |       1051 | NS      | $12717.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Public Education, Inc.                                             | American Public Education, Inc.                                                                        | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |        607 | NS      | $7350.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials, Inc.                                           | Rayonier Advanced Materials, Inc.                                                                      | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |       2443 | NS      | $16929.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                                               | Dropbox, Inc., Class A                                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      18212 | NS      | $423064.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140QMWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     695300 | PA      | $657005.40    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                                                       | DXP Enterprises, Inc.                                                                                  | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        644 | NS      | $19513.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                                            | Fair Isaac Corp.                                                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       1349 | NS      | $898366.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Montrose Environmental Group, Inc.                                          | Montrose Environmental Group, Inc.                                                                     | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |        799 | NS      | $43273.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       4255 | NS      | $1438785.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                                                | Inogen, Inc.                                                                                           | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       3261 | NS      | $76079.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold, Inc.                                                           | Alamos Gold, Inc., Class A                                                                             | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |       9872 | NS      | $108986.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                                                | Nelnet, Inc., Class A                                                                                  | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |        822 | NS      | $78492.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                                                  | Haynes International, Inc.                                                                             | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |        520 | NS      | $28958.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                                                | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $929936.95    | 0.02%             | 2038-11-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| NextDecade Corp.                                                            | NextDecade Corp.                                                                                       | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |        446 | NS      | $2671.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Chico's FAS, Inc.                                                           | Chico's FAS, Inc.                                                                                      | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |       4874 | NS      | $25685.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       6485 | NS      | $213161.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy, Inc.                                                       | HighPeak Energy, Inc.                                                                                  | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |         90 | NS      | $2516.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Revolve Group, Inc.                                                         | Revolve Group, Inc.                                                                                    | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2155 | NS      | $61503.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CQS U.S. CLO Ltd.                                                           | CQS U.S. CLO Ltd., Series 2021-1A, Class A                                                             | CUSIP: 12659UAA0<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6844677.00   | 0.14%             | 2035-01-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Edgewise Therapeutics, Inc.                                                 | Edgewise Therapeutics, Inc.                                                                            | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        273 | NS      | $2792.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Commonwealth                                                         | Equity Commonwealth                                                                                    | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |       7550 | NS      | $192676.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        145 | NC      | $24468.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                                     | Lantheus Holdings, Inc.                                                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       4841 | NS      | $278357.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Transcontinental Realty Investors, Inc.                                     | Transcontinental Realty Investors, Inc.                                                                | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               | CORP              | US        |          8 | NS      | $364.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                                           | Choice Hotels International, Inc.                                                                      | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       1839 | NS      | $225994.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      13625 | PA      | $3398.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                                               | Trimble, Inc.                                                                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      14549 | NS      | $844714.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                                               | Starwood Property Trust, Inc.                                                                          | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      17830 | NS      | $372468.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp, Inc. (The)                                                   | First Bancorp, Inc. (The)                                                                              | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        468 | NS      | $13880.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                                       | Cheniere Energy, Inc.                                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      14056 | NS      | $2147616.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences, Inc.                                                      | Aura Biosciences, Inc.                                                                                 | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        115 | NS      | $1197.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Card Group, Inc.                                                        | CPI Card Group, Inc.                                                                                   | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |         27 | NS      | $989.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                                                      | Univar Solutions, Inc.                                                                                 | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       9381 | NS      | $323456.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8266000 | PA      | $756797.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                                              | SpringWorks Therapeutics, Inc.                                                                         | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3408 | NS      | $107011.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JFrog Ltd.                                                                  | JFrog Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        410 | NS      | $10541.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                                                    | Marcus & Millichap, Inc.                                                                               | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |        968 | NS      | $35080.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                                           | Ross Stores, Inc.                                                                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      19059 | NS      | $2252583.21   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2020-RPL4, Class A1                                                                 | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3282973 | PA      | $2913750.73   | 0.06%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc., Class A                                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       9430 | NS      | $199916.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                                            | Virtus Investment Partners, Inc.                                                                       | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        678 | NS      | $145688.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                                                   | NCR Corp.                                                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       6787 | NS      | $186099.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vizio Holding Corp.                                                         | Vizio Holding Corp., Class A                                                                           | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6136 | NS      | $53751.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aveanna Healthcare Holdings, Inc.                                           | Aveanna Healthcare Holdings, Inc.                                                                      | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        314 | NS      | $383.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                                             | National Health Investors, Inc.                                                                        | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       2646 | NS      | $155664.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                                                   | UGI Corp.                                                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      10926 | NS      | $435182.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                                               | Snap-on, Inc.                                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       3045 | NS      | $757382.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                                          | Atlas Air Worldwide Holdings, Inc.                                                                     | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       1635 | NS      | $167113.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets, Inc.                                                          | Weis Markets, Inc.                                                                                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1202 | NS      | $103780.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd.                                                          | Borr Drilling Ltd.                                                                                     | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | BM        |       9322 | NS      | $55465.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viridian Therapeutics, Inc.                                                 | Viridian Therapeutics, Inc.                                                                            | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |       3306 | NS      | $120735.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Babylon Holdings Ltd.                                                       | Babylon Holdings Ltd., Class A                                                                         | CUSIP: N/A<br>LEI: 549300613X6447C00597       | Long             | EC               | CORP              | JE        |         19 | NS      | $220.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      33774 | NS      | $5908085.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                                       | Southern Copper Corp.                                                                                  | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3183377.70   | 0.06%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       5081 | NS      | $426905.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                                       | JetBlue Airways Corp.                                                                                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      19884 | NS      | $159072.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617MKK99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140227 | PA      | $140020.02    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Bancorp, Inc.                                                      | Republic Bancorp, Inc., Class A                                                                        | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        393 | NS      | $17677.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | EURO STOXX 50 Index                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         72 | NC      | $6332.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexion, Inc.                                                               | Flexion, Inc., CVR                                                                                     | CUSIP: 339CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |       1208 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Marqeta, Inc.                                                               | Marqeta, Inc., Class A                                                                                 | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23387 | NS      | $155055.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                                                        | Allegiant Travel Co.                                                                                   | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        893 | NS      | $76824.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                                                      | Shore Bancshares, Inc.                                                                                 | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        119 | NS      | $2080.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                                                      | Pembina Pipeline Corp.                                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        685 | NS      | $24317.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals, Inc.                                             | Recursion Pharmaceuticals, Inc., Class A                                                               | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7291 | NS      | $60734.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Second Bancorp, Inc.                                                    | Old Second Bancorp, Inc.                                                                               | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       1242 | NS      | $21101.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro, Inc.                                                      | ClearPoint Neuro, Inc.                                                                                 | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        155 | NS      | $1474.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OraSure Technologies, Inc.                                                  | OraSure Technologies, Inc.                                                                             | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       2543 | NS      | $14189.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                                                   | Strategic Education, Inc.                                                                              | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       1673 | NS      | $156174.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                     | Uber Technologies, Inc.                                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     108423 | NS      | $3353523.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics, Inc.                                                 | Esperion Therapeutics, Inc.                                                                            | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |       1329 | NS      | $8452.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Spotify Technology SA                                                       | Spotify Technology SA                                                                                  | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       7689 | NS      | $866704.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      18461 | PA      | $4605.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                            | Kroger Co. (The)                                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      36578 | NS      | $1632476.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics, Inc.                                                     | Pear Therapeutics, Inc.                                                                                | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        415 | NS      | $452.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                                          | DISH Network Corp., Class A                                                                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      13209 | NS      | $190077.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Accuray, Inc.                                                               | Accuray, Inc.                                                                                          | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |        579 | NS      | $1459.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                        | Allstate Corp. (The)                                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      15050 | NS      | $1933473.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources, Inc.                                                     | Newpark Resources, Inc.                                                                                | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       3346 | NS      | $15190.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical, Inc.                                                     | Silk Road Medical, Inc.                                                                                | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |       2627 | NS      | $142803.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                                              | Spectrum Brands Holdings, Inc.                                                                         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       2345 | NS      | $159178.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                                  | Digital Realty Trust, Inc.                                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      16013 | NS      | $1835410.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11100000 | PA      | $10081921.88  | 0.20%             | 2053-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argo Group International Holdings Ltd.                                      | Argo Group International Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |       2055 | NS      | $57046.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                                                   | Howard Hughes Corp. (The)                                                                              | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       2129 | NS      | $182008.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XDGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     362166 | PA      | $317608.44    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                       | Camden Property Trust                                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       5812 | NS      | $716096.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                        | Edison International                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      21595 | NS      | $1487895.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Latinoamericano de Comercio Exterior SA                               | Banco Latinoamericano de Comercio Exterior SA, Class E                                                 | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |       4925 | NS      | $84857.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                                  | REVOLUTION Medicines, Inc.                                                                             | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       5877 | NS      | $157150.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7511 | NS      | $39207.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                               | Honeywell International, Inc.                                                                          | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1642361.35   | 0.03%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Berry Corp.                                                                 | Berry Corp.                                                                                            | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2643 | NS      | $24315.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                | Mueller Water Products, Inc., Class A                                                                  | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      10767 | NS      | $136202.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                                       | MGIC Investment Corp.                                                                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      15801 | NS      | $223110.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                           | Johnson & Johnson                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     147218 | NS      | $24058365.56  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                                                | Moelis & Co., Class A                                                                                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       4660 | NS      | $217855.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Teekay Corp.                                                                | Teekay Corp.                                                                                           | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | MH        |        452 | NS      | $2196.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N, Inc.                                                               | Model N, Inc.                                                                                          | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |       2926 | NS      | $116045.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| St Joe Co. (The)                                                            | St Joe Co. (The)                                                                                       | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       1247 | NS      | $58733.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton, Inc.                                                                | Cepton, Inc.                                                                                           | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        263 | NS      | $318.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                           | Merck & Co., Inc.                                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     143048 | NS      | $15364785.68  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.                                | Fidelity National Information Services, Inc.                                                           | CUSIP: 31622GQ34<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |   31550000 | PA      | $31421386.43  | 0.63%             | 2023-03-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Blueprint Medicines Corp.                                                   | Blueprint Medicines Corp.                                                                              | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       3675 | NS      | $171769.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                            | Mastercard, Inc., Class A                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      47810 | NS      | $17718386.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging, Inc.                                                       | Karat Packaging, Inc.                                                                                  | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |         37 | NS      | $556.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                                              | Innospec, Inc.                                                                                         | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       1672 | NS      | $188969.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1                                        | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2095386 | PA      | $1976558.30   | 0.04%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Fluor Corp.                                                                 | Fluor Corp.                                                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       8229 | NS      | $302415.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS Group AG                                                                | UBS Group AG (Registered)                                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       3954 | NS      | $84852.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Children's Place, Inc. (The)                                                | Children's Place, Inc. (The)                                                                           | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |        298 | NS      | $13520.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent, Inc.                                                              | Conduent, Inc.                                                                                         | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |       6737 | NS      | $32135.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                              | DTE Energy Co.                                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      10966 | NS      | $1276113.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      55223 | PA      | $2218.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                  | AT&T, Inc.                                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     409528 | NS      | $8342085.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                                       | Industrial Logistics Properties Trust                                                                  | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       6261 | NS      | $27611.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                                                          | Hormel Foods Corp.                                                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      16348 | NS      | $740727.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                                       | American Homes 4 Rent, Class A                                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      16669 | NS      | $571580.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                                                  | NextEra Energy Partners LP                                                                             | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |        557 | NS      | $40828.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Atara Biotherapeutics, Inc.                                                 | Atara Biotherapeutics, Inc.                                                                            | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |       9043 | NS      | $45848.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                                                     | Liberty Broadband Corp., Class A                                                                       | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       1186 | NS      | $106289.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid Penn Bancorp, Inc.                                                      | Mid Penn Bancorp, Inc.                                                                                 | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        301 | NS      | $9472.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                                                | Midland States Bancorp, Inc.                                                                           | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |        946 | NS      | $24104.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MacroGenics, Inc.                                                           | MacroGenics, Inc.                                                                                      | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       5306 | NS      | $30615.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Point Energy Corp.                                                 | Crescent Point Energy Corp.                                                                            | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |       6023 | NS      | $44931.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                                                          | 10X Genomics, Inc., Class A                                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       5046 | NS      | $236304.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Necessity Retail REIT, Inc. (The)                                           | Necessity Retail REIT, Inc. (The)                                                                      | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |       4462 | NS      | $30475.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                                                    | Equitable Holdings, Inc.                                                                               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      25852 | NS      | $829073.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                                                 | Smith & Wesson Brands, Inc.                                                                            | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |        952 | NS      | $10548.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                                | Pfizer, Inc.                                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     317916 | NS      | $14039170.56  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2490000 | PA      | $2438696.94   | 0.05%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                                     | Lumentum Holdings, Inc.                                                                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       4107 | NS      | $247159.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Myriad Genetics, Inc.                                                       | Myriad Genetics, Inc.                                                                                  | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       5530 | NS      | $109051.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                                        | Uranium Energy Corp.                                                                                   | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      18677 | NS      | $75268.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3259288.41   | 0.07%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317245 | PA      | $315646.17    | 0.01%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                               | Zscaler, Inc.                                                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       4613 | NS      | $572750.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFO Commercial Mortgage Trust                                               | SFO Commercial Mortgage Trust, Series 2021-555, Class A                                                | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2280000 | PA      | $2088975.67   | 0.04%             | 2038-05-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                             | LGI Homes, Inc.                                                                                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       1151 | NS      | $131041.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amplitude, Inc.                                                             | Amplitude, Inc., Class A                                                                               | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3743 | NS      | $53824.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Medifast, Inc.                                                              | Medifast, Inc.                                                                                         | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |        633 | NS      | $70547.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         12 | NC      | $24900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                                                          | Saul Centers, Inc.                                                                                     | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        487 | NS      | $20848.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                                             | Confluent, Inc., Class A                                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       6661 | NS      | $153869.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.                                              | Intra-Cellular Therapies, Inc.                                                                         | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |       5241 | NS      | $251148.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave, Inc.                                                                  | Dave, Inc.                                                                                             | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         35 | NS      | $317.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                                                  | Seritage Growth Properties, Class A                                                                    | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |        226 | NS      | $2745.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                                       | Westpac Banking Corp.                                                                                  | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2160000 | PA      | $1934099.60   | 0.04%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                                        | Unity Software, Inc.                                                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      14066 | NS      | $499624.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FibroGen, Inc.                                                              | FibroGen, Inc.                                                                                         | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |       7481 | NS      | $176551.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                                                            | Bio-Techne Corp.                                                                                       | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       9262 | NS      | $737810.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                                                            | Cleanspark, Inc.                                                                                       | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |        365 | NS      | $1157.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy, Inc.                                                                 | Udemy, Inc.                                                                                            | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       4861 | NS      | $60956.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WGL Holdings, Inc.                                                          | WGL Holdings, Inc.                                                                                     | CUSIP: 9292E1PH3<br>LEI: 549300FMXG4FL88R7K50 | Long             | STIV             | CORP              | US        |    6900000 | PA      | $6885054.05   | 0.14%             | 2023-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Golden Ocean Group Ltd.                                                     | Golden Ocean Group Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300HQH91CZG0OJL61       | Long             | EC               | CORP              | BM        |       5701 | NS      | $54615.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial, Inc.                                                        | Ally Financial, Inc.                                                                                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      16931 | NS      | $550088.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                            | McGrath RentCorp                                                                                       | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       1680 | NS      | $167227.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Senseonics Holdings, Inc.                                                   | Senseonics Holdings, Inc.                                                                              | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |      13505 | NS      | $15260.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Teladoc Health, Inc.                                                        | Teladoc Health, Inc.                                                                                   | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      10260 | NS      | $301644.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillz, Inc.                                                                | Skillz, Inc.                                                                                           | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16893 | NS      | $13504.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AN2 Therapeutics, Inc.                                                      | AN2 Therapeutics, Inc.                                                                                 | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         74 | NS      | $899.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Katapult Holdings, Inc.                                                     | Katapult Holdings, Inc.                                                                                | CUSIP: 485859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        279 | NS      | $273.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                                                  | Southside Bancshares, Inc.                                                                             | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |        319 | NS      | $12083.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5380000 | PA      | $5357652.56   | 0.11%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                           | TripAdvisor, Inc.                                                                                      | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       5960 | NS      | $138868.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                                      | Bright Horizons Family Solutions, Inc.                                                                 | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3161 | NS      | $242701.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                                 | Pentair plc                                                                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |       9945 | NS      | $550754.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                                                  | AerCap Ireland Capital DAC                                                                             | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3240000 | PA      | $2914708.21   | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19670.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14500 | NS      | $27695.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rapid Micro Biosystems, Inc.                                                | Rapid Micro Biosystems, Inc., Class A                                                                  | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         94 | NS      | $141.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                       | Las Vegas Sands Corp.                                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      18449 | NS      | $1088491.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kodiak Sciences, Inc.                                                       | Kodiak Sciences, Inc.                                                                                  | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       1982 | NS      | $16014.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies, Inc.                                                 | Akoustis Technologies, Inc.                                                                            | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |       1123 | NS      | $4143.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nektar Therapeutics                                                         | Nektar Therapeutics                                                                                    | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      11770 | NS      | $32014.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                                                     | Southwestern Energy Co.                                                                                | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      62424 | NS      | $344580.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617JYLP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      61044 | PA      | $57722.65     | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                                  | EastGroup Properties, Inc.                                                                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       2195 | NS      | $369308.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   18317000 | PA      | $648836.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicell, Inc.                                                              | Omnicell, Inc.                                                                                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       2470 | NS      | $137010.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                        | JPMorgan Chase & Co.                                                                                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2040142.68   | 0.04%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                              | Teleflex, Inc.                                                                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       2616 | NS      | $636786.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AirSculpt Technologies, Inc.                                                | AirSculpt Technologies, Inc.                                                                           | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         42 | NS      | $244.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd.                                               | Genco Shipping & Trading Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |       4406 | NS      | $79924.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                                              | Virgin Galactic Holdings, Inc.                                                                         | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |      10650 | NS      | $58788.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3140JA4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729387 | PA      | $651858.21    | 0.01%             | 2035-01-01      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Reata Pharmaceuticals, Inc.                                                 | Reata Pharmaceuticals, Inc., Class A                                                                   | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       1675 | NS      | $72577.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Middleby Corp. (The)                                                        | Middleby Corp. (The)                                                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       2925 | NS      | $454691.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Forrester Research, Inc.                                                    | Forrester Research, Inc.                                                                               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |        452 | NS      | $16751.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                                  | Taylor Morrison Home Corp., Class A                                                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       6781 | NS      | $242759.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     230000 | PA      | $200288.67    | 0.00%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                            | Boeing Co. (The)                                                                                       | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2370898.80   | 0.05%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corp.                                                        | Repay Holdings Corp.                                                                                   | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3292 | NS      | $32064.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                                             | BRP Group, Inc., Class A                                                                               | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2720 | NS      | $77928.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Country Airlines Holdings, Inc.                                         | Sun Country Airlines Holdings, Inc.                                                                    | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       2351 | NS      | $43893.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622AAVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     165933 | PA      | $142752.71    | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                                 | Tesla, Inc.                                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     145166 | NS      | $25145654.52  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group, Inc.                                                | Summit Financial Group, Inc.                                                                           | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        517 | NS      | $13416.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                                                    | Ormat Technologies, Inc.                                                                               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       2518 | NS      | $233040.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1154058.96   | 0.02%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2021-BN38, Class XA                                                                       | CUSIP: 06540EAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40289157 | PA      | $2138185.83   | 0.04%             | 2064-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Universal Corp.                                                             | Universal Corp.                                                                                        | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |        962 | NS      | $52303.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                                                   | RXO, Inc.                                                                                              | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       4663 | NS      | $85426.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp.                                                 | Amalgamated Financial Corp.                                                                            | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        549 | NS      | $12599.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.                                            | Esquire Financial Holdings, Inc.                                                                       | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         43 | NS      | $2001.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                                       | Walker & Dunlop, Inc.                                                                                  | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1675 | NS      | $159761.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Research Corp.                                                     | National Research Corp.                                                                                | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |        569 | NS      | $26412.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                                                         | IPG Photonics Corp.                                                                                    | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       2071 | NS      | $232159.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                                                       | Amerant Bancorp, Inc.                                                                                  | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |       3089 | NS      | $85997.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp. (The)                                            | First of Long Island Corp. (The)                                                                       | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        958 | NS      | $16918.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                                    | Hims & Hers Health, Inc.                                                                               | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |       6911 | NS      | $57223.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Theravance Biopharma, Inc.                                                  | Theravance Biopharma, Inc.                                                                             | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |       1870 | NS      | $20214.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley, Inc.                                                          | Vera Bradley, Inc.                                                                                     | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |        144 | NS      | $856.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                             | Consensus Cloud Solutions, Inc.                                                                        | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        494 | NS      | $29032.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries, Inc.                                                    | Mueller Industries, Inc.                                                                               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       2275 | NS      | $149126.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ON24, Inc.                                                                  | ON24, Inc.                                                                                             | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        942 | NS      | $8741.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings, Inc.                                                      | Biglari Holdings, Inc., Class B                                                                        | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |         51 | NS      | $8316.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust, Series 2006-3, Class A4                                                  | CUSIP: 80556AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1329000 | PA      | $1136390.82   | 0.02%             | 2046-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                       | OHA Loan Funding Ltd., Series 2013-2A, Class AR                                                        | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $496236.50    | 0.01%             | 2031-05-23      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                       | Arista Networks, Inc.                                                                                  | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      13924 | NS      | $1754702.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp.                                                      | Innovage Holding Corp.                                                                                 | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        117 | NS      | $876.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                                          | Atmos Energy Corp.                                                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       7827 | NS      | $919985.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Macatawa Bank Corp.                                                         | Macatawa Bank Corp.                                                                                    | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1870 | NS      | $20607.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                                                     | Regions Financial Corp.                                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      59520 | NS      | $1401100.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10560000 | PA      | $6205237.53   | 0.13%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies, Inc.                                              | Watts Water Technologies, Inc., Class A                                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       1518 | NS      | $248223.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                     | KB Home                                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       4877 | NS      | $187520.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                                       | Range Resources Corp.                                                                                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      13183 | NS      | $329838.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                                                 | SREIT Trust, Series 2021-MFP, Class A                                                                  | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650000 | PA      | $2584567.79   | 0.05%             | 2038-11-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co., Class A                                                                      | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       2246 | NS      | $89008.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Daseke, Inc.                                                                | Daseke, Inc.                                                                                           | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |       1583 | NS      | $11049.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                                    | Hersha Hospitality Trust, Class A                                                                      | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |       1339 | NS      | $12318.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                                              | Cargurus, Inc.                                                                                         | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       5068 | NS      | $89450.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lululemon Athletica, Inc.                                                   | Lululemon Athletica, Inc.                                                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       6339 | NS      | $1945312.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                                      | SPX Technologies, Inc.                                                                                 | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       2448 | NS      | $183624.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capri Holdings Ltd.                                                         | Capri Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |       7332 | NS      | $487504.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                                          | Under Armour, Inc., Class C                                                                            | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      19604 | NS      | $213683.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                                          | Steven Madden Ltd.                                                                                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       4576 | NS      | $164049.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                             | Federal Realty Investment Trust                                                                        | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4180 | NS      | $466195.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                                                             | ModivCare, Inc.                                                                                        | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |        844 | NS      | $90527.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                                     | Carter Bankshares, Inc.                                                                                | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        977 | NS      | $16237.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                                               | Heartland Financial USA, Inc.                                                                          | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |       2817 | NS      | $139356.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCRED MML CLO LLC                                                           | BCRED MML CLO LLC, Series 2021-1A, Class A                                                             | CUSIP: 05554LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1599877.95   | 0.03%             | 2035-01-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                                    | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     786761 | PA      | $778426.04    | 0.02%             | 2034-01-25      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Rigel Pharmaceuticals, Inc.                                                 | Rigel Pharmaceuticals, Inc.                                                                            | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       6883 | NS      | $11288.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy, Inc.                                                  | ATI Physical Therapy, Inc.                                                                             | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        468 | NS      | $205.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings, Inc.                                                     | Nextdoor Holdings, Inc.                                                                                | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        694 | NS      | $1707.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillman Solutions Corp.                                                     | Hillman Solutions Corp.                                                                                | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7961 | NS      | $76425.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank First Corp.                                                            | Bank First Corp.                                                                                       | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        258 | NS      | $20603.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS, Inc.                                                                   | DZS, Inc.                                                                                              | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |        462 | NS      | $5867.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                                       | Assured Guaranty Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       2906 | NS      | $181915.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                                                          | RBC Bearings, Inc.                                                                                     | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1533 | NS      | $374006.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding, Inc.                                                       | Emerald Holding, Inc.                                                                                  | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        135 | NS      | $538.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp.                                                   | PROCEPT BioRobotics Corp.                                                                              | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1700 | NS      | $66113.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Becton Dickinson and Co.                                                    | Becton Dickinson and Co.                                                                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      15897 | NS      | $4009541.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT, Inc.                                                     | Orion Office REIT, Inc.                                                                                | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1748 | NS      | $16868.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1                                        | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.04         | 0.00%             | 2057-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| iRadimed Corp.                                                              | iRadimed Corp.                                                                                         | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |        214 | NS      | $8003.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                                                       | Mercury General Corp.                                                                                  | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       1417 | NS      | $50629.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings, Inc.                                                      | LiveVox Holdings, Inc.                                                                                 | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |         82 | NS      | $238.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                                 | Nucor Corp.                                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      14389 | NS      | $2432028.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                                                  | Korn Ferry                                                                                             | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       3421 | NS      | $184699.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluebird Bio, Inc.                                                          | Bluebird Bio, Inc.                                                                                     | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4380 | NS      | $27813.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                                      | Juniper Networks, Inc.                                                                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      18543 | NS      | $598938.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McEwen Mining, Inc.                                                         | McEwen Mining, Inc.                                                                                    | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |        252 | NS      | $1690.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        139 | NC      | $170275.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      22064 | NS      | $2315396.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3133ASGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90889 | PA      | $80951.88     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Veradigm, Inc.                                                              | Veradigm, Inc.                                                                                         | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      18908 | NS      | $338642.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma, Inc.                                                                  | Ooma, Inc.                                                                                             | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        774 | NS      | $11122.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                                      | Hamamatsu Photonics KK                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      56700 | NS      | $3027076.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $999660.00    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hyster-Yale Materials Handling, Inc.                                        | Hyster-Yale Materials Handling, Inc.                                                                   | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        388 | NS      | $12582.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   14459097 | PA      | $-986632.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28459400 | PA      | $27109801.75  | 0.55%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York Community Bancorp, Inc.                                            | New York Community Bancorp, Inc.                                                                       | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      38025 | NS      | $379869.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                                  | OceanFirst Financial Corp.                                                                             | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5322 | NS      | $127302.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aptiv plc                                                                   | Aptiv plc                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      15542 | NS      | $1757644.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp.                                                          | TrustCo Bank Corp.                                                                                     | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        119 | NS      | $4273.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                                                            | Scholastic Corp.                                                                                       | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1628 | NS      | $72022.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd.                                                               | Farfetch Ltd., Class A                                                                                 | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |       2119 | NS      | $14451.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings, Inc.                                                   | InfuSystem Holdings, Inc.                                                                              | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |        116 | NS      | $1162.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                                                 | USANA Health Sciences, Inc.                                                                            | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       1570 | NS      | $91750.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                                                | ALLETE, Inc.                                                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       3387 | NS      | $209519.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                                                   | LKQ Corp.                                                                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      15837 | NS      | $933749.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent, Inc.                                                             | SmartRent, Inc.                                                                                        | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11021 | NS      | $32181.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CrossFirst Bankshares, Inc.                                                 | CrossFirst Bankshares, Inc.                                                                            | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2053 | NS      | $27715.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics, Inc.                                                   | Kimball Electronics, Inc.                                                                              | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |        988 | NS      | $25213.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                                      | Playtika Holding Corp.                                                                                 | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       5608 | NS      | $58827.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Grand Canyon Education, Inc.                                                | Grand Canyon Education, Inc.                                                                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       1840 | NS      | $214470.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                                                      | CONTRA ADURO BIOTECH I, CVR                                                                            | CUSIP: 007CVR012<br>LEI: N/A                  | Long             |  | CORP              | US        |        429 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barrett Business Services, Inc.                                             | Barrett Business Services, Inc.                                                                        | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |        298 | NS      | $29615.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                 | United Parcel Service, Inc., Class B                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      41884 | NS      | $7758173.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                    | Fabrinet                                                                                               | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |       2114 | NS      | $278329.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kelly Services, Inc.                                                        | Kelly Services, Inc., Class A                                                                          | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1382 | NS      | $25014.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | CDI                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   27365000 | PA      | $1512033.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                | Verizon Communications, Inc.                                                                           | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7841000 | PA      | $6459452.65   | 0.13%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                                                 | Kirby Corp.                                                                                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       3357 | NS      | $237608.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corp.                                                           | ACCO Brands Corp.                                                                                      | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       3374 | NS      | $21424.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                      | Cathay General Bancorp                                                                                 | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       4876 | NS      | $214348.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                              | TopBuild Corp.                                                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       1791 | NS      | $358307.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                                                           | Genuine Parts Co.                                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       7864 | NS      | $1319736.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences, Inc.                                                 | Precision BioSciences, Inc.                                                                            | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |        552 | NS      | $640.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                                           | Aerojet Rocketdyne Holdings, Inc.                                                                      | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |       4372 | NS      | $244482.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                    | Marvell Technology, Inc.                                                                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49185 | NS      | $2122332.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                               | Magnite, Inc.                                                                                          | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |       7294 | NS      | $88111.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                                                  | Simon Property Group, Inc.                                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      18176 | NS      | $2334888.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                                                       | Viavi Solutions, Inc.                                                                                  | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      14914 | NS      | $168528.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Trust, Inc.                                     | Essential Properties Realty Trust, Inc.                                                                | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       7104 | NS      | $181009.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                                               | New York Mortgage Trust, Inc.                                                                          | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      45932 | NS      | $143307.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                              | Hewlett Packard Enterprise Co.                                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      76011 | NS      | $1226057.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Morningstar, Inc.                                                           | Morningstar, Inc.                                                                                      | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       1227 | NS      | $298013.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences, Inc.                                                      | Cassava Sciences, Inc.                                                                                 | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       2067 | NS      | $57876.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Turtle Beach Corp.                                                          | Turtle Beach Corp.                                                                                     | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |        474 | NS      | $4503.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                                                     | Columbus McKinnon Corp.                                                                                | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        943 | NS      | $33900.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.                                  | Knight-Swift Transportation Holdings, Inc.                                                             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8522 | NS      | $503650.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEye, Inc.                                                                  | AEye, Inc.                                                                                             | CUSIP: 008183105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        749 | NS      | $468.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                                        | Steel Dynamics, Inc.                                                                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       8918 | NS      | $1075867.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                            | Omega Healthcare Investors, Inc.                                                                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      12887 | NS      | $379393.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                                                | United Community Banks, Inc.                                                                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       1577 | NS      | $51315.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardlytics, Inc.                                                            | Cardlytics, Inc.                                                                                       | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |       1878 | NS      | $14085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Business First Bancshares, Inc.                                             | Business First Bancshares, Inc.                                                                        | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |        610 | NS      | $12651.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                | BX Commercial Mortgage Trust, Series 2019-IMC, Class A                                                 | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4420000 | PA      | $4319906.45   | 0.09%             | 2034-04-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Boise Cascade Co.                                                           | Boise Cascade Co.                                                                                      | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       2209 | NS      | $165608.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors, Inc.                                                          | Hyzon Motors, Inc.                                                                                     | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        467 | NS      | $994.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab, Inc.                                                                | Gitlab, Inc., Class A                                                                                  | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        801 | NS      | $39577.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Raymond James Financial, Inc.                                               | Raymond James Financial, Inc.                                                                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      11629 | NS      | $1311374.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7319.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172CQ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2396864.80   | 0.05%             | 2023-05-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                                      | US Foods Holding Corp.                                                                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      12560 | NS      | $478912.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp.                                                          | Chord Energy Corp.                                                                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       2288 | NS      | $327957.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                                                     | Sage Therapeutics, Inc.                                                                                | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |       3363 | NS      | $149115.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences, Inc.                                                    | Ideaya Biosciences, Inc.                                                                               | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |       4252 | NS      | $72411.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                                   | BPR Trust, Series 2021-TY, Class B                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     780000 | PA      | $732163.46    | 0.01%             | 2038-09-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| TG Therapeutics, Inc.                                                       | TG Therapeutics, Inc.                                                                                  | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |       8289 | NS      | $126241.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                                   | Logitech International SA (Registered)                                                                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        360 | NS      | $21013.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                                                              | Safehold, Inc.                                                                                         | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       1010 | NS      | $35309.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contra A/S                                                                  | Contra A/S                                                                                             | CUSIP: 532CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |        326 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Arlo Technologies, Inc.                                                     | Arlo Technologies, Inc.                                                                                | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |       3071 | NS      | $11516.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                         | Constellation Energy Generation LLC                                                                    | CUSIP: 21038QP16<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   33900000 | PA      | $33895355.70  | 0.68%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                     | Aramark                                                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      13339 | NS      | $593985.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                          | Johnson Controls International plc                                                                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      41323 | NS      | $2874841.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                                                   | Ellington Financial, Inc.                                                                              | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |       4037 | NS      | $55428.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications, Inc.                                                  | Weave Communications, Inc.                                                                             | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        201 | NS      | $1045.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences, Inc.                                                     | Cytek Biosciences, Inc.                                                                                | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |       5104 | NS      | $61503.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradyne, Inc.                                                              | Teradyne, Inc.                                                                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       9833 | NS      | $1000016.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumo Logic, Inc.                                                            | Sumo Logic, Inc.                                                                                       | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |       2822 | NS      | $33384.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                                                            | Dutch Bros, Inc., Class A                                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        222 | NS      | $8460.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corp.                                                            | McDonald's Corp.                                                                                       | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     240000 | PA      | $222258.54    | 0.00%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | CDI                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  113524000 | PA      | $1631506.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                             | Interface, Inc.                                                                                        | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       2295 | NS      | $26117.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                                                | Bruker Corp.                                                                                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       6502 | NS      | $455920.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     450000 | PA      | $319060.55    | 0.01%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roivant Sciences Ltd.                                                       | Roivant Sciences Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |       1210 | NS      | $10043.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gray Television, Inc.                                                       | Gray Television, Inc.                                                                                  | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |       5532 | NS      | $71694.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                                              | Assurant, Inc.                                                                                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       2936 | NS      | $389284.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                                     | Molina Healthcare, Inc.                                                                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       3172 | NS      | $989124.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                            | DraftKings, Inc., Class A                                                                              | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18945 | NS      | $283985.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Box, Inc.                                                                   | Box, Inc., Class A                                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       7744 | NS      | $247730.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       2122 | NS      | $139203.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                                                           | Pegasystems, Inc.                                                                                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       2242 | NS      | $87168.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                                            | Globe Life, Inc.                                                                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       5032 | NS      | $608117.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National HealthCare Corp.                                                   | National HealthCare Corp.                                                                              | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        499 | NS      | $29710.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                                         | First Republic Bank                                                                                    | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      10072 | NS      | $1418943.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                           | Essent Group Ltd.                                                                                      | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       6617 | NS      | $291346.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                                         | MVB Financial Corp.                                                                                    | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |        360 | NS      | $7948.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                                             | KKR & Co., Inc.                                                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      33153 | NS      | $1850268.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp.                                                         | Landsea Homes Corp.                                                                                    | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |         62 | NS      | $411.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                                           | HF Sinclair Corp.                                                                                      | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7334 | NS      | $417304.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                                                      | Twist Bioscience Corp.                                                                                 | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       3256 | NS      | $93414.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BX Commercial Mortgage Trust                                                | BX Commercial Mortgage Trust, Series 2021-XL2, Class D                                                 | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2316788 | PA      | $2224001.94   | 0.04%             | 2038-10-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                | MassMutual Global Funding II                                                                           | CUSIP: 57629WCU2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    4980000 | PA      | $4910983.38   | 0.10%             | 2023-06-09      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| PTC, Inc.                                                                   | PTC, Inc.                                                                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       6176 | NS      | $833018.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                                     | Credit Acceptance Corp.                                                                                | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        440 | NS      | $203561.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shift4 Payments, Inc.                                                       | Shift4 Payments, Inc., Class A                                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2940 | NS      | $188277.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JELD-WEN Holding, Inc.                                                      | JELD-WEN Holding, Inc.                                                                                 | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |       5199 | NS      | $65767.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)                               | Hartford Financial Services Group, Inc. (The)                                                          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      18233 | NS      | $1415063.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                                            | Tetra Tech, Inc.                                                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       2931 | NS      | $455829.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                  | Lamb Weston Holdings, Inc.                                                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       8402 | NS      | $839275.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                                          | Cytokinetics, Inc.                                                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       5015 | NS      | $213037.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingClub Corp.                                                           | LendingClub Corp.                                                                                      | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |       5582 | NS      | $54089.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson, Inc.                                                            | LivePerson, Inc.                                                                                       | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |       3622 | NS      | $46651.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                                            | 3D Systems Corp.                                                                                       | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |       6999 | NS      | $76009.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jamf Holding Corp.                                                          | Jamf Holding Corp.                                                                                     | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |       3450 | NS      | $68551.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Progressive Corp. (The)                                                     | Progressive Corp. (The)                                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      33343 | NS      | $4546318.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings, Inc.                                                     | Bill.com Holdings, Inc.                                                                                | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       5489 | NS      | $634638.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CommScope Holding Co., Inc.                                                 | CommScope Holding Co., Inc.                                                                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      12666 | NS      | $106394.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                                                | OmniAb, Inc.                                                                                           | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3732 | NS      | $15450.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co.                                                | Canadian Pacific Railway Co.                                                                           | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5450000 | PA      | $4933438.26   | 0.10%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | NASDAQ 100 E-Mini Index                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         77 | NC      | $869690.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO                                                     | Bain Capital Credit CLO, Series 2020-1A, Class A1                                                      | CUSIP: 05684DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2228879.25   | 0.04%             | 2033-04-18      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Lineage Cell Therapeutics, Inc.                                             | Lineage Cell Therapeutics, Inc.                                                                        | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |       1091 | NS      | $1592.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-103, Class AD                                                                        | CUSIP: 38380PXV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2605062 | PA      | $2105183.48   | 0.04%             | 2063-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Luxfer Holdings plc                                                         | Luxfer Holdings plc                                                                                    | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |        987 | NS      | $16334.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     260000 | PA      | $243264.07    | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140QPHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676224 | PA      | $616333.00    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                                                   | Nexstar Media Group, Inc.                                                                              | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       2056 | NS      | $421007.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QuidelOrtho Corp.                                                           | QuidelOrtho Corp.                                                                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       2597 | NS      | $222329.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                                                        | LSB Industries, Inc.                                                                                   | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |       3797 | NS      | $48259.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp.                                                                 | eGain Corp.                                                                                            | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        815 | NS      | $7921.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology plc                                           | International Game Technology plc                                                                      | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |       4880 | NS      | $129076.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                                               | Visteon Corp.                                                                                          | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       1580 | NS      | $247017.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ICF International, Inc.                                                     | ICF International, Inc.                                                                                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        738 | NS      | $75416.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson Cos., Inc.                                                        | Patterson Cos., Inc.                                                                                   | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       4853 | NS      | $146512.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                                                 | Warner Bros Discovery, Inc.                                                                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     129844 | NS      | $1924288.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| FREYR Battery SA                                                            | FREYR Battery SA                                                                                       | CUSIP: N/A<br>LEI: 222100QIBHPZGVW6UT76       | Long             | EC               | CORP              | LU        |        640 | NS      | $5638.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamond Offshore Drilling, Inc.                                             | Diamond Offshore Drilling, Inc.                                                                        | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |      10046 | NS      | $115127.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                                     | Paylocity Holding Corp.                                                                                | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       2249 | NS      | $468444.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Braves                                          | Liberty Media Corp.-Liberty Braves, Class C                                                            | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1449 | NS      | $50251.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                   | Westinghouse Air Brake Technologies Corp.                                                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      10824 | NS      | $1123639.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                                      | Skyline Champion Corp.                                                                                 | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3017 | NS      | $177852.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk, Inc. (The)                                                      | Trade Desk, Inc. (The), Class A                                                                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      24997 | NS      | $1267347.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                                        | EW Scripps Co. (The), Class A                                                                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       2307 | NS      | $34489.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar, Inc.                                                             | FTC Solar, Inc.                                                                                        | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |        275 | NS      | $756.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GATX Corp.                                                                  | GATX Corp.                                                                                             | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       1881 | NS      | $215280.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivint Smart Home, Inc.                                                     | Vivint Smart Home, Inc.                                                                                | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5961 | NS      | $71412.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CLI Funding VIII LLC                                                        | CLI Funding VIII LLC, Series 2022-1A, Class A                                                          | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3144560 | PA      | $2780422.49   | 0.06%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Signify Health, Inc.                                                        | Signify Health, Inc., Class A                                                                          | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4414 | NS      | $125622.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                                       | Sutro Biopharma, Inc.                                                                                  | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |        828 | NS      | $5994.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       1127 | NS      | $113421.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                                                        | Riot Platforms, Inc.                                                                                   | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |       4838 | NS      | $30334.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pioneer Natural Resources Co.                                               | Pioneer Natural Resources Co.                                                                          | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    8520000 | PA      | $7706718.29   | 0.16%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2018-H4, Class XA                                               | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20635005 | PA      | $749931.79    | 0.02%             | 2051-12-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Metrocity Bankshares, Inc.                                                  | Metrocity Bankshares, Inc.                                                                             | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |        712 | NS      | $14396.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE, Inc.                                                               | SI-BONE, Inc.                                                                                          | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       1093 | NS      | $18613.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Depot, Inc. (The)                                                      | Home Depot, Inc. (The)                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      57708 | NS      | $18707202.36  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Lions Gate Entertainment Corp.                                              | Lions Gate Entertainment Corp., Class A                                                                | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       1910 | NS      | $15222.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                                         | General Mills, Inc.                                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      33341 | NS      | $2612600.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's, Inc.                                                            | Portillo's, Inc., Class A                                                                              | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2839 | NS      | $64047.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex, Inc.                                                                | Vertex, Inc., Class A                                                                                  | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |        226 | NS      | $3051.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.                                        | Arcturus Therapeutics Holdings, Inc.                                                                   | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        813 | NS      | $17178.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Multiplan Corp.                                                             | Multiplan Corp.                                                                                        | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19095 | NS      | $25205.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| City Office REIT, Inc.                                                      | City Office REIT, Inc.                                                                                 | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |       1741 | NS      | $17131.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp, Inc.                                                 | John Marshall Bancorp, Inc.                                                                            | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         87 | NS      | $2152.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jones Lang LaSalle, Inc.                                                    | Jones Lang LaSalle, Inc.                                                                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       2619 | NS      | $484174.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MFA Financial, Inc.                                                         | MFA Financial, Inc.                                                                                    | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       6331 | NS      | $75275.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                                       | Bar Harbor Bankshares                                                                                  | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        637 | NS      | $19791.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                     | Daiichi Sankyo Co. Ltd.                                                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |     104000 | NS      | $3268486.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                              | Illumina, Inc.                                                                                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       8790 | NS      | $1882818.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                                               | Parsons Corp.                                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       1420 | NS      | $61798.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems, Inc.                                                 | Casella Waste Systems, Inc., Class A                                                                   | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       2642 | NS      | $211677.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                                       | Clearway Energy, Inc., Class A                                                                         | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       1389 | NS      | $44517.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                                             | Healthcare Services Group, Inc.                                                                        | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |       5264 | NS      | $70906.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Safety Insurance Group, Inc.                                                | Safety Insurance Group, Inc.                                                                           | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |        119 | NS      | $10042.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                                              | Comerica, Inc.                                                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       9053 | NS      | $663675.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                                                   | IAC, Inc.                                                                                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |       4143 | NS      | $234079.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                                                 | Brady Corp., Class A                                                                                   | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       2943 | NS      | $157362.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Callon Petroleum Co.                                                        | Callon Petroleum Co.                                                                                   | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       2423 | NS      | $103098.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stericycle, Inc.                                                            | Stericycle, Inc.                                                                                       | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       6047 | NS      | $325389.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ARMOUR Residential REIT, Inc.                                               | ARMOUR Residential REIT, Inc.                                                                          | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |       7137 | NS      | $44820.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2022-7R, Class 1A1                                                                  | CUSIP: 12662TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2419401 | PA      | $2410041.53   | 0.05%             | 2066-10-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Origin Materials, Inc.                                                      | Origin Materials, Inc.                                                                                 | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |      10085 | NS      | $61014.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| McCormick & Co., Inc.                                                       | McCormick & Co., Inc. (Non-Voting)                                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      15435 | NS      | $1159477.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Via Renewables, Inc.                                                        | Via Renewables, Inc.                                                                                   | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |        425 | NS      | $2851.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmont Corp.                                                               | Newmont Corp.                                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      44258 | NS      | $2342575.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         29 | NC      | $104943.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BA Credit Card Trust                                                        | BA Credit Card Trust, Series 2020-A1, Class A1                                                         | CUSIP: 05522RDC9<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    4630000 | PA      | $4452315.88   | 0.09%             | 2026-05-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                          | EPAM Systems, Inc.                                                                                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       3161 | NS      | $1051506.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp.                                                              | Rite Aid Corp.                                                                                         | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       2156 | NS      | $7869.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                                                     | J & J Snack Foods Corp.                                                                                | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        961 | NS      | $137711.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Patria Investments Ltd.                                                     | Patria Investments Ltd., Class A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        351 | NS      | $5415.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                                               | Griffon Corp.                                                                                          | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       2450 | NS      | $100156.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                           | Pinnacle Financial Partners, Inc.                                                                      | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       4315 | NS      | $339719.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bills                                                                                    | CUSIP: 912796CV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2310000 | PA      | $2286029.31   | 0.05%             | 2023-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                              | Exelixis, Inc.                                                                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      17908 | NS      | $315538.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                                                             | Blue Bird Corp.                                                                                        | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |        676 | NS      | $9802.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                                    | Power Integrations, Inc.                                                                               | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       3179 | NS      | $273680.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                                                     | Cinemark Holdings, Inc.                                                                                | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       6673 | NS      | $79675.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO XV Ltd.                                                        | Symphony CLO XV Ltd., Series 2014-15A, Class AR3                                                       | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $345131.15    | 0.01%             | 2032-01-17      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Veritone, Inc.                                                              | Veritone, Inc.                                                                                         | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |       1084 | NS      | $9159.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                              | Teva Pharmaceutical Finance Netherlands III BV                                                         | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2321875.00   | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                              | California Water Service Group                                                                         | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       3336 | NS      | $204063.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Markforged Holding Corp.                                                    | Markforged Holding Corp.                                                                               | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        561 | NS      | $751.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       4007 | NS      | $204236.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp.                                                             | Quanterix Corp.                                                                                        | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        805 | NS      | $11374.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group, Inc.                                               | LifeStance Health Group, Inc.                                                                          | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6656 | NS      | $35143.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                                  | Corebridge Financial, Inc.                                                                             | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        917 | NS      | $19953.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                                                    | Advance Auto Parts, Inc.                                                                               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       3482 | NS      | $530238.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                                          | HealthEquity, Inc.                                                                                     | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       4396 | NS      | $267496.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                                         | Tronox Holdings plc                                                                                    | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |       6410 | NS      | $109931.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                                          | Prothena Corp. plc                                                                                     | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |       2468 | NS      | $139565.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                                                   | UDR, Inc.                                                                                              | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      18520 | NS      | $788766.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                                                 | Greif, Inc., Class A                                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        911 | NS      | $65072.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                                                     | United Bankshares, Inc.                                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       8138 | NS      | $327147.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Designer Brands, Inc.                                                       | Designer Brands, Inc., Class A                                                                         | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       4219 | NS      | $43497.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                                                              | Gentherm, Inc.                                                                                         | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       1794 | NS      | $133527.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                                                          | ACV Auctions, Inc., Class A                                                                            | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8253 | NS      | $80879.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Popular, Inc.                                                               | Popular, Inc.                                                                                          | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       4634 | NS      | $318077.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                                                     | Fate Therapeutics, Inc.                                                                                | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       4793 | NS      | $28566.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                              | Coherent Corp.                                                                                         | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       6910 | NS      | $299890.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shenandoah Telecommunications Co.                                           | Shenandoah Telecommunications Co.                                                                      | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       3698 | NS      | $72295.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Day One Biopharmaceuticals, Inc.                                            | Day One Biopharmaceuticals, Inc.                                                                       | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3015 | NS      | $65636.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Skyworks Solutions, Inc.                                                    | Skyworks Solutions, Inc.                                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       9609 | NS      | $1053819.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares, Inc. (The)                                                | First Bancshares, Inc. (The)                                                                           | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |        888 | NS      | $27217.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                                                            | TechTarget, Inc.                                                                                       | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       1562 | NS      | $77365.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms, Inc.                                                           | Vital Farms, Inc.                                                                                      | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |        159 | NS      | $2795.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                      | Trane Technologies plc                                                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      12914 | NS      | $2313155.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                                                         | Middlesex Water Co.                                                                                    | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        114 | NS      | $9560.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                                                       | Dentsply Sirona, Inc.                                                                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      11760 | NS      | $433120.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ford Credit Floorplan Master Owner Trust A                                  | Ford Credit Floorplan Master Owner Trust A, Series 2019-4, Class A                                     | CUSIP: 34528QHF4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2310056.40   | 0.05%             | 2026-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| National Beverage Corp.                                                     | National Beverage Corp.                                                                                | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |        907 | NS      | $40089.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams Cos., Inc. (The)                                                   | Williams Cos., Inc. (The)                                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      66925 | NS      | $2157662.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                                                       | GLOBALFOUNDRIES, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | KY        |       3700 | NS      | $219336.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitek Systems, Inc.                                                         | Mitek Systems, Inc.                                                                                    | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       4512 | NS      | $44488.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Water Works Co., Inc.                                              | American Water Works Co., Inc.                                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      10432 | NS      | $1632503.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Replimune Group, Inc.                                                       | Replimune Group, Inc.                                                                                  | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       1881 | NS      | $52385.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                                                        | Globus Medical, Inc., Class A                                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       4531 | NS      | $342090.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherus Biosciences, Inc.                                                   | Coherus Biosciences, Inc.                                                                              | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |       8633 | NS      | $73207.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $1825042.58   | 0.04%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Live Oak Bancshares, Inc.                                                   | Live Oak Bancshares, Inc.                                                                              | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1802 | NS      | $61682.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30811000 | PA      | $23149170.71  | 0.47%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-190                                                                                  | CUSIP: 38380RJM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10028137 | PA      | $749225.17    | 0.02%             | 2062-11-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                      | Lincoln National Corp.                                                                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      11264 | NS      | $399083.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                                     | Premier Financial Corp.                                                                                | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1339 | NS      | $33501.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass, Inc.                                                               | Compass, Inc., Class A                                                                                 | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17175 | NS      | $69043.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific, Inc.                                                    | Danimer Scientific, Inc.                                                                               | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |       2466 | NS      | $5622.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics, Inc.                                                    | Janux Therapeutics, Inc.                                                                               | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         78 | NS      | $1732.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp.                                                              | Seaboard Corp.                                                                                         | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |          4 | NS      | $15682.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                                              | VeriSign, Inc.                                                                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       5300 | NS      | $1155665.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                               | Hologic, Inc.                                                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      13740 | NS      | $1118023.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd.                                                               | Novocure Ltd.                                                                                          | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |       5937 | NS      | $541335.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TCI-Flatiron CLO Ltd.                                                       | TCI-Flatiron CLO Ltd., Series 2016-1A, Class AR3                                                       | CUSIP: 87230AAW6<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-CBDO         | CORP              | KY        |    3458529 | PA      | $3409103.19   | 0.07%             | 2032-01-17      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                                        | Enphase Energy, Inc.                                                                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       7317 | NS      | $1619837.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.                                            | Old Republic International Corp.                                                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      14914 | NS      | $393580.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      23163 | NS      | $3831855.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                                       | Wabash National Corp.                                                                                  | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       2105 | NS      | $54224.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics, Inc.                                                      | Fulgent Genetics, Inc.                                                                                 | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       1968 | NS      | $66479.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                                                            | Weyerhaeuser Co.                                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      50608 | NS      | $1742433.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitebox CLO II Ltd.                                                        | Whitebox CLO II Ltd., Series 2020-2A, Class A1R                                                        | CUSIP: 96466CAL2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    2260000 | PA      | $2234972.76   | 0.05%             | 2034-10-24      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SecureWorks Corp.                                                           | SecureWorks Corp., Class A                                                                             | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        263 | NS      | $2109.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond, Inc.                                                     | Bed Bath & Beyond, Inc.                                                                                | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |       6583 | NS      | $18564.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26260000 | PA      | $27138068.75  | 0.55%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Cincinnati Financial Corp.                                                  | Cincinnati Financial Corp.                                                                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      10268 | NS      | $1161824.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co.                                                         | Investors Title Co.                                                                                    | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         74 | NS      | $11988.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Long-Term Treasury ETF                                             | Vanguard Long-Term Treasury ETF                                                                        | CUSIP: 92206C847<br>LEI: N/A                  | Long             |  | RF                | US        |      15474 | NS      | $1021593.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy, Inc.                                                              | La-Z-Boy, Inc.                                                                                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       3575 | NS      | $101637.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                                             | REV Group, Inc.                                                                                        | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       1093 | NS      | $14001.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                                    | Castle Biosciences, Inc.                                                                               | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        889 | NS      | $24074.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                                                | Enanta Pharmaceuticals, Inc.                                                                           | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       1857 | NS      | $99126.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                                   | Insight Enterprises, Inc.                                                                              | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       1271 | NS      | $143267.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Reservoir Media, Inc.                                                       | Reservoir Media, Inc.                                                                                  | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |        203 | NS      | $1429.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock, Inc.                                                             | ForgeRock, Inc., Class A                                                                               | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2519 | NS      | $50027.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OPG Trust                                                                   | OPG Trust, Series 2021-PORT, Class A                                                                   | CUSIP: 67118AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1370748 | PA      | $1325332.08   | 0.03%             | 2036-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Eastern Bankshares, Inc.                                                    | Eastern Bankshares, Inc.                                                                               | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      10054 | NS      | $162573.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                  | BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A                                  | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2477990.25   | 0.05%             | 2034-09-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Amicus Therapeutics, Inc.                                                   | Amicus Therapeutics, Inc.                                                                              | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      17468 | NS      | $227782.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                                                       | Franchise Group, Inc.                                                                                  | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |       2346 | NS      | $72467.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corp.                                                               | ArcBest Corp.                                                                                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       1389 | NS      | $115912.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loop Industries, Inc.                                                       | Loop Industries, Inc.                                                                                  | CUSIP: 543518104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        157 | NS      | $392.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                                                | CarMax, Inc.                                                                                           | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8687 | NS      | $611999.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                                                   | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3760571.48   | 0.08%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                                              | Victory Capital Holdings, Inc., Class A                                                                | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |       3095 | NS      | $91735.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living, Inc.                                               | Brookdale Senior Living, Inc.                                                                          | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |       7629 | NS      | $21971.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FHLB                                                                        | FHLB                                                                                                   | CUSIP: 313384CU1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |   14540000 | PA      | $14475447.63  | 0.29%             | 2023-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger, Inc.                                                           | WW Grainger, Inc.                                                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       2487 | NS      | $1466036.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health, Inc.                                                          | Nutex Health, Inc.                                                                                     | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1992 | NS      | $2669.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Krispy Kreme, Inc.                                                          | Krispy Kreme, Inc.                                                                                     | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4367 | NS      | $53277.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Travelers Cos., Inc. (The)                                                  | Travelers Cos., Inc. (The)                                                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      13686 | NS      | $2615668.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                                                    | Flushing Financial Corp.                                                                               | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1212 | NS      | $23258.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                                                       | Mercury Systems, Inc.                                                                                  | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       3136 | NS      | $156752.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullinan Oncology, Inc.                                                     | Cullinan Oncology, Inc.                                                                                | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1045 | NS      | $12163.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Solar, Inc.                                                           | First Solar, Inc.                                                                                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       5988 | NS      | $1063468.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                                                    | Clean Energy Fuels Corp.                                                                               | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |      11125 | NS      | $62967.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                                                | Genpact Ltd.                                                                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       8836 | NS      | $417766.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PlayAGS, Inc.                                                               | PlayAGS, Inc.                                                                                          | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        183 | NS      | $1209.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                                         | Regal Rexnord Corp.                                                                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       3616 | NS      | $503347.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4, Inc.                                                               | KnowBe4, Inc., Class A                                                                                 | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4130 | NS      | $102795.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AOA Mortgage Trust                                                          | AOA Mortgage Trust, Series 2021-1177, Class A                                                          | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2580000 | PA      | $2409327.84   | 0.05%             | 2038-10-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HealthStream, Inc.                                                          | HealthStream, Inc.                                                                                     | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       1023 | NS      | $24736.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp.                                                        | Verra Mobility Corp.                                                                                   | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |       7080 | NS      | $109244.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha & Omega Semiconductor Ltd.                                            | Alpha & Omega Semiconductor Ltd.                                                                       | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |        686 | NS      | $22610.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Professional Loan Program LLC                                          | SoFi Professional Loan Program LLC, Series 2019-C, Class A2FX                                          | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          0 | PA      | $0.03         | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Tattooed Chef, Inc.                                                         | Tattooed Chef, Inc.                                                                                    | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       1946 | NS      | $2957.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2021-2R, Class 1A1                                                                  | CUSIP: 12657PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.07         | 0.00%             | 2047-07-25      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                         | Rithm Capital Corp.                                                                                    | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      23132 | NS      | $217672.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                                                   | Church & Dwight Co., Inc.                                                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      14492 | NS      | $1171823.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                               | Comcast Corp.                                                                                          | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3952244.77   | 0.08%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bluegreen Vacations Holding Corp.                                           | Bluegreen Vacations Holding Corp.                                                                      | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |         74 | NS      | $2400.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                | Chipotle Mexican Grill, Inc.                                                                           | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1571 | NS      | $2586462.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                                 | Adobe, Inc.                                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      26052 | NS      | $9648097.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp. NV                                              | Sapiens International Corp. NV                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1095 | NS      | $24812.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                                         | Acuity Brands, Inc.                                                                                    | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1863 | NS      | $351212.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Busey Corp.                                                           | First Busey Corp.                                                                                      | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       8144 | NS      | $194397.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                                      | PTC Therapeutics, Inc.                                                                                 | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       3650 | NS      | $167498.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Regency Centers Corp.                                                       | Regency Centers Corp.                                                                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      10032 | NS      | $668432.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                                                              | Agilysys, Inc.                                                                                         | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |        739 | NS      | $61750.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                                 | Carvana Co.                                                                                            | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       4127 | NS      | $41971.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp.                                                          | NorthWestern Corp.                                                                                     | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       3065 | NS      | $174092.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                                                       | Pilgrim's Pride Corp.                                                                                  | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       3007 | NS      | $73009.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                                                | Great Southern Bancorp, Inc.                                                                           | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |        490 | NS      | $28635.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 10 Year Note                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        999 | NC      | $1474847.79   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.                                         | Diamond Hill Investment Group, Inc.                                                                    | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        405 | NS      | $76314.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultragenyx Pharmaceutical, Inc.                                             | Ultragenyx Pharmaceutical, Inc.                                                                        | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       4148 | NS      | $188028.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                                                  | Hess Corp.                                                                                             | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      15834 | NS      | $2377633.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners CLO 57M Ltd.                                         | Golub Capital Partners CLO 57M Ltd., Series 2021-57A, Class A1                                         | CUSIP: 38179AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5530000 | PA      | $5371665.04   | 0.11%             | 2034-10-25      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                       | Nissan Motor Co. Ltd.                                                                                  | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    4960000 | PA      | $4881132.63   | 0.10%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     100464 | NS      | $4524898.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics, Inc.                                                    | Seres Therapeutics, Inc.                                                                               | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |       1764 | NS      | $9649.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  116738052 | PA      | $5910117.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshworks, Inc.                                                            | Freshworks, Inc., Class A                                                                              | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |        968 | NS      | $15662.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AvidXchange Holdings, Inc.                                                  | AvidXchange Holdings, Inc.                                                                             | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9783 | NS      | $108786.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EngageSmart, Inc.                                                           | EngageSmart, Inc.                                                                                      | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        144 | NS      | $2836.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                                   | Madison Square Garden Entertainment Corp.                                                              | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1849 | NS      | $96684.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nidec Corp.                                                                 | Nidec Corp.                                                                                            | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      44700 | NS      | $2473395.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                 | Apollo Commercial Real Estate Finance, Inc.                                                            | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |       8965 | NS      | $109104.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                                    | iShares Core S&P 500 ETF                                                                               | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |      34044 | NS      | $13900505.64  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                                                             | NewMarket Corp.                                                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        395 | NS      | $136081.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                                                              | Exponent, Inc.                                                                                         | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       2816 | NS      | $288752.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                                          | Vital Energy, Inc.                                                                                     | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |        522 | NS      | $29378.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AssetMark Financial Holdings, Inc.                                          | AssetMark Financial Holdings, Inc.                                                                     | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |       3892 | NS      | $103293.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                                           | PerkinElmer, Inc.                                                                                      | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       7198 | NS      | $989940.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lukoil Capital DAC                                                          | Lukoil Capital DAC                                                                                     | CUSIP: 549875AA0<br>LEI: 984500BEC55D7EHC4M56 | Long             | DBT              | CORP              | IE        |    2600000 | PA      | $1873625.00   | 0.04%             | 2027-04-26      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Luther Burbank Corp.                                                        | Luther Burbank Corp.                                                                                   | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |       1198 | NS      | $14064.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                                                        | PetMed Express, Inc.                                                                                   | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |        962 | NS      | $20663.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         12 | NC      | $46125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience, Inc.                                                  | Wheels Up Experience, Inc.                                                                             | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1065 | NS      | $1309.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MF1 Ltd.                                                                    | MF1 Ltd., Series 2021-FL7, Class A                                                                     | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2080000 | PA      | $2024083.78   | 0.04%             | 2036-10-16      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     290000 | PA      | $258133.99    | 0.01%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                                                | Qualys, Inc.                                                                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       1876 | NS      | $216415.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co., Inc. (The)                                                      | Honest Co., Inc. (The)                                                                                 | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        332 | NS      | $1095.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shattuck Labs, Inc.                                                         | Shattuck Labs, Inc.                                                                                    | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        218 | NS      | $909.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                                              | Northeast Bank                                                                                         | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |         44 | NS      | $2076.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                       | Gilead Sciences, Inc.                                                                                  | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1697817.80   | 0.03%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ensign Group, Inc. (The)                                                    | Ensign Group, Inc. (The)                                                                               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       3051 | NS      | $284505.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                                                         | Veeva Systems, Inc., Class A                                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       7822 | NS      | $1334042.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials, Inc.                                                 | 5E Advanced Materials, Inc.                                                                            | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               | CORP              | US        |        882 | NS      | $8687.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Marin Bancorp                                                       | Bank of Marin Bancorp                                                                                  | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        555 | NS      | $16910.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                                        | Liberty Media Corp.-Liberty SiriusXM, Class A                                                          | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5523 | NS      | $224344.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                                      | Amkor Technology, Inc.                                                                                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       6214 | NS      | $181821.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust, Series 2021-1A, Class A1B                                                  | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1983145 | PA      | $1927469.62   | 0.04%             | 2069-12-26      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                         | Vertiv Holdings Co.                                                                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      16053 | NS      | $228273.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp, Inc.                                                          | Hope Bancorp, Inc.                                                                                     | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |        731 | NS      | $9422.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                                               | Arconic Corp.                                                                                          | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |       5540 | NS      | $130245.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp.                                                         | American Well Corp., Class A                                                                           | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16330 | NS      | $64830.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZoomInfo Technologies, Inc.                                                 | ZoomInfo Technologies, Inc., Class A                                                                   | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18285 | NS      | $516185.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd.                                                            | Caesarstone Ltd.                                                                                       | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | IL        |        815 | NS      | $5085.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mayville Engineering Co., Inc.                                              | Mayville Engineering Co., Inc.                                                                         | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         61 | NS      | $976.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp.                                                         | Franco-Nevada Corp.                                                                                    | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        395 | NS      | $57946.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3133AYE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189127 | PA      | $172075.81    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waterstone Financial, Inc.                                                  | Waterstone Financial, Inc.                                                                             | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       3932 | NS      | $63305.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group, Inc.                                                 | Trean Insurance Group, Inc.                                                                            | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        268 | NS      | $1632.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                                   | SJW Group                                                                                              | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1445 | NS      | $111857.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International, Inc.                                                  | Lennox International, Inc.                                                                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       1656 | NS      | $431586.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                                                                | ROBLOX Corp., Class A                                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24038 | NS      | $894453.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                                                  | Performance Food Group Co.                                                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       8581 | NS      | $526186.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622AANA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51767 | PA      | $49593.42     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                       | TreeHouse Foods, Inc.                                                                                  | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       3165 | NS      | $153280.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva, Inc.                                                               | Workiva, Inc.                                                                                          | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       2582 | NS      | $223420.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3133KMSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260258 | PA      | $228286.80    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nuvalent, Inc.                                                              | Nuvalent, Inc., Class A                                                                                | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1296 | NS      | $39204.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| General Dynamics Corp.                                                      | General Dynamics Corp.                                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      13422 | NS      | $3128131.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                                        | Dollar General Corp.                                                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      12542 | NS      | $2929811.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co. (The)                                                     | Beauty Health Co. (The)                                                                                | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |       5055 | NS      | $57627.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CEVA, Inc.                                                                  | CEVA, Inc.                                                                                             | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       1039 | NS      | $34411.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MassMutual Global Funding II                                                | MassMutual Global Funding II                                                                           | CUSIP: 57629WDK3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     580000 | PA      | $572615.60    | 0.01%             | 2025-08-26      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ambac Financial Group, Inc.                                                 | Ambac Financial Group, Inc.                                                                            | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       1831 | NS      | $30504.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bills                                                                                    | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    9730000 | PA      | $9608186.43   | 0.19%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cato Corp. (The)                                                            | Cato Corp. (The), Class A                                                                              | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |        932 | NS      | $9264.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                   | Navient Private Education Refi Loan Trust, Series 2020-CA, Class A2A                                   | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2701930 | PA      | $2478592.09   | 0.05%             | 2068-11-15      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Russian Federation                                                          | Russian Federation                                                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |  144850000 | PA      | $309458.95    | 0.01%             | 2030-04-10      | Fixed         | 7.65%                 | No            |                  3 | On Loan: No      |
| Aurora Innovation, Inc.                                                     | Aurora Innovation, Inc.                                                                                | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2318 | NS      | $4218.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralph Lauren Corp.                                                          | Ralph Lauren Corp.                                                                                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       2115 | NS      | $261942.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Evoqua Water Technologies Corp.                                             | Evoqua Water Technologies Corp.                                                                        | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |       6434 | NS      | $312113.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp.                                                               | Winmark Corp.                                                                                          | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        113 | NS      | $31730.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp.                                                                   | HNI Corp.                                                                                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       3736 | NS      | $118692.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                              | Autodesk, Inc.                                                                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      12434 | NS      | $2675299.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                | Verizon Communications, Inc.                                                                           | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2591666.55   | 0.05%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AtriCure, Inc.                                                              | AtriCure, Inc.                                                                                         | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2686 | NS      | $116250.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NexTier Oilfield Solutions, Inc.                                            | NexTier Oilfield Solutions, Inc.                                                                       | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |       7043 | NS      | $66345.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                                                | Livent Corp.                                                                                           | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |       9389 | NS      | $243362.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp.                                                      | Independent Bank Corp.                                                                                 | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        928 | NS      | $20573.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                                | Plexus Corp.                                                                                           | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       1397 | NS      | $134098.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    3560000 | PA      | $2714500.00   | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Deere & Co.                                                                 | Deere & Co.                                                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      15412 | NS      | $6516810.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                  | Bio-Rad Laboratories, Inc., Class A                                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       1291 | NS      | $603490.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                                               | Veritiv Corp.                                                                                          | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |        856 | NS      | $107034.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana, Inc.                                                                 | Asana, Inc., Class A                                                                                   | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5545 | NS      | $85947.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sysco Corp.                                                                 | Sysco Corp.                                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      31131 | NS      | $2411407.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite, Inc.                                                            | Eventbrite, Inc., Class A                                                                              | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       7055 | NS      | $62718.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ePlus, Inc.                                                                 | ePlus, Inc.                                                                                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       1298 | NS      | $64614.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                                       | TransDigm Group, Inc.                                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2878 | NS      | $2065684.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                                  | MarketAxess Holdings, Inc.                                                                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       2164 | NS      | $787371.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                                              | Huntsman Corp.                                                                                         | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      10845 | NS      | $343678.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Services, Inc.                                             | Universal Health Services, Inc., Class B                                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       3461 | NS      | $512954.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  332293289 | PA      | $16820293.53  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       8319 | NS      | $663024.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alto Ingredients, Inc.                                                      | Alto Ingredients, Inc.                                                                                 | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |        461 | NS      | $1562.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |      12518 | NS      | $812918.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lyft, Inc.                                                                  | Lyft, Inc., Class A                                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      16195 | NS      | $263168.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp.                                                                 | Telos Corp.                                                                                            | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1405 | NS      | $6814.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                        | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A                                         | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2525012 | PA      | $2448485.51   | 0.05%             | 2036-11-25      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         52 | NC      | $145600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                                              | Cross Country Healthcare, Inc.                                                                         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       1585 | NS      | $43983.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                                                | Ventas, Inc.                                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      22791 | NS      | $1180801.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                                   | Nu Skin Enterprises, Inc., Class A                                                                     | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       3020 | NS      | $129497.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Honda Finance Corp.                                                | American Honda Finance Corp.                                                                           | CUSIP: 02665KP35<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   20400000 | PA      | $20392110.30  | 0.41%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Codexis, Inc.                                                               | Codexis, Inc.                                                                                          | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4032 | NS      | $24796.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp.                                                  | Big 5 Sporting Goods Corp.                                                                             | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |       1629 | NS      | $16273.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2015-GS1, Class A3                                                | CUSIP: 36252AAC0<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1922574.20   | 0.04%             | 2048-11-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Astronics Corp.                                                             | Astronics Corp.                                                                                        | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |        976 | NS      | $14493.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                                                     | Universal Display Corp.                                                                                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2642 | NS      | $350144.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                                  | Ultra Clean Holdings, Inc.                                                                             | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       1691 | NS      | $56902.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                                      | Palmer Square CLO Ltd., Series 2019-1A, Class A1R                                                      | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1482274.50   | 0.03%             | 2034-11-14      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| UMB Financial Corp.                                                         | UMB Financial Corp.                                                                                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       2693 | NS      | $242881.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                                                  | Axis Capital Holdings Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       4261 | NS      | $266610.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                                                        | Coupa Software, Inc.                                                                                   | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       5672 | NS      | $453306.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                | Ford Credit Auto Owner Trust, Series 2020-1, Class A                                                   | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8500000 | PA      | $8042144.10   | 0.16%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Ashland, Inc.                                                               | Ashland, Inc.                                                                                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       3123 | NS      | $341250.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell International Finance BV                                              | Shell International Finance BV                                                                         | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1130000 | PA      | $1078179.76   | 0.02%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corp.                                                      | Clearwater Paper Corp.                                                                                 | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |        673 | NS      | $25984.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1                                        | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.08         | 0.00%             | 2042-06-25      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Red Rock Resorts, Inc.                                                      | Red Rock Resorts, Inc., Class A                                                                        | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3230 | NS      | $145382.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios, Inc.                                                           | Playstudios, Inc.                                                                                      | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12304 | NS      | $56844.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC, Inc.                                                               | EVERTEC, Inc.                                                                                          | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       3161 | NS      | $116767.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                                                 | Eagle Pharmaceuticals, Inc.                                                                            | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |        409 | NS      | $13881.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          8 | NC      | $4350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                                           | Vector Group Ltd.                                                                                      | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |       9895 | NS      | $128140.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                                                         | Bristow Group, Inc.                                                                                    | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |        365 | NS      | $11147.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                                                      | Johnson Outdoors, Inc., Class A                                                                        | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        214 | NS      | $14650.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                                             | Lincoln Electric Holdings, Inc.                                                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       3007 | NS      | $501778.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences, Inc.                                                    | Ventyx Biosciences, Inc.                                                                               | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1551 | NS      | $65142.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                   | Consolidated Edison, Inc.                                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      19452 | NS      | $1853970.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                                        | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3840000 | PA      | $3854292.48   | 0.08%             | 2042-03-25      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Cardiovascular Systems, Inc.                                                | Cardiovascular Systems, Inc.                                                                           | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |       1429 | NS      | $19920.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                                                       | Gorman-Rupp Co. (The)                                                                                  | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |        744 | NS      | $21375.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                                                     | ESCO Technologies, Inc.                                                                                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       1787 | NS      | $175912.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion, Inc.                                                             | Moneylion, Inc.                                                                                        | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        778 | NS      | $612.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Semler Scientific, Inc.                                                     | Semler Scientific, Inc.                                                                                | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |         33 | NS      | $1293.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                                                         | CNA Financial Corp.                                                                                    | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       2707 | NS      | $117916.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust                        | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN, Class GFX                       | CUSIP: 46652BBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3550000 | PA      | $2870285.41   | 0.06%             | 2037-01-16      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Duck Creek Technologies, Inc.                                               | Duck Creek Technologies, Inc.                                                                          | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5326 | NS      | $100821.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                                                 | Horace Mann Educators Corp.                                                                            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |        789 | NS      | $28096.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                                                    | US Silica Holdings, Inc.                                                                               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |       2909 | NS      | $35606.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp.                                                         | Daily Journal Corp.                                                                                    | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |         52 | NS      | $15912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6027 | PA      | $11439.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennant Co.                                                                 | Tennant Co.                                                                                            | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       1593 | NS      | $111717.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group, Inc.                                     | Skyward Specialty Insurance Group, Inc.                                                                | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |       5631 | NS      | $104229.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      21785 | NS      | $347688.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                      | Freeport-McMoRan, Inc.                                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      79626 | NS      | $3552912.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                                                   | Goosehead Insurance, Inc., Class A                                                                     | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |        984 | NS      | $38425.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco, Inc.                                                              | CS Disco, Inc.                                                                                         | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2278 | NS      | $18930.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Natera, Inc.                                                                | Natera, Inc.                                                                                           | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6024 | NS      | $258610.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Drainage Systems, Inc.                                             | Advanced Drainage Systems, Inc.                                                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       3729 | NS      | $376032.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Kcap F3c Senior LLC                                             | Great Lakes Kcap F3c Senior LLC, Series 2017-1A, Class A                                               | CUSIP: 48669RAA9<br>LEI: 5493006EPGSPYDWRRN21 | Long             | ABS-CBDO         | CORP              | US        |    1603747 | PA      | $1593872.48   | 0.03%             | 2029-12-20      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3930000 | PA      | $3505839.89   | 0.07%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                                          | Southern Co. (The)                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      63818 | NS      | $4319202.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       3142 | NS      | $128727.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                                                           | NBT Bancorp, Inc.                                                                                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        809 | NS      | $31801.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                                              | Leslie's, Inc.                                                                                         | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7553 | NS      | $116995.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                         | Seasoned Credit Risk Transfer Trust, Series 2019-1, Class M                                            | CUSIP: 35563PJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1641301.32   | 0.03%             | 2058-07-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust, Series 2019-HY2, Class A1                                                   | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     834253 | PA      | $831694.22    | 0.02%             | 2058-05-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| VSE Corp.                                                                   | VSE Corp.                                                                                              | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |         67 | NS      | $3678.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Duluth Holdings, Inc.                                                       | Duluth Holdings, Inc., Class B                                                                         | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        545 | NS      | $3624.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI, Inc.                                                                  | MSCI, Inc.                                                                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       4623 | NS      | $2457401.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                       | Las Vegas Sands Corp.                                                                                  | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1691010.24   | 0.03%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1420000 | PA      | $1419709.28   | 0.03%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Informatica, Inc.                                                           | Informatica, Inc., Class A                                                                             | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3429 | NS      | $61036.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics, Inc.                                                         | GXO Logistics, Inc.                                                                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       6794 | NS      | $355530.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                                          | Kimco Realty Corp.                                                                                     | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      47791 | NS      | $1073385.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                  | Sherwin-Williams Co. (The)                                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      13401 | NS      | $3170542.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                                                       | Mister Car Wash, Inc.                                                                                  | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5521 | NS      | $56700.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Celanese Corp.                                                              | Celanese Corp.                                                                                         | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       5759 | NS      | $709508.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                                                  | Resources Connection, Inc.                                                                             | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1278 | NS      | $22071.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                                             | Annaly Capital Management, Inc.                                                                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      25608 | NS      | $601019.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                                                | Mattel, Inc.                                                                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      24362 | NS      | $498446.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma, Inc.                                                     | Kinnate Biopharma, Inc.                                                                                | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |       1153 | NS      | $8682.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FuelCell Energy, Inc.                                                       | FuelCell Energy, Inc.                                                                                  | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |      19251 | NS      | $70458.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3133KKZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     483863 | PA      | $428871.28    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                     | MPLX LP                                                                                                | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2322268.55   | 0.05%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Kura Sushi USA, Inc.                                                        | Kura Sushi USA, Inc., Class A                                                                          | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        161 | NS      | $10004.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                                      | WW International, Inc.                                                                                 | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       1652 | NS      | $8210.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners XXI Ltd.                                        | Octagon Investment Partners XXI Ltd., Series 2014-1A, Class AAR3                                       | CUSIP: 67590QBK2<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    1170000 | PA      | $1156016.16   | 0.02%             | 2031-02-14      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CNB Financial Corp.                                                         | CNB Financial Corp.                                                                                    | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |        686 | NS      | $16546.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                               | Berkshire Hills Bancorp, Inc.                                                                          | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |        697 | NS      | $21641.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                                                 | Monro, Inc.                                                                                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2188 | NS      | $111369.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                             | Blackstone Mortgage Trust, Inc., Class A                                                               | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |       7138 | NS      | $170169.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings, Inc.                                  | Consolidated Communications Holdings, Inc.                                                             | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |       2950 | NS      | $12832.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                                                    | Diamondback Energy, Inc.                                                                               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       9685 | NS      | $1415172.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp.                                                      | Alerus Financial Corp.                                                                                 | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |        530 | NS      | $10907.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                                                  | Greenlight Capital Re Ltd., Class A                                                                    | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |       1339 | NS      | $13189.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     570000 | PA      | $490756.64    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     110576 | NS      | $5774278.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                                             | Brunswick Corp.                                                                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       4347 | NS      | $366582.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co. (The)                                                        | York Water Co. (The)                                                                                   | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        505 | NS      | $22952.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                                             | Bandwidth, Inc., Class A                                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |        770 | NS      | $19157.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                                        | UFP Industries, Inc.                                                                                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       2921 | NS      | $273259.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                          | T-Mobile USA, Inc.                                                                                     | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5525243.49   | 0.11%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                        | FHLB                                                                                                   | CUSIP: 313384BK4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |    4240000 | PA      | $4238919.10   | 0.09%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                              | Southern California Edison Co., Series E                                                               | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5356338.19   | 0.11%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp.                                                                                        | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     780000 | PA      | $778708.49    | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                                                | National Bank Holdings Corp., Class A                                                                  | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2464 | NS      | $104054.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                                                                | CareDx, Inc.                                                                                           | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       3876 | NS      | $57907.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2020-GS2, Class A1                                                 | CUSIP: 52475AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1146120 | PA      | $1141062.07   | 0.02%             | 2060-03-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                   | Darling Ingredients, Inc.                                                                              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       8934 | NS      | $592234.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line, Inc.                                                            | Value Line, Inc.                                                                                       | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         41 | NS      | $2120.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                                | Airbnb, Inc., Class A                                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      21272 | NS      | $2363531.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                                                             | Surmodics, Inc.                                                                                        | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |        544 | NS      | $15291.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings, Inc.                                                    | Microvast Holdings, Inc.                                                                               | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      23039 | NS      | $37553.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3138LH6Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19484 | PA      | $18673.15     | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Seneca Foods Corp.                                                          | Seneca Foods Corp., Class A                                                                            | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        244 | NS      | $15250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                         | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A                                         | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |    1770000 | PA      | $1759656.12   | 0.04%             | 2031-01-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8185755.54   | 0.16%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                   | Manitowoc Co., Inc. (The)                                                                              | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       1410 | NS      | $19317.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                                                  | Moog, Inc., Class A                                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       1077 | NS      | $102659.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.                                            | Tactile Systems Technology, Inc.                                                                       | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |        712 | NS      | $9234.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies, Inc.                                            | Allied Motion Technologies, Inc.                                                                       | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |        504 | NS      | $20482.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp.                                                                | Enovix Corp.                                                                                           | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |       5154 | NS      | $40922.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker, Inc.                                                          | Warby Parker, Inc., Class A                                                                            | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5607 | NS      | $90553.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Coastal Financial Corp.                                                     | Coastal Financial Corp.                                                                                | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |        340 | NS      | $15527.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                                                    | Cousins Properties, Inc.                                                                               | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       6042 | NS      | $165671.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.                                             | Franklin BSP Realty Trust, Inc.                                                                        | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |        540 | NS      | $7830.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                                                | Cognex Corp.                                                                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       9647 | NS      | $528076.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                       | Axon Enterprise, Inc.                                                                                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       3809 | NS      | $744430.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                   | Duke Energy Carolinas LLC                                                                              | CUSIP: 26442CAQ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2144839.68   | 0.04%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                               | Orbia Advance Corp. SAB de CV                                                                          | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    2590000 | PA      | $2292935.34   | 0.05%             | 2026-05-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Compass Therapeutics, Inc.                                                  | Compass Therapeutics, Inc.                                                                             | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        444 | NS      | $1776.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMC CLO 23 Ltd.                                                            | AMMC CLO 23 Ltd., Series 2020-23A, Class A1R                                                           | CUSIP: 00177JAS4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $594742.80    | 0.01%             | 2031-10-17      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Universal Insurance Holdings, Inc.                                          | Universal Insurance Holdings, Inc.                                                                     | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |        959 | NS      | $12217.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows, Inc.                                                                | Tucows, Inc., Class A                                                                                  | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |        330 | NS      | $10946.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ATAI Life Sciences NV                                                       | ATAI Life Sciences NV                                                                                  | CUSIP: N/A<br>LEI: 391200Z8UWPJSNBNCA11       | Long             | EC               | CORP              | NL        |        796 | NS      | $1416.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                                                 | Mirum Pharmaceuticals, Inc.                                                                            | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |        354 | NS      | $8311.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                                             | Simpson Manufacturing Co., Inc.                                                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       2547 | NS      | $272809.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                                          | Ryder System, Inc.                                                                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       3212 | NS      | $303244.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital, Inc.                                              | Broadmark Realty Capital, Inc.                                                                         | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13289 | NS      | $58205.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                                                | SeaWorld Entertainment, Inc.                                                                           | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       1867 | NS      | $116482.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Gold, Inc.                                                            | Royal Gold, Inc.                                                                                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       3473 | NS      | $441175.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ESS Tech, Inc.                                                              | ESS Tech, Inc.                                                                                         | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        368 | NS      | $813.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                                                 | Community Bank System, Inc.                                                                            | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |        341 | NS      | $19679.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical, Inc.                                                        | Avanos Medical, Inc.                                                                                   | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       3515 | NS      | $107699.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                                                      | Chart Industries, Inc.                                                                                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       2185 | NS      | $292746.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cars.com, Inc.                                                              | Cars.com, Inc.                                                                                         | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       4471 | NS      | $76454.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westamerica Bancorp                                                         | Westamerica Bancorp                                                                                    | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        384 | NS      | $21335.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd.                                                       | Tencent Holdings Ltd.                                                                                  | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1020000 | PA      | $780588.66    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                | LyondellBasell Industries NV, Class A                                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      14175 | NS      | $1370580.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                                          | Under Armour, Inc., Class A                                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      11706 | NS      | $145037.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       4608 | PA      | $-18541.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Commonwealth Financial Corp.                                          | First Commonwealth Financial Corp.                                                                     | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |        882 | NS      | $12974.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Corteva, Inc.                                                               | Corteva, Inc.                                                                                          | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      41460 | NS      | $2672097.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apyx Medical Corp.                                                          | Apyx Medical Corp.                                                                                     | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |        195 | NS      | $569.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                                                  | Ebix, Inc.                                                                                             | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       1006 | NS      | $19174.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                                                | Zumiez, Inc.                                                                                           | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       1481 | NS      | $38254.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     584370 | PA      | $539195.64    | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                                        | Exact Sciences Corp.                                                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      10476 | NS      | $707339.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| News Corp.                                                                  | News Corp., Class A                                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      21241 | NS      | $430342.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                                                | Watsco, Inc.                                                                                           | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       1921 | NS      | $552037.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | FNMA, Series 2014-C02, Class 1M2                                                                       | CUSIP: 30711XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     758886 | PA      | $771015.21    | 0.02%             | 2024-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                            | Boeing Co. (The)                                                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1140802.53   | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                    | Canadian Tire Corp. Ltd.                                                                               | CUSIP: 13668MQ75<br>LEI: 549300RLHDA7VQYMUB14 | Long             | STIV             | CORP              | CA        |   15020000 | PA      | $14946371.96  | 0.30%             | 2023-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                       | Williams-Sonoma, Inc.                                                                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       3946 | NS      | $532473.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lexicon Pharmaceuticals, Inc.                                               | Lexicon Pharmaceuticals, Inc.                                                                          | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2307 | NS      | $5167.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                                              | UniFirst Corp.                                                                                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        791 | NS      | $156966.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                                           | OPKO Health, Inc.                                                                                      | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      30860 | NS      | $39809.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Corp.                                                                   | Fox Corp.                                                                                              | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     430000 | PA      | $393669.78    | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CinCor Pharma, Inc.                                                         | CinCor Pharma, Inc.                                                                                    | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1677 | NS      | $48515.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                                             | Envestnet, Inc.                                                                                        | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |        401 | NS      | $26065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions, Inc.                                                     | Element Solutions, Inc.                                                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      12761 | NS      | $261345.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                                    | Laureate Education, Inc., Class A                                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       7179 | NS      | $78825.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                                      | Northrop Grumman Corp.                                                                                 | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $6683837.77   | 0.13%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $3977112.29   | 0.08%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Heritage Financial Corp.                                                    | Heritage Financial Corp.                                                                               | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        574 | NS      | $16376.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                                        | Axos Financial, Inc.                                                                                   | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       4148 | NS      | $199601.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2260000 | PA      | $1662667.17   | 0.03%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Volta, Inc.                                                                 | Volta, Inc.                                                                                            | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        694 | NS      | $595.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                                                 | HEICO Corp.                                                                                            | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       2617 | NS      | $447376.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                                                  | Towne Bank                                                                                             | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       5271 | NS      | $160607.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk, Inc.                                                                | Splunk, Inc.                                                                                           | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       9116 | NS      | $873039.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                                                       | Newark BSL CLO 2 Ltd., Series 2017-1A, Class A1R                                                       | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1023441 | PA      | $1014049.14   | 0.02%             | 2030-07-25      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Ryerson Holding Corp.                                                       | Ryerson Holding Corp.                                                                                  | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       1251 | NS      | $47750.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                                                   | ExlService Holdings, Inc.                                                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       2083 | NS      | $355359.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings, Inc.                                                        | Bakkt Holdings, Inc.                                                                                   | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        362 | NS      | $568.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Ltd.                                                                    | MF1 Ltd., Series 2022-FL8, Class A                                                                     | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4570000 | PA      | $4436594.85   | 0.09%             | 2037-02-19      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     740000 | PA      | $638176.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Photronics, Inc.                                                            | Photronics, Inc.                                                                                       | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       2566 | NS      | $46495.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                                           | Uniti Group, Inc.                                                                                      | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      12188 | NS      | $80318.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                                              | Adtalem Global Education, Inc.                                                                         | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       1885 | NS      | $71969.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Byline Bancorp, Inc.                                                        | Byline Bancorp, Inc.                                                                                   | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       1025 | NS      | $25420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                                        | LXP Industrial Trust                                                                                   | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      14500 | NS      | $167475.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                | Xenia Hotels & Resorts, Inc.                                                                           | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       4285 | NS      | $63846.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                    | Herbalife Nutrition Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |       7081 | NS      | $124413.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Elevance Health, Inc.                                                       | Elevance Health, Inc.                                                                                  | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4260000 | PA      | $4263904.46   | 0.09%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust                                               | BIG Commercial Mortgage Trust, Series 2022-BIG, Class B                                                | CUSIP: 05551UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3846374.40   | 0.08%             | 2039-02-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| First Business Financial Services, Inc.                                     | First Business Financial Services, Inc.                                                                | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |         51 | NS      | $1825.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co.                                     | Apartment Investment and Management Co., Class A                                                       | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      12436 | NS      | $93394.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida                                           | Seacoast Banking Corp. of Florida                                                                      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |        569 | NS      | $18270.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies, Inc.                                                     | Aeva Technologies, Inc.                                                                                | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4420 | NS      | $7469.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp.                                                             | TD SYNNEX Corp.                                                                                        | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       2262 | NS      | $231063.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust, Series 2007-AR1, Class 1A1B                                                  | CUSIP: 23333YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     902946 | PA      | $731922.57    | 0.01%             | 2047-04-19      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3257494.26   | 0.07%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Great Ajax Corp.                                                            | Great Ajax Corp.                                                                                       | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |        137 | NS      | $1201.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare, Inc.                                                  | Alignment Healthcare, Inc.                                                                             | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6000 | NS      | $74100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.                                             | Capitol Federal Financial, Inc.                                                                        | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4009 | NS      | $33555.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacira BioSciences, Inc.                                                    | Pacira BioSciences, Inc.                                                                               | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2033 | NS      | $79835.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK                                                                        | BANK, Series 2017-BNK5, Class XA                                                                       | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41022609 | PA      | $1289968.24   | 0.03%             | 2060-06-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140HF4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66578 | PA      | $58915.51     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                            | S&P Global, Inc.                                                                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      18858 | NS      | $7070618.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Getaround, Inc.                                                             | Getaround, Inc.                                                                                        | CUSIP: 37427G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        963 | NS      | $616.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Encompass Health Corp.                                                      | Encompass Health Corp.                                                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       5237 | NS      | $327050.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dova Pharmaceuticals, Inc.                                                  | Dova Pharmaceuticals, Inc., CVR                                                                        | CUSIP: 259CVR017<br>LEI: 5299002ZW0UYRIRJ3226 | Long             |  | CORP              | US        |        375 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BAT International Finance plc                                               | BAT International Finance plc                                                                          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    4510000 | PA      | $4070594.44   | 0.08%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: —       |
| APA Corp.                                                                   | APA Corp.                                                                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      18661 | NS      | $827242.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                                                  | AAON, Inc.                                                                                             | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2230 | NS      | $170193.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                                                         | Qurate Retail, Inc., Series A                                                                          | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      20154 | NS      | $51997.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo, Inc.                                                                 | DocGo, Inc.                                                                                            | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7335 | NS      | $73350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2335218.73   | 0.05%             | 2053-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Internet Bancorp                                                      | First Internet Bancorp                                                                                 | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |        358 | NS      | $9411.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.                                     | Pacific Biosciences of California, Inc.                                                                | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      12435 | NS      | $137904.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Business Travel Group I                                              | Global Business Travel Group I                                                                         | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         66 | NS      | $466.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp.                                                        | Avaya Holdings Corp.                                                                                   | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |       1679 | NS      | $599.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1                                        | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3577009 | PA      | $3293904.73   | 0.07%             | 2062-03-27      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                                                 | Prosperity Bancshares, Inc.                                                                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5780 | NS      | $438470.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                                                     | Columbia Sportswear Co.                                                                                | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       2040 | NS      | $195636.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings, Inc.                                          | Priority Technology Holdings, Inc.                                                                     | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |        511 | NS      | $2457.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                                                            | Clorox Co. (The)                                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       6959 | NS      | $1006897.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                                                          | W&T Offshore, Inc.                                                                                     | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |       4038 | NS      | $25116.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2569618.71   | 0.05%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                   | Linde plc                                                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      22938 | NS      | $7591101.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                                                             | Tidewater, Inc.                                                                                        | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       3222 | NS      | $139834.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings, Inc.                                                       | GoodRx Holdings, Inc., Class A                                                                         | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        478 | NS      | $2672.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL, Inc.                                                                  | XPEL, Inc.                                                                                             | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |        920 | NS      | $69984.40     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Ardagh Group SA                                                             | Ardagh Group SA                                                                                        | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | EC               | CORP              | LU        |        742 | NS      | $7813.26      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| InvenTrust Properties Corp.                                                 | InvenTrust Properties Corp.                                                                            | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |       3712 | NS      | $92317.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.                                        | White Mountains Insurance Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |        149 | NS      | $227666.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                           | Eversource Energy                                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      19001 | NS      | $1564352.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $992619.54    | 0.02%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp.                                                | John Bean Technologies Corp.                                                                           | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       1682 | NS      | $187929.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises, Inc.                                                    | Apogee Enterprises, Inc.                                                                               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       1038 | NS      | $48619.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables, Inc.                                                    | Montauk Renewables, Inc.                                                                               | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4785 | NS      | $53161.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                                                | Stride, Inc.                                                                                           | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       2456 | NS      | $105436.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NV5 Global, Inc.                                                            | NV5 Global, Inc.                                                                                       | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1038 | NS      | $138355.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                | Nasdaq, Inc.                                                                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      23529 | NS      | $1416210.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       7586 | PA      | $2855.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5900000 | PA      | $5578141.90   | 0.11%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                                                | Heritage-Crystal Clean, Inc.                                                                           | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        663 | NS      | $24663.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AutoZone, Inc.                                                              | AutoZone, Inc.                                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       1065 | NS      | $2597375.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                              | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                              | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2560000 | PA      | $2558386.43   | 0.05%             | 2027-11-15      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock CLO I Ltd.                                                         | Owl Rock CLO I Ltd., Series 2019-1A, Class A                                                           | CUSIP: 69122DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1810000 | PA      | $1793811.36   | 0.04%             | 2031-05-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Science 37 Holdings, Inc.                                                   | Science 37 Holdings, Inc.                                                                              | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        500 | NS      | $269.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                                             | Valvoline, Inc.                                                                                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       9478 | NS      | $347463.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx, Inc.                                                               | Inhibrx, Inc.                                                                                          | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |       2493 | NS      | $62325.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                                     | Jackson Financial, Inc., Class A                                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       4016 | NS      | $176864.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                                                   | Equitrans Midstream Corp.                                                                              | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      21897 | NS      | $158753.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                       | Interpublic Group of Cos., Inc. (The)                                                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      21162 | NS      | $771566.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                                 | Discover Financial Services                                                                            | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      15444 | NS      | $1802778.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                                                                | R1 RCM, Inc.                                                                                           | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7426 | NS      | $106266.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Levi Strauss & Co.                                                          | Levi Strauss & Co., Class A                                                                            | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |        559 | NS      | $10285.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MaxCyte, Inc.                                                               | MaxCyte, Inc.                                                                                          | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |        617 | NS      | $3603.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                                                  | Adient plc                                                                                             | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |       5211 | NS      | $234599.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products, Inc.                                            | Nature's Sunshine Products, Inc.                                                                       | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        434 | NS      | $4583.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                        | Federal Signal Corp.                                                                                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       3194 | NS      | $170080.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                                               | Fresh Del Monte Produce, Inc.                                                                          | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |       1234 | NS      | $35292.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensient Technologies Corp.                                                 | Sensient Technologies Corp.                                                                            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       2622 | NS      | $198459.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Carrier Global Corp.                                                        | Carrier Global Corp.                                                                                   | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     473000 | PA      | $449034.32    | 0.01%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: —       |
| Parliament Funding II Ltd.                                                  | Parliament Funding II Ltd., Series 2020-1A, Class AR                                                   | CUSIP: 70163QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3102559 | PA      | $3052598.27   | 0.06%             | 2031-10-20      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Insperity, Inc.                                                             | Insperity, Inc.                                                                                        | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       2055 | NS      | $227180.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMDB Commercial Mortgage Securities Trust                                  | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class B                                    | CUSIP: 46590TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1610000 | PA      | $1387145.09   | 0.03%             | 2050-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| 1stdibs.com, Inc.                                                           | 1stdibs.com, Inc.                                                                                      | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        109 | NS      | $661.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          9 | NC      | $11250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                                                         | Shoe Carnival, Inc.                                                                                    | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        860 | NS      | $23486.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                                        | Otis Worldwide Corp.                                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      22815 | NS      | $1876077.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group, Inc.                                                            | PLBY Group, Inc.                                                                                       | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        205 | NS      | $598.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                                          | Brown-Forman Corp., Class A                                                                            | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       1248 | NS      | $82992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                                   | SMC Corp.                                                                                              | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |       6000 | NS      | $3050228.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                    | Darden Restaurants, Inc.                                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       7432 | NS      | $1099713.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYWOLF CLO VI Ltd.                                                        | GREYWOLF CLO VI Ltd., Series 2018-1A, Class A2                                                         | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1193270.40   | 0.02%             | 2031-04-26      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Global Ship Lease, Inc.                                                     | Global Ship Lease, Inc., Class A                                                                       | CUSIP: N/A<br>LEI: 254900GLZ0J5N8UZM071       | Long             | EC               | CORP              | MH        |        205 | NS      | $3798.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                                           | iHeartMedia, Inc., Class A                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3537 | NS      | $27411.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                             | Wolfspeed, Inc.                                                                                        | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       6656 | NS      | $512578.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Vision Holdings, Inc.                                              | National Vision Holdings, Inc.                                                                         | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       4313 | NS      | $177264.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2619423.28   | 0.05%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Purple Innovation, Inc.                                                     | Purple Innovation, Inc.                                                                                | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1922 | NS      | $11147.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust, Inc.                                                         | Redwood Trust, Inc.                                                                                    | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      10344 | NS      | $86475.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4103273.62   | 0.08%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: —       |
| RealReal, Inc. (The)                                                        | RealReal, Inc. (The)                                                                                   | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       2765 | NS      | $5059.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DICE Therapeutics, Inc.                                                     | DICE Therapeutics, Inc.                                                                                | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1684 | NS      | $53500.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                  | F&G Annuities & Life, Inc.                                                                             | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        856 | NS      | $18369.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                                                      | UFP Technologies, Inc.                                                                                 | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |        300 | NS      | $34119.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Local Bounti Corp.                                                          | Local Bounti Corp.                                                                                     | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        261 | NS      | $250.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrival SA                                                                  | Arrival SA                                                                                             | CUSIP: N/A<br>LEI: 549300IID9QLI5KRBG37       | Long             | EC               | CORP              | LU        |       1390 | NS      | $555.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                         | Herc Holdings, Inc.                                                                                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       1353 | NS      | $210147.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO Ltd.                                                          | Ballyrock CLO Ltd., Series 2019-2A, Class A1BR                                                         | CUSIP: 05875MAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     970000 | PA      | $949126.57    | 0.02%             | 2030-11-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Yellow Corp.                                                                | Yellow Corp.                                                                                           | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |        317 | NS      | $1049.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp.                                                                                        | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3576798.53   | 0.07%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Pennant Group, Inc. (The)                                                   | Pennant Group, Inc. (The)                                                                              | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       1045 | NS      | $13522.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences, Inc.                                                  | Enochian Biosciences, Inc.                                                                             | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |        101 | NS      | $123.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce, Inc.                                                       | Mission Produce, Inc.                                                                                  | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       1854 | NS      | $23100.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arko Corp.                                                                  | Arko Corp.                                                                                             | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3903 | NS      | $32746.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands, Inc.                                                          | Sovos Brands, Inc.                                                                                     | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        221 | NS      | $2996.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                                | Invesco Ltd.                                                                                           | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      23800 | NS      | $440538.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's, Inc.                                                           | Alexander's, Inc.                                                                                      | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |         83 | NS      | $19694.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                                            | Capstar Financial Holdings, Inc.                                                                       | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        638 | NS      | $11107.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp.                                                                | Nikola Corp.                                                                                           | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |      13762 | NS      | $37295.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rollins, Inc.                                                               | Rollins, Inc.                                                                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      13792 | NS      | $502028.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortive Corp.                                                               | Fortive Corp.                                                                                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      20287 | NS      | $1380124.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                                          | Zillow Group, Inc., Class C                                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       7587 | NS      | $335421.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hoya Corp.                                                                  | Hoya Corp.                                                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      46600 | NS      | $5131401.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                   | Fox Corp., Class B                                                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       9616 | NS      | $304827.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch, Inc.                                                                 | Latch, Inc.                                                                                            | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        647 | NS      | $594.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                                                | Xencor, Inc.                                                                                           | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       4643 | NS      | $152847.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                        | GNMA, Series 2022-3                                                                                    | CUSIP: 38381ETV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     196348 | PA      | $10047.04     | 0.00%             | 2061-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| PennyMac Mortgage Investment Trust                                          | PennyMac Mortgage Investment Trust                                                                     | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |       4799 | NS      | $73184.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       8988 | NS      | $723444.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freeport-McMoRan, Inc.                                                      | Freeport-McMoRan, Inc.                                                                                 | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2944724.79   | 0.06%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      21574 | NS      | $12621005.74  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.                                         | Clearwater Analytics Holdings, Inc., Class A                                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        161 | NS      | $3152.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92739 | PA      | $82038.12     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                              | McKesson Corp.                                                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       7993 | NS      | $3026789.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                               | Datadog, Inc., Class A                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      14863 | NS      | $1111901.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                                                      | BJ's Restaurants, Inc.                                                                                 | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |        714 | NS      | $22540.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                        | Kyowa Kirin Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |     134000 | NS      | $2992024.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Olaplex Holdings, Inc.                                                      | Olaplex Holdings, Inc.                                                                                 | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18682 | NS      | $117883.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                                             | Dynatrace, Inc.                                                                                        | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10814 | NS      | $415582.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                                                   | ADT, Inc.                                                                                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10306 | NS      | $90589.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                                             | Gap, Inc. (The)                                                                                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      11737 | NS      | $159271.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Infrastructure Corp.                                             | Brookfield Infrastructure Corp., Class A                                                               | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       4558 | NS      | $201554.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradata Corp.                                                              | Teradata Corp.                                                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       5998 | NS      | $209210.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      28257 | PA      | $8939.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2935018.18   | 0.06%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                | Pfizer, Inc.                                                                                           | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $3943194.14   | 0.08%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                    | Roper Technologies, Inc.                                                                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       5938 | NS      | $2534041.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd.                                                                 | Lazard Ltd., Class A                                                                                   | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |       1008 | NS      | $40400.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                                                 | ANSYS, Inc.                                                                                            | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       4961 | NS      | $1321411.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                                  | Sarepta Therapeutics, Inc.                                                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       4773 | NS      | $596481.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcutis Biotherapeutics, Inc.                                               | Arcutis Biotherapeutics, Inc.                                                                          | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4172 | NS      | $69130.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SKYX Platforms Corp.                                                        | SKYX Platforms Corp.                                                                                   | CUSIP: 78471E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        294 | NS      | $940.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                                                         | Kilroy Realty Corp.                                                                                    | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       7477 | NS      | $306856.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarVal CLO VII-C Ltd.                                                       | CarVal CLO VII-C Ltd., Series 2023-1A, Class A1                                                        | CUSIP: 14686BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2460000 | PA      | $2460000.00   | 0.05%             | 2035-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                                             | Ibiden Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |     108100 | NS      | $4228621.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RPT Realty                                                                  | RPT Realty                                                                                             | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |       3053 | NS      | $31995.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       6432 | PA      | $5594.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                                                 | Amdocs Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       7256 | NS      | $667044.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                         | Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M                                            | CUSIP: 35563PPH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3130000 | PA      | $2675175.63   | 0.05%             | 2059-08-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| 1Life Healthcare, Inc.                                                      | 1Life Healthcare, Inc.                                                                                 | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11212 | NS      | $179279.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir, Inc.                                                               | Allovir, Inc.                                                                                          | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1015 | NS      | $5866.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                                    | 2U, Inc.                                                                                               | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |       4277 | NS      | $36910.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies, Inc.                                                    | Byrna Technologies, Inc.                                                                               | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        110 | NS      | $1071.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                                                | Unisys Corp.                                                                                           | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       2548 | NS      | $13784.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                                         | Suzano Austria GmbH                                                                                    | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    3480000 | PA      | $3508072.67   | 0.07%             | 2026-07-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Simply Good Foods Co. (The)                                                 | Simply Good Foods Co. (The)                                                                            | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4892 | NS      | $177579.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                                   | CNO Financial Group, Inc.                                                                              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       8186 | NS      | $210871.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                                                     | SoFi Technologies, Inc.                                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      43361 | NS      | $300491.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlanticus Holdings Corp.                                                   | Atlanticus Holdings Corp.                                                                              | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        180 | NS      | $5850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Deciphera Pharmaceuticals, Inc.                                             | Deciphera Pharmaceuticals, Inc.                                                                        | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |       2172 | NS      | $36945.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                                                             | Bioventus, Inc., Class A                                                                               | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        925 | NS      | $1813.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Littelfuse, Inc.                                                            | Littelfuse, Inc.                                                                                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       1234 | NS      | $316755.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                                             | Whirlpool Corp.                                                                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       2833 | NS      | $440786.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Equate Petrochemical BV                                                     | Equate Petrochemical BV                                                                                | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    2670000 | PA      | $2376300.00   | 0.05%             | 2028-04-28      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                                                 | AREIT Trust, Series 2022-CRE6, Class A                                                                 | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2079450 | PA      | $2006187.50   | 0.04%             | 2037-01-16      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Telephone & Data Systems, Inc.                                              | Telephone & Data Systems, Inc.                                                                         | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3700 | NS      | $49469.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6120000 | PA      | $5838627.25   | 0.12%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-157                                                                                  | CUSIP: 38380RDK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9299328 | PA      | $619548.23    | 0.01%             | 2062-06-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Alaska Air Group, Inc.                                                      | Alaska Air Group, Inc.                                                                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       7117 | NS      | $365386.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                         | Abbott Laboratories                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      98187 | NS      | $10854572.85  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co.                                                                | Westrock Co.                                                                                           | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      15390 | NS      | $603903.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources, Inc.                                                | Global Water Resources, Inc.                                                                           | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        434 | NS      | $6175.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                                                    | Magnolia Oil & Gas Corp., Class A                                                                      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12987 | NS      | $306623.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Selectquote, Inc.                                                           | Selectquote, Inc.                                                                                      | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      10354 | NS      | $8927.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                    | BX Trust, Series 2021-ARIA, Class D                                                                    | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2490000 | PA      | $2365349.60   | 0.05%             | 2036-10-15      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| International Paper Co.                                                     | International Paper Co.                                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      20961 | NS      | $876589.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                        | Meta Platforms, Inc., Class A                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     125737 | NS      | $18731040.89  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1320000 | PA      | $1239783.92   | 0.02%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: —       |
| Five Below, Inc.                                                            | Five Below, Inc.                                                                                       | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       2951 | NS      | $581730.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic plc                                                               | Medtronic plc                                                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      77965 | NS      | $6524890.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                                                  | Microchip Technology, Inc.                                                                             | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1966649.27   | 0.04%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                              | Teva Pharmaceutical Finance Netherlands III BV                                                         | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     650000 | PA      | $583167.00    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MDU Resources Group, Inc.                                                   | MDU Resources Group, Inc.                                                                              | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10942 | NS      | $338217.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                                              | United Airlines Holdings, Inc.                                                                         | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      18559 | NS      | $908648.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                              | Air Products & Chemicals, Inc.                                                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      12296 | NS      | $3940990.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                                                     | American Woodmark Corp.                                                                                | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       1125 | NS      | $64451.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                 | Capital One Financial Corp.                                                                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      21340 | NS      | $2539460.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                      | Costco Wholesale Corp.                                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      24863 | NS      | $12708473.82  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                                       | Hanmi Financial Corp.                                                                                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |        999 | NS      | $23266.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio, Inc.                                                          | Nuvation Bio, Inc.                                                                                     | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10142 | NS      | $24949.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                                                      | BWX Technologies, Inc.                                                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       4710 | NS      | $286650.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                                                  | Atea Pharmaceuticals, Inc.                                                                             | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2272 | NS      | $10519.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Harley-Davidson Financial Services, Inc.                                    | Harley-Davidson Financial Services, Inc.                                                               | CUSIP: 41282KPN2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   18750000 | PA      | $18688875.00  | 0.38%             | 2023-02-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                                               | Graphic Packaging Holding Co.                                                                          | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16295 | NS      | $392546.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                                                | VMware, Inc., Class A                                                                                  | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      11817 | NS      | $1447227.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                                        | Carrier Global Corp.                                                                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      47407 | NS      | $2158440.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                                            | elf Beauty, Inc.                                                                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       2645 | NS      | $152219.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                          | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                                            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1422465 | PA      | $1165155.65   | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-6A, Class B1                                          | CUSIP: 64828GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     856642 | PA      | $777070.52    | 0.02%             | 2059-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging SA                                                   | Ardagh Metal Packaging SA                                                                              | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |       9312 | NS      | $52333.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enterprise Products Operating LLC                                           | Enterprise Products Operating LLC                                                                      | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1898907.31   | 0.04%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $3906615.68   | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Celularity, Inc.                                                            | Celularity, Inc., Class A                                                                              | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        403 | NS      | $338.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Collegium Pharmaceutical, Inc.                                              | Collegium Pharmaceutical, Inc.                                                                         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       1377 | NS      | $38666.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                                             | MasterCraft Boat Holdings, Inc.                                                                        | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |        782 | NS      | $22490.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus, Inc.                                                                | Evolus, Inc.                                                                                           | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |        987 | NS      | $10254.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Duckhorn Portfolio, Inc. (The)                                              | Duckhorn Portfolio, Inc. (The)                                                                         | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |       2730 | NS      | $44171.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                         | Kinder Morgan, Inc.                                                                                    | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2166391.45   | 0.04%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                    | UnitedHealth Group, Inc.                                                                               | CUSIP: 91324PDJ8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119425.18    | 0.00%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, Inc.                                              | Focus Financial Partners, Inc., Class A                                                                | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |       3648 | NS      | $164707.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo, Inc.                                                                  | EVgo, Inc.                                                                                             | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3818 | NS      | $26306.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5661136.54  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TFS Financial Corp.                                                         | TFS Financial Corp.                                                                                    | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5305 | NS      | $75596.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's, Inc.                                                                | Conn's, Inc.                                                                                           | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |        680 | NS      | $6398.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                                                      | Generac Holdings, Inc.                                                                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       3490 | NS      | $420894.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                        | Peabody Energy Corp.                                                                                   | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       6497 | NS      | $181201.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alteryx, Inc.                                                               | Alteryx, Inc., Class A                                                                                 | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |       2955 | NS      | $163972.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase, Inc.                                                             | Couchbase, Inc.                                                                                        | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |       1324 | NS      | $19581.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightsphere Investment Group, Inc.                                         | Brightsphere Investment Group, Inc.                                                                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       6246 | NS      | $146468.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics, Inc.                                               | Iovance Biotherapeutics, Inc.                                                                          | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      10667 | NS      | $84909.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology, Inc.                                                   | Quotient Technology, Inc.                                                                              | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |       3334 | NS      | $13502.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                                               | Altra Industrial Motion Corp.                                                                          | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |       3398 | NS      | $207515.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                                                     | Astrazeneca Finance LLC                                                                                | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2646768.39   | 0.05%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Sangamo Therapeutics, Inc.                                                  | Sangamo Therapeutics, Inc.                                                                             | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |       4804 | NS      | $16765.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                                                   | European Wax Center, Inc., Class A                                                                     | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        252 | NS      | $4747.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp.                                                          | FB Financial Corp.                                                                                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       2854 | NS      | $107196.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                   | GoodLeap Sustainable Home Solutions Trust, Series 2021-4GS, Class A                                    | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1710230 | PA      | $1308470.13   | 0.03%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| WEX, Inc.                                                                   | WEX, Inc.                                                                                              | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       2322 | NS      | $429500.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materials Select Sector SPDR Fund                                           | Materials Select Sector SPDR Fund                                                                      | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Long             |  | RF                | US        |      19934 | NS      | $1687413.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                                               | HubSpot, Inc.                                                                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       2593 | NS      | $899796.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                                            | Concentrix Corp.                                                                                       | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2315 | NS      | $328290.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.                                         | KKR Real Estate Finance Trust, Inc.                                                                    | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |       1038 | NS      | $16535.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group, Inc.                                                   | Bright Health Group, Inc.                                                                              | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1454 | NS      | $1289.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DoubleVerify Holdings, Inc.                                                 | DoubleVerify Holdings, Inc.                                                                            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        453 | NS      | $12317.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology, Inc.                                                   | SkyWater Technology, Inc.                                                                              | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         95 | NS      | $1027.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp.                                                               | SP Plus Corp.                                                                                          | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |        911 | NS      | $34353.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp.                                                               | Sciplay Corp., Class A                                                                                 | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |        148 | NS      | $2514.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global, Inc.                                                            | DMC Global, Inc.                                                                                       | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |        618 | NS      | $14053.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28, Inc.                                                            | Paragon 28, Inc.                                                                                       | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |       3297 | NS      | $55554.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IDT Corp.                                                                   | IDT Corp., Class B                                                                                     | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       1589 | NS      | $46700.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                                                | Neogen Corp.                                                                                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      11940 | NS      | $255635.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                                                   | AAR Corp.                                                                                              | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       2991 | NS      | $153857.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                                 | Keysight Technologies, Inc.                                                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       9961 | NS      | $1786505.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                                                    | VF Corp.                                                                                               | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      20221 | NS      | $625637.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Prenetics Global Ltd.                                                       | Prenetics Global Ltd., Class A                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        477 | NS      | $715.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                                     | Aon plc, Class A                                                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      11864 | NS      | $3780819.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                                       | Health Catalyst, Inc.                                                                                  | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |       3584 | NS      | $49817.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2                                  | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1450590 | PA      | $1437292.10   | 0.03%             | 2031-04-17      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      86570 | NS      | $9024056.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co.                                                               | Noodles & Co., Class A                                                                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |       1289 | NS      | $8107.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                                                   | IAA, Inc.                                                                                              | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       7223 | NS      | $301415.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                         | SVB Financial Group                                                                                    | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       3328 | NS      | $1006520.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KNOT Offshore Partners LP                                                   | KNOT Offshore Partners LP                                                                              | CUSIP: N/A<br>LEI: 549300RM8O2QLS7ZQN07       | Long             | EC               | CORP              | MH        |        157 | NS      | $882.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                                                     | Avis Budget Group, Inc.                                                                                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       1501 | NS      | $300260.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                                                    | Willis Towers Watson plc                                                                               | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |       6115 | NS      | $1554371.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                                                | LivaNova plc                                                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       2725 | NS      | $153145.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                                                | Syndax Pharmaceuticals, Inc.                                                                           | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |       4081 | NS      | $117124.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Everbridge, Inc.                                                            | Everbridge, Inc.                                                                                       | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |       2129 | NS      | $68042.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                                    | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2090000 | PA      | $2001273.86   | 0.04%             | 2041-10-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Lordstown Motors Corp.                                                      | Lordstown Motors Corp.                                                                                 | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1088 | NS      | $1425.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX Corp.                                                                  | IDEX Corp.                                                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       4275 | NS      | $1024632.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen, Inc.                                                      | Pactiv Evergreen, Inc.                                                                                 | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |       2143 | NS      | $24665.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | TOPIX Index                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         45 | NC      | $133179.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                                                          | Republic of Panama                                                                                     | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4040000 | PA      | $3852865.71   | 0.08%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     980000 | PA      | $781703.13    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Karyopharm Therapeutics, Inc.                                               | Karyopharm Therapeutics, Inc.                                                                          | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |       6525 | NS      | $21532.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mesa Laboratories, Inc.                                                     | Mesa Laboratories, Inc.                                                                                | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        369 | NS      | $71785.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      58557 | NS      | $633586.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Okta, Inc.                                                                  | Okta, Inc.                                                                                             | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       8461 | NS      | $622814.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                                          | Hawaiian Electric Industries, Inc.                                                                     | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       7441 | NS      | $314531.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                                                         | Sonoco Products Co.                                                                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       5836 | NS      | $356637.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSMC Trust                                                                  | CSMC Trust, Series 2021-AFC1, Class A3                                                                 | CUSIP: 12657LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330027 | PA      | $234927.69    | 0.00%             | 2056-03-25      | Variable      | 1.17%                 | Yes           |                  2 | On Loan: No      |
| SPS Commerce, Inc.                                                          | SPS Commerce, Inc.                                                                                     | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       1870 | NS      | $254469.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings, Inc.                                              | Life Time Group Holdings, Inc.                                                                         | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4089 | NS      | $76832.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                                                | Chemed Corp.                                                                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        792 | NS      | $400070.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                                                    | ConnectOne Bancorp, Inc.                                                                               | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       3428 | NS      | $81483.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.                                             | Robert Half International, Inc.                                                                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       6093 | NS      | $511568.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                               | Alnylam Pharmaceuticals, Inc.                                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       6784 | NS      | $1535897.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2292717.50   | 0.05%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                         | Realty Income Corp.                                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      34483 | NS      | $2338981.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                                       | Associated Banc-Corp.                                                                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       8435 | NS      | $189028.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                                                | Grocery Outlet Holding Corp.                                                                           | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4788 | NS      | $145507.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                                           | Four Corners Property Trust, Inc.                                                                      | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       5786 | NS      | $166405.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                         | Clean Harbors, Inc.                                                                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       2767 | NS      | $360540.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                                                           | TimkenSteel Corp.                                                                                      | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       1879 | NS      | $36959.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty, Inc.                                                        | Clipper Realty, Inc.                                                                                   | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        525 | NS      | $3696.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                             | Whitestone REIT                                                                                        | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1624 | NS      | $16905.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                                  | Gogo, Inc.                                                                                             | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |       1489 | NS      | $24970.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp.                                                                | Markel Corp.                                                                                           | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        746 | NS      | $1051099.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Janus International Group, Inc.                                             | Janus International Group, Inc.                                                                        | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6296 | NS      | $69256.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                                                     | Farmland Partners, Inc.                                                                                | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |       1196 | NS      | $15404.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                                                   | Peloton Interactive, Inc., Class A                                                                     | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      17861 | NS      | $230942.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Oil Corp.                                                          | Marathon Oil Corp.                                                                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      37448 | NS      | $1028696.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                                               | Vaxcyte, Inc.                                                                                          | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       4451 | NS      | $201852.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                                  | Super Micro Computer, Inc.                                                                             | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       2363 | NS      | $170915.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Coeur Mining, Inc.                                                          | Coeur Mining, Inc.                                                                                     | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      16548 | NS      | $64371.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                                        | Signet Jewelers Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |       2757 | NS      | $211765.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp.                                            | Entravision Communications Corp., Class A                                                              | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       2450 | NS      | $15925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                                            | Murphy Oil Corp.                                                                                       | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       8282 | NS      | $361178.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.                                                 | Palantir Technologies, Inc., Class A                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     106362 | NS      | $827496.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                                                          | Clear Secure, Inc., Class A                                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3337 | NS      | $104748.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7725000.00   | 0.16%             | 2053-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                                          | Marriott Vacations Worldwide Corp.                                                                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       1922 | NS      | $307596.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF                                 | iShares iBoxx High Yield Corporate Bond ETF                                                            | CUSIP: 464288513<br>LEI: N/A                  | Long             |  | RF                | US        |      24081 | NS      | $1838102.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                      | Keurig Dr Pepper, Inc.                                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      51942 | NS      | $1832513.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                                       | Japan Treasury Bills                                                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        | 7110500000 | PA      | $54631675.58  | 1.10%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Franklin Street Properties Corp.                                            | Franklin Street Properties Corp.                                                                       | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |       4186 | NS      | $12892.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                                          | Sleep Number Corp.                                                                                     | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |        711 | NS      | $24444.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genesco, Inc.                                                               | Genesco, Inc.                                                                                          | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |        490 | NS      | $23662.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                       | Sumitomo Mitsui Financial Group, Inc.                                                                  | CUSIP: 86562MBE9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4320000 | PA      | $4329029.71   | 0.09%             | 2023-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                | Paysafe Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       2502 | NS      | $52642.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo, Inc.                                                                  | Domo, Inc., Class B                                                                                    | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |        976 | NS      | $15137.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIT Mortgage Loan Trust                                                     | CIT Mortgage Loan Trust, Series 2007-1, Class 1M2                                                      | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4360910.50   | 0.09%             | 2037-10-25      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Procore Technologies, Inc.                                                  | Procore Technologies, Inc.                                                                             | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |       4493 | NS      | $251383.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Keros Therapeutics, Inc.                                                    | Keros Therapeutics, Inc.                                                                               | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1392 | NS      | $81529.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble, Inc.                                                                | Rumble, Inc.                                                                                           | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1665 | NS      | $16733.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Invitation Homes, Inc.                                                      | Invitation Homes, Inc.                                                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41767 | NS      | $1357427.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)                                            | Hain Celestial Group, Inc. (The)                                                                       | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |       5157 | NS      | $105821.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                                     | Arch Capital Group Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      19792 | NS      | $1273615.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                                         | Ichor Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |       2294 | NS      | $77537.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                                               | SkyWest, Inc.                                                                                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       2780 | NS      | $57712.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                               | Comcast Corp., Class A                                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     240817 | NS      | $9476148.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                                       | First Merchants Corp.                                                                                  | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       3674 | NS      | $156659.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                                              | AdvanSix, Inc.                                                                                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       1119 | NS      | $48385.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corp.                                                              | CoreCard Corp.                                                                                         | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         39 | NS      | $1305.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                                               | GoDaddy, Inc., Class A                                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       8764 | NS      | $719787.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2017-3A, Class A1                                          | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2277150 | PA      | $2172486.52   | 0.04%             | 2057-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federated Hermes, Inc.                                                      | Federated Hermes, Inc., Class B                                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       6708 | NS      | $263624.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat, Inc.                                                              | Transcat, Inc.                                                                                         | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |        257 | NS      | $21464.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Avista Corp.                                                                | Avista Corp.                                                                                           | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |        957 | NS      | $38184.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Novavax, Inc.                                                               | Novavax, Inc.                                                                                          | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |       4032 | NS      | $43989.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillsoft Corp.                                                             | Skillsoft Corp.                                                                                        | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        514 | NS      | $986.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                                               | First Bancorp                                                                                          | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        517 | NS      | $20602.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                                        | Ladder Capital Corp.                                                                                   | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       9348 | NS      | $104697.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                                              | Sunstone Hotel Investors, Inc.                                                                         | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      14910 | NS      | $163860.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                                              | Fortinet, Inc.                                                                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      37087 | NS      | $1941133.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                                                     | Liberty Broadband Corp., Class C                                                                       | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       7139 | NS      | $640939.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                           | Xcel Energy, Inc.                                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      30598 | NS      | $2104224.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                                           | NTT Finance Corp.                                                                                      | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5180000 | PA      | $4647769.50   | 0.09%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Beam Therapeutics, Inc.                                                     | Beam Therapeutics, Inc.                                                                                | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4242 | NS      | $184314.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollie's Bargain Outlet Holdings, Inc.                                       | Ollie's Bargain Outlet Holdings, Inc.                                                                  | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       3788 | NS      | $207430.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3410000 | PA      | $3148705.85   | 0.06%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                        | Conagra Brands, Inc.                                                                                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      26420 | NS      | $982559.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622A2CE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52521 | PA      | $49702.75     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   32637000 | PA      | $2307863.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4130000 | PA      | $3850383.26   | 0.08%             | 2026-06-09      | Variable      | 2.22%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | Euro-Bobl                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         62 | NC      | $-143632.23   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Russell 2000 E-Mini Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        422 | NC      | $2409614.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian, Inc.                                             | Riley Exploration Permian, Inc.                                                                        | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |         22 | NS      | $730.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5500000 | PA      | $3927988.30   | 0.08%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   56331000 | PA      | $1669085.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taysha Gene Therapies, Inc.                                                 | Taysha Gene Therapies, Inc.                                                                            | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        145 | NS      | $237.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha, Inc.                                                            | MediaAlpha, Inc., Class A                                                                              | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        458 | NS      | $6389.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                                                 | Agios Pharmaceuticals, Inc.                                                                            | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       2790 | NS      | $82249.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                                    | Manulife Financial Corp.                                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       5847 | NS      | $115770.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                                                       | Kaiser Aluminum Corp.                                                                                  | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1103 | NS      | $96534.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                           | Hanesbrands, Inc.                                                                                      | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      18498 | NS      | $156123.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6270000 | PA      | $5883766.50   | 0.12%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions, Inc.                                                    | Motorola Solutions, Inc.                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       9590 | NS      | $2464725.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                                         | Teekay Tankers Ltd., Class A                                                                           | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |       2023 | NS      | $62085.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                                            | SouthState Corp.                                                                                       | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       4230 | NS      | $336708.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                                              | SiteOne Landscape Supply, Inc.                                                                         | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       2451 | NS      | $371351.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vigil Neuroscience, Inc.                                                    | Vigil Neuroscience, Inc.                                                                               | CUSIP: 92673K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         85 | NS      | $921.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                                                  | Ceridian HCM Holding, Inc.                                                                             | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       8003 | NS      | $578456.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                                                   | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9830000 | PA      | $9902892.10   | 0.20%             | 2024-02-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Unitil Corp.                                                                | Unitil Corp.                                                                                           | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        539 | NS      | $28119.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio, Inc.                                                                 | Edgio, Inc.                                                                                            | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |       4292 | NS      | $6738.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WGL Holdings, Inc.                                                          | WGL Holdings, Inc.                                                                                     | CUSIP: 9292E1PE0<br>LEI: 549300FMXG4FL88R7K50 | Long             | STIV             | CORP              | US        |    2250000 | PA      | $2245990.75   | 0.05%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                           | Black Hills Corp.                                                                                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       3256 | NS      | $235669.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                           | Petco Health & Wellness Co., Inc.                                                                      | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |       4394 | NS      | $51365.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties, Inc.                                                | One Liberty Properties, Inc.                                                                           | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |        701 | NS      | $16901.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO, Inc.                                                                  | AMMO, Inc.                                                                                             | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |        814 | NS      | $2018.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Outbrain, Inc.                                                              | Outbrain, Inc.                                                                                         | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |        182 | NS      | $895.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6736 | PA      | $-18171.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PowerSchool Holdings, Inc.                                                  | PowerSchool Holdings, Inc., Class A                                                                    | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1666 | NS      | $37518.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mullen Automotive, Inc.                                                     | Mullen Automotive, Inc.                                                                                | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               | CORP              | US        |       2876 | NS      | $989.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     370000 | PA      | $356367.09    | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      52715 | NS      | $276753.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Axsome Therapeutics, Inc.                                                   | Axsome Therapeutics, Inc.                                                                              | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       1866 | NS      | $139950.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shimamura Co. Ltd.                                                          | Shimamura Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       6900 | NS      | $647258.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                   | Navient Private Education Refi Loan Trust, Series 2018-CA, Class B                                     | CUSIP: 63940VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3360000 | PA      | $3136335.22   | 0.06%             | 2042-06-16      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| 2seventy bio, Inc.                                                          | 2seventy bio, Inc.                                                                                     | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        952 | NS      | $12947.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                                                    | Dine Brands Global, Inc.                                                                               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |        609 | NS      | $47081.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners CLO 25M Ltd.                                         | Golub Capital Partners CLO 25M Ltd., Series 2015-25A, Class AR                                         | CUSIP: 38175NAA6<br>LEI: 254900XWTZJ46JGSP919 | Long             | ABS-CBDO         | CORP              | KY        |     899671 | PA      | $892155.60    | 0.02%             | 2030-05-05      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GameStop Corp.                                                              | GameStop Corp., Class A                                                                                | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      15888 | NS      | $347470.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALX Oncology Holdings, Inc.                                                 | ALX Oncology Holdings, Inc.                                                                            | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        419 | NS      | $3896.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                             | Nissan Motor Acceptance Co. LLC                                                                        | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     470000 | PA      | $445582.08    | 0.01%             | 2024-03-08      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Ranger Oil Corp.                                                            | Ranger Oil Corp.                                                                                       | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |        769 | NS      | $32298.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings, Inc.                                                     | TuSimple Holdings, Inc., Class A                                                                       | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7442 | NS      | $15628.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ulta Beauty, Inc.                                                           | Ulta Beauty, Inc.                                                                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       2807 | NS      | $1442685.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.                                         | Dave & Buster's Entertainment, Inc.                                                                    | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       2738 | NS      | $118692.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Credit Bsl X Ltd.                                                  | Fortress Credit Bsl X Ltd., Series 2021-1A, Class A                                                    | CUSIP: 34962HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2965722.00   | 0.06%             | 2033-04-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                       | Cardinal Health, Inc.                                                                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      14752 | NS      | $1139592.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140MJ7H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1023012 | PA      | $970830.51    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                       | Public Service Enterprise Group, Inc.                                                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      31196 | NS      | $1931968.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                  | News Corp., Class B                                                                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       6361 | NS      | $130018.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Humacyte, Inc.                                                              | Humacyte, Inc.                                                                                         | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        333 | NS      | $875.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $3205826.48   | 0.06%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IES Holdings, Inc.                                                          | IES Holdings, Inc.                                                                                     | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        272 | NS      | $10828.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                                                      | Antero Resources Corp.                                                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      15200 | NS      | $438368.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Extreme Networks, Inc.                                                      | Extreme Networks, Inc.                                                                                 | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       6960 | NS      | $125488.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                    | Electricite de France SA                                                                               | CUSIP: 28504HP73<br>LEI: 549300X3UK4GG3FNMO06 | Long             | STIV             | CORP              | FR        |    4550000 | PA      | $4545850.67   | 0.09%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ideanomics, Inc.                                                            | Ideanomics, Inc.                                                                                       | CUSIP: 45166V106<br>LEI: 9845009A38D0B0JFB460 | Long             | EC               | CORP              | US        |       3293 | NS      | $685.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Golar LNG Ltd.                                                              | Golar LNG Ltd.                                                                                         | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |       4132 | NS      | $96854.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                                                   | RPC, Inc.                                                                                              | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9424 | NS      | $93486.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intel Corp.                                                                 | Intel Corp.                                                                                            | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3918477.78   | 0.08%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WD-40 Co.                                                                   | WD-40 Co.                                                                                              | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |        746 | NS      | $130206.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                                                         | Park National Corp.                                                                                    | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       1739 | NS      | $217809.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Materials, Inc.                                                       | Eagle Materials, Inc.                                                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       2181 | NS      | $318600.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV, Inc.                                                                | fuboTV, Inc.                                                                                           | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7799 | NS      | $20043.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Laboratory Corp. of America Holdings                                        | Laboratory Corp. of America Holdings                                                                   | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       5092 | NS      | $1283795.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                                                      | Palomar Holdings, Inc.                                                                                 | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       1524 | NS      | $77891.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13908837 | PA      | $11933217.53  | 0.24%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                         | Expedia Group, Inc.                                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8579 | NS      | $980579.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 24 Ltd.                                  | Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR                                  | CUSIP: 64130HAL5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |     487471 | PA      | $484044.88    | 0.01%             | 2030-04-19      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| ADMA Biologics, Inc.                                                        | ADMA Biologics, Inc.                                                                                   | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11786 | NS      | $43490.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit AeroSystems Holdings, Inc.                                           | Spirit AeroSystems Holdings, Inc., Class A                                                             | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5993 | NS      | $216646.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| International Seaways, Inc.                                                 | International Seaways, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       2584 | NS      | $100362.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                             | Danske Bank A/S                                                                                        | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4380000 | PA      | $4273368.29   | 0.09%             | 2025-03-28      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| HashiCorp, Inc.                                                             | HashiCorp, Inc., Class A                                                                               | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |       1202 | NS      | $38680.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Onslow Bay Mortgage Loan Trust                                              | Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1                                             | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4713788 | PA      | $3945574.64   | 0.08%             | 2061-10-25      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                               | Topgolf Callaway Brands Corp.                                                                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       6830 | NS      | $167266.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackstone, Inc.                                                            | Blackstone, Inc., Class A                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      39546 | NS      | $3794834.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                                                          | UWM Holdings Corp.                                                                                     | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5329 | NS      | $24406.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ESC PERSHING SQUARE                                                         | ESC PERSHING SQUARE                                                                                    | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1191 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                               | Netflix, Inc.                                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      24537 | NS      | $8682662.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                                                | Enovis Corp.                                                                                           | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       2309 | NS      | $145351.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                     | Pebblebrook Hotel Trust                                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       8078 | NS      | $132479.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                    | Dole plc                                                                                               | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |        454 | NS      | $5234.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust, Inc.                                                    | Indus Realty Trust, Inc.                                                                               | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |        113 | NS      | $7243.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                                           | Aehr Test Systems                                                                                      | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |        160 | NS      | $5593.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     143566 | PA      | $-23915.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calix, Inc.                                                                 | Calix, Inc.                                                                                            | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       3047 | NS      | $160394.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4960000 | PA      | $3432281.26   | 0.07%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| API Group Corp.                                                             | API Group Corp.                                                                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      10002 | NS      | $222444.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital, Inc.                                                      | Blue Owl Capital, Inc.                                                                                 | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42810 | NS      | $538549.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                    | Ford Credit Floorplan Master Owner Trust, Series 2018-4, Class A                                       | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1117704.90   | 0.02%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Oncternal Therapeutics, Inc.                                                | Oncternal Therapeutics, Inc., CVR                                                                      | CUSIP: N/A<br>LEI: 549300QZ85LIXQ8O7P72       | Long             |  | CORP              | US        |         31 | NS      | $31.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR9, Class A7                               | CUSIP: 92922FWL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1387115 | PA      | $1300690.24   | 0.03%             | 2034-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                                                | Amneal Pharmaceuticals, Inc.                                                                           | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |       4008 | NS      | $8817.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arthur J Gallagher & Co.                                                    | Arthur J Gallagher & Co.                                                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      11633 | NS      | $2276810.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   16593000 | PA      | $403323.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      77387 | NS      | $3853872.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                                                   | PPL Corp.                                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      43400 | NS      | $1284640.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp.                                                                                        | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1318952.62   | 0.03%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       5945 | NS      | $326083.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13132000 | PA      | $1590672.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power, Inc.                                                            | Plug Power, Inc.                                                                                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      30517 | NS      | $519399.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Olympus Corp.                                                               | Olympus Corp.                                                                                          | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |     327300 | NS      | $6149045.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                                | Dexcom, Inc.                                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      21477 | NS      | $2299971.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alvotech SA                                                                 | Alvotech SA                                                                                            | CUSIP: N/A<br>LEI: 222100DCZBOWV5DZ8372       | Long             | EC               | CORP              | LU        |        377 | NS      | $4524.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STWD Ltd.                                                                   | STWD Ltd., Series 2019-FL1, Class A                                                                    | CUSIP: 78485WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     724379 | PA      | $693811.02    | 0.01%             | 2038-07-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Activision Blizzard, Inc.                                                   | Activision Blizzard, Inc.                                                                              | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      42923 | NS      | $3286614.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                                                              | Ducommun, Inc.                                                                                         | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |        446 | NS      | $25769.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900000 | PA      | $923132.81    | 0.02%             | 2053-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cymabay Therapeutics, Inc.                                                  | Cymabay Therapeutics, Inc.                                                                             | CUSIP: 23257D103<br>LEI: 549300YT9GNL852E7F84 | Long             | EC               | CORP              | US        |        544 | NS      | $4564.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     214194 | NS      | $10039272.78  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                                            | Utz Brands, Inc.                                                                                       | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2183 | NS      | $36368.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MRC Global, Inc.                                                            | MRC Global, Inc.                                                                                       | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |       3218 | NS      | $43764.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                                   | Rockwell Automation, Inc.                                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       6481 | NS      | $1827836.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                                      | Veritex Holdings, Inc.                                                                                 | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |        747 | NS      | $21028.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                   | American States Water Co.                                                                              | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       2303 | NS      | $216873.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000801.00   | 0.04%             | 2024-03-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                                 | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     433530 | PA      | $408126.39    | 0.01%             | 2061-04-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                     | Synovus Financial Corp.                                                                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       8600 | NS      | $360770.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                                      | Cavco Industries, Inc.                                                                                 | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        573 | NS      | $152475.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                                                | Macy's, Inc.                                                                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      15665 | NS      | $370163.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                       | Urban Edge Properties                                                                                  | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6985 | NS      | $110013.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCurrent Consulting, Inc.                                                 | BayCurrent Consulting, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      43800 | NS      | $1862553.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hackett Group, Inc. (The)                                                   | Hackett Group, Inc. (The)                                                                              | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       1017 | NS      | $22475.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                                                | Azenta, Inc.                                                                                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       4012 | NS      | $224270.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Artesian Resources Corp.                                                    | Artesian Resources Corp., Class A                                                                      | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        303 | NS      | $17846.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo, Inc.                                                               | PepsiCo, Inc.                                                                                          | CUSIP: 713448EY0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     740000 | PA      | $732578.91    | 0.01%             | 2023-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Co. plc                                                             | Perrigo Co. plc                                                                                        | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |       7561 | NS      | $282932.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                                    | Array Technologies, Inc.                                                                               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |       8829 | NS      | $196268.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WGL Holdings, Inc.                                                          | WGL Holdings, Inc.                                                                                     | CUSIP: 9292E1PF7<br>LEI: 549300FMXG4FL88R7K50 | Long             | STIV             | CORP              | US        |   12250000 | PA      | $12222106.75  | 0.25%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anterix, Inc.                                                               | Anterix, Inc.                                                                                          | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        525 | NS      | $18936.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                                  | Liberty Latin America Ltd., Class A                                                                    | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |       6688 | NS      | $65809.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphite Bio, Inc.                                                          | Graphite Bio, Inc.                                                                                     | CUSIP: 38870X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        172 | NS      | $369.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                                | Cadence Bank                                                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       1169 | NS      | $29903.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AerSale Corp.                                                               | AerSale Corp.                                                                                          | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        854 | NS      | $15892.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals, Inc.                                             | Crinetics Pharmaceuticals, Inc.                                                                        | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |       1683 | NS      | $33003.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dana, Inc.                                                                  | Dana, Inc.                                                                                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       7855 | NS      | $142489.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                                                   | Alexander & Baldwin, Inc.                                                                              | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5492 | NS      | $109949.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                                                    | Civista Bancshares, Inc.                                                                               | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |        695 | NS      | $15081.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                                                         | VAALCO Energy, Inc.                                                                                    | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |        673 | NS      | $3129.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Provincia de Buenos Aires                                                   | Provincia de Buenos Aires                                                                              | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |     891247 | PA      | $352231.90    | 0.01%             | 2037-09-01      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Surgery Partners, Inc.                                                      | Surgery Partners, Inc.                                                                                 | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       2528 | NS      | $83929.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera, Inc.                                                               | Atomera, Inc.                                                                                          | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        538 | NS      | $3927.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2                                    | CUSIP: 61744CHB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     945729 | PA      | $906615.63    | 0.02%             | 2034-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| F45 Training Holdings, Inc.                                                 | F45 Training Holdings, Inc.                                                                            | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |        207 | NS      | $641.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                                               | First Bancorp                                                                                          | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       1164 | NS      | $15655.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                     | KeyCorp                                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      56783 | NS      | $1089665.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       9058 | NS      | $1455982.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                                           | Five Star Bancorp                                                                                      | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |         59 | NS      | $1590.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                                                 | GoPro, Inc., Class A                                                                                   | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       5182 | NS      | $31869.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                                                           | W R Berkley Corp.                                                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      11142 | NS      | $781499.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                         | Cisco Systems, Inc.                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     229607 | NS      | $11174972.69  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XFPZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     369845 | PA      | $326422.33    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp.                                                      | Antero Midstream Corp.                                                                                 | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36951 | NS      | $402765.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BellRing Brands, Inc.                                                       | BellRing Brands, Inc.                                                                                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       7770 | NS      | $220357.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         55 | NC      | $34031.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                        | Travel + Leisure Co.                                                                                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       4744 | NS      | $201003.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617MB5B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34328 | PA      | $34198.52     | 0.00%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                                                    | Becton Dickinson and Co.                                                                               | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     566000 | PA      | $555877.34    | 0.01%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Republic First Bancorp, Inc.                                                | Republic First Bancorp, Inc.                                                                           | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |       1341 | NS      | $2950.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Co.                                                       | Matador Resources Co.                                                                                  | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       5853 | NS      | $387234.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         12 | NC      | $37200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grippen Park CLO Ltd.                                                       | Grippen Park CLO Ltd., Series 2017-1A, Class C                                                         | CUSIP: 39862EAC8<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |    2110000 | PA      | $2063499.82   | 0.04%             | 2030-01-20      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                                             | Starbucks Corp.                                                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      64508 | NS      | $7040403.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                                          | Stewart Information Services Corp.                                                                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |        326 | NS      | $15573.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                                                  | Celldex Therapeutics, Inc.                                                                             | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |       3460 | NS      | $152447.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3140HXMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $171799.69    | 0.00%             | 2035-02-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Insteel Industries, Inc.                                                    | Insteel Industries, Inc.                                                                               | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |        787 | NS      | $23602.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                           | Enterprise Products Operating LLC                                                                      | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1552938.17   | 0.03%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pulmonx Corp.                                                               | Pulmonx Corp.                                                                                          | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       1085 | NS      | $9645.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                       | United Mexican States                                                                                  | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7940000 | PA      | $6672470.31   | 0.13%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      15410 | NS      | $173362.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp.                                                                | Rogers Corp.                                                                                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       1042 | NS      | $145452.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings, Inc.                                                           | NI Holdings, Inc.                                                                                      | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |        314 | NS      | $4160.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                          | First Franklin Mortgage Loan Trust, Series 2006-FF15, Class A2                                         | CUSIP: 32028GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     868086 | PA      | $803689.36    | 0.02%             | 2036-11-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Alector, Inc.                                                               | Alector, Inc.                                                                                          | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       1914 | NS      | $16881.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter, Inc.                                                          | ZipRecruiter, Inc., Class A                                                                            | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |       5522 | NS      | $108452.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                               | PepsiCo, Inc.                                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      78622 | NS      | $13445934.44  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises, Inc.                                                 | Hovnanian Enterprises, Inc., Class A                                                                   | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |         30 | NS      | $1736.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd.                                               | Textainer Group Holdings Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |       2376 | NS      | $80546.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                                               | Corning, Inc.                                                                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      42484 | NS      | $1470371.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                                   | KBR, Inc.                                                                                              | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       7555 | NS      | $387042.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp                                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      48771 | NS      | $1769899.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                                                      | Orthofix Medical, Inc.                                                                                 | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1121 | NS      | $24247.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                                                | Coca-Cola Consolidated, Inc.                                                                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        289 | NS      | $146459.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                                            | AptarGroup, Inc.                                                                                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       3968 | NS      | $458859.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                                                 | Asics Corp.                                                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     237500 | NS      | $5661755.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                           | FirstEnergy Corp.                                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      29988 | NS      | $1228008.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                                              | Materion Corp.                                                                                         | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |        979 | NS      | $88354.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                                                  | Par Pacific Holdings, Inc.                                                                             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       2798 | NS      | $74790.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                                         | YETI Holdings, Inc.                                                                                    | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       4948 | NS      | $221472.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                                                 | Definitive Healthcare Corp.                                                                            | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2366 | NS      | $29291.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IMAX Corp.                                                                  | IMAX Corp.                                                                                             | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |       1679 | NS      | $28543.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2021-NQM6, Class A3                                                                 | CUSIP: 12662KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1558514 | PA      | $1242711.47   | 0.03%             | 2066-07-25      | Variable      | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      28074 | NS      | $599379.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                                                            | AnaptysBio, Inc.                                                                                       | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       1357 | NS      | $33775.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Casey's General Stores, Inc.                                                | Casey's General Stores, Inc.                                                                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       1993 | NS      | $470168.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                                                               | Denny's Corp.                                                                                          | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |       2162 | NS      | $25987.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                  | Warnermedia Holdings, Inc.                                                                             | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3606447.41   | 0.07%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Chimerix, Inc.                                                              | Chimerix, Inc.                                                                                         | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |       1757 | NS      | $3109.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAAC Trust                                                                  | RAAC Trust, Series 2005-SP3, Class M2                                                                  | CUSIP: 76112BS68<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35931 | PA      | $35901.10     | 0.00%             | 2035-12-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CSG Systems International, Inc.                                             | CSG Systems International, Inc.                                                                        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       1723 | NS      | $102811.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                                                         | Newmark Group, Inc., Class A                                                                           | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8524 | NS      | $73050.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                                                       | Global Industrial Co.                                                                                  | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        578 | NS      | $15195.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                        | Cognizant Technology Solutions Corp., Class A                                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      33386 | NS      | $2228515.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay, Inc.                                                               | ViewRay, Inc.                                                                                          | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       4700 | NS      | $21573.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                                         | First Industrial Realty Trust, Inc.                                                                    | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7977 | NS      | $425572.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial, Inc.                                                    | Velocity Financial, Inc.                                                                               | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        125 | NS      | $1261.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                        | JPMorgan Chase & Co.                                                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     163872 | NS      | $22935525.12  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                                              | NuVasive, Inc.                                                                                         | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |       3040 | NS      | $138624.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Olympic Steel, Inc.                                                         | Olympic Steel, Inc.                                                                                    | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |        342 | NS      | $15130.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcus Biosciences, Inc.                                                     | Arcus Biosciences, Inc.                                                                                | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3293 | NS      | $71227.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Communities, Inc.                                                   | Century Communities, Inc.                                                                              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       1709 | NS      | $104590.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                                               | Arvinas, Inc.                                                                                          | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2592 | NS      | $84939.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Industries, Inc.                                                | Worthington Industries, Inc.                                                                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       1995 | NS      | $113455.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oshkosh Corp.                                                               | Oshkosh Corp.                                                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       4161 | NS      | $419345.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                                        | SmartFinancial, Inc.                                                                                   | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        609 | NS      | $16424.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                                                      | Global Net Lease, Inc.                                                                                 | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |       8255 | NS      | $123412.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622ABP55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     473356 | PA      | $436251.87    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Viking Therapeutics, Inc.                                                   | Viking Therapeutics, Inc.                                                                              | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |        435 | NS      | $3810.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ServisFirst Bancshares, Inc.                                                | ServisFirst Bancshares, Inc.                                                                           | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3173 | NS      | $216335.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                                                       | CSW Industrials, Inc.                                                                                  | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       1109 | NS      | $149947.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                                                  | Silicon Laboratories, Inc.                                                                             | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       1699 | NS      | $266590.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kezar Life Sciences, Inc.                                                   | Kezar Life Sciences, Inc.                                                                              | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |       1283 | NS      | $9199.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XBiotech, Inc.                                                              | XBiotech, Inc.                                                                                         | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | CA        |        103 | NS      | $448.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                                       | OrthoPediatrics Corp.                                                                                  | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |        498 | NS      | $23470.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                                   | Prosus NV                                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    3530000 | PA      | $2825490.40   | 0.06%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings, Inc.                                              | Ginkgo Bioworks Holdings, Inc.                                                                         | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49943 | NS      | $97388.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Donegal Group, Inc.                                                         | Donegal Group, Inc., Class A                                                                           | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        456 | NS      | $6922.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Holdings Canada, Inc.                             | Brookfield Infrastructure Holdings Canada, Inc.                                                        | CUSIP: 11275NRD8<br>LEI: 549300GV8LYH0T7DZO77 | Long             | STIV             | CORP              | CA        |   22250000 | PA      | $22029636.00  | 0.44%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                         | CNX Resources Corp.                                                                                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      11512 | NS      | $192595.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| StepStone Group, Inc.                                                       | StepStone Group, Inc., Class A                                                                         | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4015 | NS      | $117197.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                                                             | Steelcase, Inc., Class A                                                                               | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      11090 | NS      | $86502.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy, Inc.                                                           | Ring Energy, Inc.                                                                                      | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |        682 | NS      | $1609.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                                                      | Simulations Plus, Inc.                                                                                 | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        542 | NS      | $22297.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                                      | Rush Enterprises, Inc., Class A                                                                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       1625 | NS      | $87441.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp.                                                                 | Geron Corp.                                                                                            | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |      12699 | NS      | $41906.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Ingalls Industries, Inc.                                         | Huntington Ingalls Industries, Inc.                                                                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       2153 | NS      | $474822.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.                                                 | Vanda Pharmaceuticals, Inc.                                                                            | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       2068 | NS      | $15882.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NTT Data Corp.                                                              | NTT Data Corp.                                                                                         | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |     383700 | NS      | $5957435.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                         | Hanover Insurance Group, Inc. (The)                                                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       2357 | NS      | $317205.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 ETF                                                    | iShares Russell 1000 ETF                                                                               | CUSIP: 464287622<br>LEI: 549300R9T7XRZ4D3YF43 | Long             |  | RF                | US        |     104367 | NS      | $23430391.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Catskill Park CLO Ltd.                                                      | Catskill Park CLO Ltd., Series 2017-1A, Class A2                                                       | CUSIP: 149420AE1<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |    3050000 | PA      | $3002612.15   | 0.06%             | 2029-04-20      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                                              | Catalyst Pharmaceuticals, Inc.                                                                         | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       4551 | NS      | $70494.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                                                 | Cigna Corp.                                                                                            | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $981052.61    | 0.02%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                              | NiSource, Inc.                                                                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      23527 | NS      | $652874.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                            | JB Hunt Transport Services, Inc.                                                                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       4850 | NS      | $916892.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                                         | Acadia Realty Trust                                                                                    | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3792 | NS      | $58889.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                    | Berkshire Hathaway, Inc., Class B                                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      97922 | NS      | $30504661.44  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                                                      | Fulton Financial Corp.                                                                                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      14151 | NS      | $236746.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Light & Wonder, Inc.                                                        | Light & Wonder, Inc.                                                                                   | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       5093 | NS      | $332318.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80300000 | PA      | $82301226.96  | 1.66%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Globant SA                                                                  | Globant SA                                                                                             | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |       2171 | NS      | $352092.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                                        | Mativ Holdings, Inc.                                                                                   | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       2146 | NS      | $59143.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Covenant Logistics Group, Inc.                                              | Covenant Logistics Group, Inc.                                                                         | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        433 | NS      | $14358.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Professional Holding Corp.                                                  | Professional Holding Corp., Class A                                                                    | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |       2102 | NS      | $60222.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinus Pharmaceuticals, Inc.                                               | Marinus Pharmaceuticals, Inc.                                                                          | CUSIP: 56854Q200<br>LEI: 549300NCT4OJF7JV1084 | Long             | EC               | CORP              | US        |        306 | NS      | $1943.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                             | Nissan Motor Acceptance Co. LLC                                                                        | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     530000 | PA      | $469976.42    | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      71610 | NS      | $6969801.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space, Inc.                                                           | Astra Space, Inc.                                                                                      | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1036 | NS      | $658.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CLO Ltd.                                                                | KKR CLO Ltd., Series 21, Class A                                                                       | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $246974.50    | 0.00%             | 2031-04-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NETSTREIT Corp.                                                             | NETSTREIT Corp.                                                                                        | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       3363 | NS      | $67697.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries, Inc.                                                     | Miller Industries, Inc.                                                                                | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |        461 | NS      | $13373.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                                                        | Sterling Check Corp.                                                                                   | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        534 | NS      | $7449.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp.                                                               | Bally's Corp.                                                                                          | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |        825 | NS      | $16392.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                                                      | Aspen Technology, Inc.                                                                                 | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |       1582 | NS      | $314422.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                                       | Affirm Holdings, Inc.                                                                                  | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13038 | NS      | $211085.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NanoString Technologies, Inc.                                               | NanoString Technologies, Inc.                                                                          | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       1534 | NS      | $16229.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO 15 Ltd.                                                             | Rad CLO 15 Ltd., Series 2021-15A, Class A                                                              | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4590000 | PA      | $4526125.56   | 0.09%             | 2034-01-20      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                        | PPG Industries, Inc.                                                                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      13212 | NS      | $1722052.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Capital, Inc.                                                       | Trinity Capital, Inc.                                                                                  | CUSIP: 896442308<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EC               | CORP              | US        |        212 | NS      | $2838.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp.                                                               | Flywire Corp.                                                                                          | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       2998 | NS      | $80856.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lukoil International Finance BV                                             | Lukoil International Finance BV                                                                        | CUSIP: 549876AL4<br>LEI: 724500LG1GUKJ5TOIW61 | Long             | DBT              | CORP              | NL        |    1860000 | PA      | $1422900.00   | 0.03%             | 2026-11-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kurita Water Industries Ltd.                                                | Kurita Water Industries Ltd.                                                                           | CUSIP: N/A<br>LEI: 52990086GS2ON69UMX34       | Long             | EC               | CORP              | JP        |      53600 | NS      | $2419602.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                           | T-Mobile US, Inc.                                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      33986 | NS      | $5074449.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       7356 | PA      | $2718.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | S&P 500 Micro E-Mini Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2217 | NC      | $947026.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                       | Quanta Services, Inc.                                                                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       7957 | NS      | $1210975.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III BV                              | Teva Pharmaceutical Finance Netherlands III BV                                                         | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    4570000 | PA      | $4509036.20   | 0.09%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Custom Truck One Source, Inc.                                               | Custom Truck One Source, Inc.                                                                          | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        824 | NS      | $5833.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA Safety, Inc.                                                            | MSA Safety, Inc.                                                                                       | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       1983 | NS      | $270461.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                                              | Evercore, Inc., Class A                                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       2639 | NS      | $342568.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                                                | ACADIA Pharmaceuticals, Inc.                                                                           | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       6186 | NS      | $117719.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                 | Axalta Coating Systems Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      13865 | NS      | $417336.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                                                | Kadant, Inc.                                                                                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        590 | NS      | $120224.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                                                            | 1st Source Corp.                                                                                       | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2745 | NS      | $135026.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                | Advanced Micro Devices, Inc.                                                                           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      89900 | NS      | $6755985.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                                               | Certara, Inc.                                                                                          | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6808 | NS      | $132075.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr, Inc.                                                              | Sprinklr, Inc., Class A                                                                                | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |        615 | NS      | $6113.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                              | Apollo Global Management, Inc.                                                                         | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27126 | NS      | $1919978.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                                                 | Hertz Global Holdings, Inc.                                                                            | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      11472 | NS      | $206725.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158071 | PA      | $141142.40    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marcus Corp. (The)                                                          | Marcus Corp. (The)                                                                                     | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |        873 | NS      | $13217.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         51 | NC      | $85425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                                                          | Shutterstock, Inc.                                                                                     | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       1299 | NS      | $97775.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Energy Corp.                                                  | Constellation Energy Corp.                                                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      18222 | NS      | $1555429.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                                                            | MGE Energy, Inc.                                                                                       | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2228 | NS      | $162889.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                                                  | Ball Corp.                                                                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      18029 | NS      | $1050008.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      36606 | PA      | $-4134.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Precision Group, Inc.                                                | Vishay Precision Group, Inc.                                                                           | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        478 | NS      | $20640.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                                            | Perficient, Inc.                                                                                       | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       1839 | NS      | $136343.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| James River Group Holdings Ltd.                                             | James River Group Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        268 | NS      | $6072.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   33490173 | PA      | $814399.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                 | Ciena Corp.                                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       9638 | NS      | $501368.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                                                       | Bentley Systems, Inc., Class B                                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |       9833 | NS      | $383978.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC Entertainment Holdings, Inc.                                            | AMC Entertainment Holdings, Inc., Class A                                                              | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      17682 | NS      | $94598.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lyell Immunopharma, Inc.                                                    | Lyell Immunopharma, Inc.                                                                               | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13988 | NS      | $45740.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pioneer Natural Resources Co.                                               | Pioneer Natural Resources Co.                                                                          | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2410012.18   | 0.05%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                                   | NOV, Inc.                                                                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      22567 | NS      | $551537.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares, Inc.                                                    | Nicolet Bankshares, Inc.                                                                               | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1067 | NS      | $77773.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp.                                                                  | AGCO Corp.                                                                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       3318 | NS      | $458315.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10045000 | PA      | $532792.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                    | HP, Inc.                                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      57127 | NS      | $1664680.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanmina Corp.                                                               | Sanmina Corp.                                                                                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       3257 | NS      | $198449.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex Pharmaceuticals, Inc.                                                | Vertex Pharmaceuticals, Inc.                                                                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      14861 | NS      | $4801589.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                                                    | Cogent Biosciences, Inc.                                                                               | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5329 | NS      | $80254.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65559CAC5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    4150000 | PA      | $3924776.39   | 0.08%             | 2024-05-24      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| TH International Ltd.                                                       | TH International Ltd.                                                                                  | CUSIP: N/A<br>LEI: 83680076T3V63VAU4I14       | Long             | EC               | CORP              | KY        |        145 | NS      | $439.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                         | Post Holdings, Inc.                                                                                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       2795 | NS      | $265385.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Primerica, Inc.                                                             | Primerica, Inc.                                                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       2168 | NS      | $350674.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio, Inc.                                                            | Adicet Bio, Inc.                                                                                       | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |        199 | NS      | $1820.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lowe's Cos., Inc.                                                           | Lowe's Cos., Inc.                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      34907 | NS      | $7269382.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                                       | Parker-Hannifin Corp.                                                                                  | CUSIP: 70109MRQ9<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   13130000 | PA      | $12979412.03  | 0.26%             | 2023-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Horizon Bancorp, Inc.                                                       | Horizon Bancorp, Inc.                                                                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |       1721 | NS      | $26916.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                        | Analog Devices, Inc.                                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      29068 | NS      | $4984289.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                                          | Safe Bulkers, Inc.                                                                                     | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |       2053 | NS      | $6754.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                                             | Hub Group, Inc., Class A                                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1310 | NS      | $111703.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                                                                | UiPath, Inc., Class A                                                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      19665 | NS      | $302054.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                                | Kohl's Corp.                                                                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       7161 | NS      | $231801.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EverCommerce, Inc.                                                          | EverCommerce, Inc.                                                                                     | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        178 | NS      | $1838.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selecta Biosciences, Inc.                                                   | Selecta Biosciences, Inc.                                                                              | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |        711 | NS      | $1258.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                                                | Deluxe Corp.                                                                                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       2723 | NS      | $54432.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global, Inc.                                                           | Bird Global, Inc., Class A                                                                             | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        954 | NS      | $223.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                        | JPMorgan Chase & Co.                                                                                   | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11790000 | PA      | $11072596.42  | 0.22%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Peoples Financial Services Corp.                                            | Peoples Financial Services Corp.                                                                       | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        301 | NS      | $15344.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera, Inc.                                                              | Coursera, Inc.                                                                                         | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       9017 | NS      | $143821.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evelo Biosciences, Inc.                                                     | Evelo Biosciences, Inc.                                                                                | CUSIP: 299734103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        347 | NS      | $360.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                   | Williams Cos., Inc. (The)                                                                              | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1823258.93   | 0.04%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                         | Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M                                            | CUSIP: 35563PMX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2107000 | PA      | $1855551.25   | 0.04%             | 2059-02-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HCI Group, Inc.                                                             | HCI Group, Inc.                                                                                        | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |        286 | NS      | $14360.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ABPCI Direct Lending Fund CLO X LP                                          | ABPCI Direct Lending Fund CLO X LP, Series 2020-10A, Class A1A                                         | CUSIP: 000848AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2840000 | PA      | $2809009.92   | 0.06%             | 2032-01-20      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Beyond Meat, Inc.                                                           | Beyond Meat, Inc.                                                                                      | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |       3172 | NS      | $52115.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp.                                                    | Enerpac Tool Group Corp.                                                                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       2198 | NS      | $58334.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                                             | REGENXBIO, Inc.                                                                                        | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       2171 | NS      | $50388.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                                                    | Schneider National, Inc., Class B                                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       3383 | NS      | $89649.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                                                 | Five9, Inc.                                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |       3743 | NS      | $294873.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mondelez International, Inc.                                                | Mondelez International, Inc.                                                                           | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1420807.19   | 0.03%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd.                                                           | Schlumberger Ltd.                                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      79115 | NS      | $4507972.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                                          | Chemours Co. (The)                                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       8404 | NS      | $305821.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                                      | Primis Financial Corp.                                                                                 | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |        877 | NS      | $10383.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                       | Colgate-Palmolive Co.                                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      45600 | NS      | $3398568.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      28281 | PA      | $5181.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                     | Applied Materials, Inc.                                                                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      48699 | NS      | $5429451.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                              | Hydrofarm Holdings Group, Inc.                                                                         | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |       1223 | NS      | $2287.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.                                              | Ruth's Hospitality Group, Inc.                                                                         | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       1157 | NS      | $20027.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                                                   | Cboe Global Markets, Inc.                                                                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       6463 | NS      | $794173.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                                              | BioCryst Pharmaceuticals, Inc.                                                                         | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      13065 | NS      | $137835.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       9611 | PA      | $-16424.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RumbleON, Inc.                                                              | RumbleON, Inc., Class B                                                                                | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |         63 | NS      | $529.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                              | Ameris Bancorp                                                                                         | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       2275 | NS      | $107289.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                                                | Wix.com Ltd.                                                                                           | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |       2481 | NS      | $215797.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | TOPIX Index                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       -797 | NC      | $-1720203.66  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings, Inc.                                                      | Kinetik Holdings, Inc.                                                                                 | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1495 | NS      | $46778.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics, Inc.                                                  | Revance Therapeutics, Inc.                                                                             | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |       4904 | NS      | $170070.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadre Holdings, Inc.                                                        | Cadre Holdings, Inc.                                                                                   | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2138 | NS      | $48938.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp, Inc.                                                         | Eagle Bancorp, Inc.                                                                                    | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |        721 | NS      | $34240.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.                                      | Innovative Industrial Properties, Inc.                                                                 | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       1369 | NS      | $122908.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                                               | Pacific Premier Bancorp, Inc.                                                                          | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       1807 | NS      | $58438.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12010000 | PA      | $7281531.61   | 0.15%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp.                                                | United States Cellular Corp.                                                                           | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |        600 | NS      | $14676.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GSAA Home Equity Trust                                                      | GSAA Home Equity Trust, Series 2005-6, Class M4                                                        | CUSIP: 36242D4A8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1090000 | PA      | $872348.91    | 0.02%             | 2035-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Services, Inc.                                               | AMN Healthcare Services, Inc.                                                                          | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       2480 | NS      | $237683.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                  | Occidental Petroleum Corp.                                                                             | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2763000 | PA      | $2559764.69   | 0.05%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Red Violet, Inc.                                                            | Red Violet, Inc.                                                                                       | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |         62 | NS      | $1474.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                                                | Sabra Health Care REIT, Inc.                                                                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      12427 | NS      | $167764.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                                          | Latham Group, Inc.                                                                                     | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        255 | NS      | $1122.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim Bancorp, Inc.                                                      | Northrim Bancorp, Inc.                                                                                 | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |         36 | NS      | $1927.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                                                       | Cannae Holdings, Inc.                                                                                  | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       5270 | NS      | $128798.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                                              | Penumbra, Inc.                                                                                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       2143 | NS      | $536628.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Manhattan Associates, Inc.                                                  | Manhattan Associates, Inc.                                                                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       3405 | NS      | $443875.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global, Inc.                                                          | Spire Global, Inc.                                                                                     | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |        653 | NS      | $777.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                             | Rexford Industrial Realty, Inc.                                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       9730 | NS      | $617563.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CalAmp Corp.                                                                | CalAmp Corp.                                                                                           | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |        230 | NS      | $1064.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                                              | Big Lots, Inc.                                                                                         | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1211 | NS      | $19811.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Principal Life Global Funding II                                            | Principal Life Global Funding II                                                                       | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     830000 | PA      | $761449.79    | 0.02%             | 2025-06-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38366700 | PA      | $26335142.67  | 0.53%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US Physical Therapy, Inc.                                                   | US Physical Therapy, Inc.                                                                              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |        879 | NS      | $87152.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amplify Energy Corp.                                                        | Amplify Energy Corp.                                                                                   | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |        227 | NS      | $1965.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                                            | CVR Energy, Inc.                                                                                       | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       1186 | NS      | $39375.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Synaptics, Inc.                                                             | Synaptics, Inc.                                                                                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       2298 | NS      | $287318.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding, Inc.                                                  | Thoughtworks Holding, Inc.                                                                             | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Long             | EC               | CORP              | US        |       4906 | NS      | $52984.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blade Air Mobility, Inc.                                                    | Blade Air Mobility, Inc.                                                                               | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        392 | NS      | $1748.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya CLO Ltd.                                                               | Voya CLO Ltd., Series 2018-3A, Class A1A                                                               | CUSIP: 92917KAA2<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |     940000 | PA      | $934341.20    | 0.02%             | 2031-10-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| WSFS Financial Corp.                                                        | WSFS Financial Corp.                                                                                   | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       1421 | NS      | $68648.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                                                              | Tredegar Corp.                                                                                         | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       1065 | NS      | $12918.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                                             | Dillard's, Inc., Class A                                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        178 | NS      | $70009.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Small-Cap ETF                                                      | Vanguard Small-Cap ETF                                                                                 | CUSIP: 922908751<br>LEI: N/A                  | Long             |  | RF                | US        |      37667 | NS      | $7615514.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Take-Two Interactive Software, Inc.                                         | Take-Two Interactive Software, Inc.                                                                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       9514 | NS      | $1077296.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                                              | International Bancshares Corp.                                                                         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       3622 | NS      | $169763.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp.                                                                | Harsco Corp.                                                                                           | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       2993 | NS      | $23764.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      20666 | NS      | $675158.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                | Exelon Corp.                                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      58282 | NS      | $2458917.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                                                        | Cohen & Steers, Inc.                                                                                   | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       2485 | NS      | $182572.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                                                 | Sally Beauty Holdings, Inc.                                                                            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       6164 | NS      | $96035.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Point Biopharma Global, Inc.                                                | Point Biopharma Global, Inc.                                                                           | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6997 | NS      | $55976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American International Group, Inc.                                          | American International Group, Inc.                                                                     | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     134000 | PA      | $127519.10    | 0.00%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zuora, Inc.                                                                 | Zuora, Inc., Class A                                                                                   | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |       7338 | NS      | $58116.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                                          | Henry Schein, Inc.                                                                                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       7325 | NS      | $631048.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1742729.24   | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Agiliti, Inc.                                                               | Agiliti, Inc.                                                                                          | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1052 | NS      | $19409.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                                          | Brown-Forman Corp., Class B                                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      12317 | NS      | $820065.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs & Systems, Inc.                                           | Computer Programs & Systems, Inc.                                                                      | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |        536 | NS      | $15747.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa, Inc.                                                                | Vacasa, Inc., Class A                                                                                  | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        678 | NS      | $1186.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                                                  | Allegro MicroSystems, Inc.                                                                             | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4149 | NS      | $158367.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Samsara, Inc.                                                               | Samsara, Inc., Class A                                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3654 | NS      | $49840.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                    | International Flavors & Fragrances, Inc.                                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      14293 | NS      | $1607390.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonepeak ABS                                                               | Stonepeak ABS, Series 2021-1A, Class AA                                                                | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1798958 | PA      | $1619368.57   | 0.03%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| TPG, Inc.                                                                   | TPG, Inc.                                                                                              | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |        392 | NS      | $12626.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group, Inc.                                                  | Encore Capital Group, Inc.                                                                             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       1207 | NS      | $67254.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Appfolio, Inc.                                                              | Appfolio, Inc., Class A                                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       1151 | NS      | $129291.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals, Inc.                                              | Zentalis Pharmaceuticals, Inc.                                                                         | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2797 | NS      | $66009.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines, Inc.                                            | Praxis Precision Medicines, Inc.                                                                       | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        354 | NS      | $1762.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Chevron Corp.                                                               | Chevron Corp.                                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     108723 | NS      | $18919976.46  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                                                         | PNM Resources, Inc.                                                                                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       4648 | NS      | $229983.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        200 | NC      | $1250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                                                 | Cigna Corp.                                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      16580 | NS      | $5250388.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     230000 | PA      | $225067.58    | 0.00%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| World Fuel Services Corp.                                                   | World Fuel Services Corp.                                                                              | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       4833 | NS      | $136773.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                                     | Physicians Realty Trust                                                                                | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |      12108 | NS      | $192032.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                 | Swedbank AB                                                                                            | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    4030000 | PA      | $3883741.71   | 0.08%             | 2025-04-04      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, Series 2020-56, Class AQ                                                                         | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2900000 | PA      | $2351546.49   | 0.05%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amprius Technologies, Inc.                                                  | Amprius Technologies, Inc.                                                                             | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         63 | NS      | $409.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridge Investment Group Holdings, Inc.                                      | Bridge Investment Group Holdings, Inc., Class A                                                        | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        174 | NS      | $2590.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                                     | Mohawk Industries, Inc.                                                                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       3110 | NS      | $373386.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                                                 | RBB Bancorp                                                                                            | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        696 | NS      | $14017.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                                           | Orrstown Financial Services, Inc.                                                                      | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |        369 | NS      | $9132.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                                                | Matthews International Corp., Class A                                                                  | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       1214 | NS      | $44966.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                                       | Sitio Royalties Corp.                                                                                  | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3849 | NS      | $102267.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ocugen, Inc.                                                                | Ocugen, Inc.                                                                                           | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |      14915 | NS      | $18942.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Waldencast plc                                                              | Waldencast plc                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        188 | NS      | $1652.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                                                    | F5, Inc.                                                                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       3271 | NS      | $482995.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                                                 | RenaissanceRe Holdings Ltd.                                                                            | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       2481 | NS      | $485506.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Micro Software, Inc.                                                  | Smith Micro Software, Inc.                                                                             | CUSIP: 832154207<br>LEI: 549300YR8UTB5CX2B814 | Long             | EC               | CORP              | US        |        321 | NS      | $1043.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                                                          | A10 Networks, Inc.                                                                                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       2602 | NS      | $40278.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MGP Ingredients, Inc.                                                       | MGP Ingredients, Inc.                                                                                  | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |        532 | NS      | $51891.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Planet Fitness, Inc.                                                        | Planet Fitness, Inc., Class A                                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       4748 | NS      | $401918.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                                             | Independence Realty Trust, Inc.                                                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      11510 | NS      | $216733.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                                                             | Atlassian Corp., Class A                                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       8117 | NS      | $1311869.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Belpointe Prep LLC                                                          | Belpointe Prep LLC                                                                                     | CUSIP: 080694102<br>LEI: 5493008IJWV8ECZGGI79 | Long             | EC               | CORP              | US        |         21 | NS      | $2054.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                                       | First Financial Corp.                                                                                  | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1541 | NS      | $69221.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp.                                                             | TC Energy Corp.                                                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        199 | NS      | $8584.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                                                               | Bowlero Corp.                                                                                          | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1057 | NS      | $14533.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UMH Properties, Inc.                                                        | UMH Properties, Inc.                                                                                   | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |       4549 | NS      | $81518.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation, Inc.                                                       | Archer Aviation, Inc., Class A                                                                         | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12466 | NS      | $36151.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Transport Services Group, Inc.                                          | Air Transport Services Group, Inc.                                                                     | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |       3549 | NS      | $100472.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp.                                                                  | ACNB Corp.                                                                                             | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         52 | NS      | $2046.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                                                    | Viper Energy Partners LP                                                                               | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        479 | NS      | $15208.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands, Inc.                                                  | Turning Point Brands, Inc.                                                                             | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |        396 | NS      | $9191.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments, Inc.                                                          | Evo Payments, Inc., Class A                                                                            | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |       3214 | NS      | $108858.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15370000 | PA      | $13244617.19  | 0.27%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wingstop, Inc.                                                              | Wingstop, Inc.                                                                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       1544 | NS      | $244677.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Container Store Group, Inc. (The)                                           | Container Store Group, Inc. (The)                                                                      | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |        874 | NS      | $4553.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                                        | BRT Apartments Corp.                                                                                   | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        358 | NS      | $7500.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    3340000 | PA      | $3039679.36   | 0.06%             | 2026-06-24      | Variable      | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Rush Enterprises, Inc.                                                      | Rush Enterprises, Inc., Class B                                                                        | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |        226 | NS      | $13146.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                                    | Patrick Industries, Inc.                                                                               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       1426 | NS      | $101203.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Intermediate-Term Treasury ETF                                     | Vanguard Intermediate-Term Treasury ETF                                                                | CUSIP: 92206C706<br>LEI: N/A                  | Long             |  | RF                | US        |      65885 | NS      | $3944534.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                                                    | Becton Dickinson and Co.                                                                               | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     794000 | PA      | $778124.22    | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                                             | Arrowhead Pharmaceuticals, Inc.                                                                        | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       7499 | NS      | $262390.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic, Inc.                                                             | New Relic, Inc.                                                                                        | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |       2884 | NS      | $176068.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                                                | Banner Corp.                                                                                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        693 | NS      | $44927.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| John Wiley & Sons, Inc.                                                     | John Wiley & Sons, Inc., Class A                                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       2631 | NS      | $120499.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources, Inc.                                                 | Continental Resources, Inc.                                                                            | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     820000 | PA      | $728840.48    | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Avid Technology, Inc.                                                       | Avid Technology, Inc.                                                                                  | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |       1305 | NS      | $39554.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                                                          | DHT Holdings, Inc.                                                                                     | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |       7579 | NS      | $64952.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp.                                                               | Innovid Corp.                                                                                          | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        400 | NS      | $900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                                        | Origin Bancorp, Inc.                                                                                   | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |        919 | NS      | $34462.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                                | Target Corp.                                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      26207 | NS      | $4511272.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Stanley Black & Decker, Inc.                                                | Stanley Black & Decker, Inc.                                                                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       8207 | NS      | $732967.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                | Zimmer Biomet Holdings, Inc.                                                                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      11746 | NS      | $1495735.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                                          | NMI Holdings, Inc., Class A                                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       5762 | NS      | $133851.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Airlines Group, Inc.                                               | American Airlines Group, Inc.                                                                          | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39276 | NS      | $633914.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TPI Composites, Inc.                                                        | TPI Composites, Inc.                                                                                   | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |       1274 | NS      | $16625.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                                                       | RE/MAX Holdings, Inc., Class A                                                                         | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |         98 | NS      | $2235.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                                                | Twilio, Inc., Class A                                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      10063 | NS      | $602169.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                                             | Halliburton Co.                                                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      50324 | NS      | $2074355.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                           | American Electric Power Co., Inc.                                                                      | CUSIP: 0255E3Q84<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   33050000 | PA      | $32891690.50  | 0.66%             | 2023-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                           | Installed Building Products, Inc.                                                                      | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       1393 | NS      | $153355.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                                                   | Avidity Biosciences, Inc.                                                                              | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5068 | NS      | $120111.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                                                           | Campbell Soup Co.                                                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      11332 | NS      | $588470.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                                                     | Sturm Ruger & Co., Inc.                                                                                | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |        626 | NS      | $35619.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Insulet Corp.                                                               | Insulet Corp.                                                                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       3816 | NS      | $1096413.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Delta Air Lines, Inc.                                                       | Delta Air Lines, Inc.                                                                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      35763 | NS      | $1398333.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2195962.20   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FLEX LNG Ltd.                                                               | FLEX LNG Ltd.                                                                                          | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | BM        |       1963 | NS      | $61049.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stem, Inc.                                                                  | Stem, Inc.                                                                                             | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |       8508 | NS      | $83888.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Erie Indemnity Co.                                                          | Erie Indemnity Co., Class A                                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       1342 | NS      | $327917.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                                                 | Greenbrier Cos., Inc. (The)                                                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       1199 | NS      | $37073.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta, Inc.                                                               | SunOpta, Inc.                                                                                          | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |       7085 | NS      | $57884.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                              | ConocoPhillips                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      70259 | NS      | $8562464.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                                                      | Myers Industries, Inc.                                                                                 | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       1495 | NS      | $35999.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                             | First Citizens BancShares, Inc., Class A                                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        683 | NS      | $531155.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                                                     | RPM International, Inc.                                                                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       7425 | NS      | $667581.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                                                 | Itron, Inc.                                                                                            | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       2659 | NS      | $152812.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Postal Realty Trust, Inc.                                                   | Postal Realty Trust, Inc., Class A                                                                     | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |        114 | NS      | $1762.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp.                                                       | Arrow Financial Corp.                                                                                  | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |        709 | NS      | $23333.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                                        | Houlihan Lokey, Inc.                                                                                   | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       3419 | NS      | $338720.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                           | American Electric Power Co., Inc.                                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      30086 | NS      | $2826880.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                 | Beacon Roofing Supply, Inc.                                                                            | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |       3159 | NS      | $179683.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sycamore Tree CLO Ltd.                                                      | Sycamore Tree CLO Ltd., Series 2023-2A, Class A                                                        | CUSIP: 87122CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2480000 | PA      | $2467600.00   | 0.05%             | 2035-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BOK Financial Corp.                                                         | BOK Financial Corp.                                                                                    | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |       2036 | NS      | $204618.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verrica Pharmaceuticals, Inc.                                               | Verrica Pharmaceuticals, Inc.                                                                          | CUSIP: 92511W108<br>LEI: 5493002L68H6THU5GW50 | Long             | EC               | CORP              | US        |        156 | NS      | $720.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                                            | Ziff Davis, Inc.                                                                                       | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       2352 | NS      | $210456.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                               | Mill City Mortgage Loan Trust, Series 2019-GS2, Class A1                                               | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2953586 | PA      | $2796541.58   | 0.06%             | 2059-08-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Motorcar Parts of America, Inc.                                             | Motorcar Parts of America, Inc.                                                                        | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |        764 | NS      | $11123.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONMED Corp.                                                                | CONMED Corp.                                                                                           | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       1313 | NS      | $125732.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MKS Instruments, Inc.                                                       | MKS Instruments, Inc.                                                                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       3399 | NS      | $347785.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      24160 | NS      | $3578337.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617QY2Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     136182 | PA      | $128621.37    | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                                               | Vontier Corp.                                                                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       8685 | NS      | $200015.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                                       | Commercial Metals Co.                                                                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       6373 | NS      | $345862.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks, Inc.                                                             | Zymeworks, Inc.                                                                                        | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        390 | NS      | $3685.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust                                      | NexPoint Diversified Real Estate Trust                                                                 | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             |  | RF                | US        |        210 | NS      | $2748.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                            | AMC Entertainment Holdings, Inc. (Preference)                                                          | CUSIP: 00165C203<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EP               | CORP              | US        |      33987 | NS      | $82248.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                                                       | PGT Innovations, Inc.                                                                                  | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |       3990 | NS      | $86583.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                                                       | SL Green Realty Corp.                                                                                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       3771 | NS      | $155176.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                                                   | Flex Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |       7445 | NS      | $173840.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co.                                                           | Eastman Kodak Co.                                                                                      | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |        837 | NS      | $3021.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions, Inc.                                                     | BioLife Solutions, Inc.                                                                                | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       1163 | NS      | $27260.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EverQuote, Inc.                                                             | EverQuote, Inc., Class A                                                                               | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        468 | NS      | $7300.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     170000 | PA      | $166948.83    | 0.00%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                 | Continental Resources, Inc.                                                                            | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8528167.49   | 0.17%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                        | Broadridge Financial Solutions, Inc.                                                                   | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       7158 | NS      | $1076276.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                          | Ares Capital Corp.                                                                                     | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |       1661 | NS      | $32173.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                                                           | Core & Main, Inc., Class A                                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2796 | NS      | $61707.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings, Inc.                                                         | Doma Holdings, Inc.                                                                                    | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        449 | NS      | $318.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalBridge Group, Inc.                                                   | DigitalBridge Group, Inc.                                                                              | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      10007 | NS      | $148103.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                                               | Community Trust Bancorp, Inc.                                                                          | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2033 | NS      | $87581.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust                                                        | BBCMS Mortgage Trust, Series 2017-DELC, Class A                                                        | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2610000 | PA      | $2585391.62   | 0.05%             | 2036-08-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Frontdoor, Inc.                                                             | Frontdoor, Inc.                                                                                        | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       4411 | NS      | $119890.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The)                                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      86108 | NS      | $6666481.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv, Inc.                                                               | Identiv, Inc.                                                                                          | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |        139 | NS      | $1212.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                                              | Ameresco, Inc., Class A                                                                                | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       1736 | NS      | $111919.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| View, Inc.                                                                  | View, Inc.                                                                                             | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4690 | NS      | $3845.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                                       | Southern Copper Corp.                                                                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       4399 | NS      | $330848.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates | Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-R10, Class M6 | CUSIP: 03072SVW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1815679 | PA      | $1541025.61   | 0.03%             | 2034-11-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                                                  | Cullen/Frost Bankers, Inc.                                                                             | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       3568 | NS      | $464839.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                                            | OptimizeRx Corp.                                                                                       | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        466 | NS      | $8364.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo, Inc.                                                                  | Gevo, Inc.                                                                                             | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      16067 | NS      | $34062.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pure Storage, Inc.                                                          | Pure Storage, Inc., Class A                                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      18051 | NS      | $522395.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennar Corp.                                                                | Lennar Corp., Class A                                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      14268 | NS      | $1461043.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | FNMA, Series 2014-C02, Class 2M2                                                                       | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     305791 | PA      | $309613.67    | 0.01%             | 2024-05-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                             | M/I Homes, Inc.                                                                                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       1110 | NS      | $66378.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                                                            | Immunovant, Inc.                                                                                       | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2268 | NS      | $40302.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                                            | Tempur Sealy International, Inc.                                                                       | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      10496 | NS      | $427712.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lifecore Biomedical, Inc.                                                   | Lifecore Biomedical, Inc.                                                                              | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |        801 | NS      | $4974.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse AG                                                            | Credit Suisse AG                                                                                       | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    4310000 | PA      | $3979603.11   | 0.08%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| World Wrestling Entertainment, Inc.                                         | World Wrestling Entertainment, Inc., Class A                                                           | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       3843 | NS      | $325194.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontier Group Holdings, Inc.                                               | Frontier Group Holdings, Inc.                                                                          | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |       2135 | NS      | $26858.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                              | Wyndham Hotels & Resorts, Inc.                                                                         | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       5156 | NS      | $399641.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics, Inc.                                                   | Karuna Therapeutics, Inc.                                                                              | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1741 | NS      | $347137.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                                              | Nomura Research Institute Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |     162000 | NS      | $3886475.90   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                    | Western Alliance Bancorp                                                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       6599 | NS      | $497366.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                                             | MYR Group, Inc.                                                                                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        569 | NS      | $56365.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                            | Paramount Global, Class B                                                                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      31662 | NS      | $733291.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-6A, Class A1B                                         | CUSIP: 64828GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1583504 | PA      | $1471230.63   | 0.03%             | 2059-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                           | Tyson Foods, Inc., Class A                                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      16168 | NS      | $1063046.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                                             | MSC Industrial Direct Co., Inc., Class A                                                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       2859 | NS      | $236439.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                   | Williams Cos., Inc. (The)                                                                              | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2105937.03   | 0.04%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Finance of America Cos., Inc.                                               | Finance of America Cos., Inc., Class A                                                                 | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4182 | NS      | $7360.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphastar Pharmaceuticals, Inc.                                             | Amphastar Pharmaceuticals, Inc.                                                                        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       1431 | NS      | $43302.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group, Inc. (The)                                                       | RMR Group, Inc. (The), Class A                                                                         | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |        590 | NS      | $18301.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                                                 | Park Hotels & Resorts, Inc.                                                                            | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      14195 | NS      | $208808.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                                                | Compass Diversified Holdings                                                                           | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |       2665 | NS      | $59482.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                                                   | Akamai Technologies, Inc.                                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       8908 | NS      | $792366.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                                        | Avery Dennison Corp.                                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       4420 | NS      | $837324.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                                               | Inseego Corp.                                                                                          | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |       2768 | NS      | $3210.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aris Water Solution, Inc.                                                   | Aris Water Solution, Inc., Class A                                                                     | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2904 | NS      | $44982.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Faraday Future Intelligent Electric, Inc.                                   | Faraday Future Intelligent Electric, Inc.                                                              | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10494 | NS      | $8919.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties, Inc.                                        | Easterly Government Properties, Inc.                                                                   | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       6221 | NS      | $101029.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                                                   | Fox Factory Holding Corp.                                                                              | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       2228 | NS      | $263104.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Reliance Steel & Aluminum Co.                                               | Reliance Steel & Aluminum Co.                                                                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       3168 | NS      | $720561.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                                  | Edwards Lifesciences Corp.                                                                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      34735 | NS      | $2664174.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp, Inc.                                                       | Capital Bancorp, Inc.                                                                                  | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |        355 | NS      | $7632.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                | Vistra Corp.                                                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      23576 | NS      | $543662.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury Ultra Bond                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        120 | NC      | $892981.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                          | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A2A                           | CUSIP: 38013JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4340000 | PA      | $4345616.83   | 0.09%             | 2026-03-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SolarWinds Corp.                                                            | SolarWinds Corp.                                                                                       | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1058 | NS      | $10749.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health, Inc.                                                     | Oak Street Health, Inc.                                                                                | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |       6620 | NS      | $192377.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sweetgreen, Inc.                                                            | Sweetgreen, Inc., Class A                                                                              | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4194 | NS      | $43491.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cooper Cos., Inc. (The)                                                     | Cooper Cos., Inc. (The)                                                                                | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       2731 | NS      | $952927.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tejon Ranch Co.                                                             | Tejon Ranch Co.                                                                                        | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |        922 | NS      | $18458.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust                                                           | Invesco QQQ Trust, Series 1                                                                            | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             |  | RF                | US        |      21256 | NS      | $6262442.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Nabors Industries Ltd.                                                      | Nabors Industries Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        518 | NS      | $91965.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.                                         | Integra LifeSciences Holdings Corp.                                                                    | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       4001 | NS      | $229257.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                                                | Masimo Corp.                                                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       2720 | NS      | $462617.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                                            | NexPoint Residential Trust, Inc.                                                                       | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       1237 | NS      | $62468.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                                      | Hayward Holdings, Inc.                                                                                 | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2016 | NS      | $27195.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Outlook Therapeutics, Inc.                                                  | Outlook Therapeutics, Inc.                                                                             | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Long             | EC               | CORP              | US        |        856 | NS      | $984.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QuinStreet, Inc.                                                            | QuinStreet, Inc.                                                                                       | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       1881 | NS      | $28835.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Figs, Inc.                                                                  | Figs, Inc., Class A                                                                                    | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6292 | NS      | $56313.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group, Inc.                                                       | Workhorse Group, Inc.                                                                                  | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |       2670 | NS      | $5900.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Factory Outlet Centers, Inc.                                         | Tanger Factory Outlet Centers, Inc.                                                                    | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       6871 | NS      | $131304.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                                               | Asbury Automotive Group, Inc.                                                                          | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       1171 | NS      | $257620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackbird Capital Aircraft                                                  | Blackbird Capital Aircraft, Series 2021-1A, Class A                                                    | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1263719 | PA      | $1071667.73   | 0.02%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| CTO Realty Growth, Inc.                                                     | CTO Realty Growth, Inc.                                                                                | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        778 | NS      | $15279.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic, Inc.                                                             | SomaLogic, Inc.                                                                                        | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |      17283 | NS      | $60144.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   23055000 | PA      | $412679.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shockwave Medical, Inc.                                                     | Shockwave Medical, Inc.                                                                                | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       1917 | NS      | $360261.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp.                                                                | Appian Corp., Class A                                                                                  | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       2220 | NS      | $91830.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd.                                                           | Wynn Resorts Ltd.                                                                                      | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       5918 | NS      | $613341.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                                                        | LTC Properties, Inc.                                                                                   | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       3531 | NS      | $134707.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra, Inc.                                                              | Proterra, Inc.                                                                                         | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16483 | NS      | $84063.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Micron Technology, Inc.                                                     | Micron Technology, Inc.                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      60878 | NS      | $3670943.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                                     | Primoris Services Corp.                                                                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       4152 | NS      | $110443.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                                              | Westlake Corp.                                                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       1688 | NS      | $207202.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                                                             | Trupanion, Inc.                                                                                        | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       2081 | NS      | $122820.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Porch Group, Inc.                                                           | Porch Group, Inc.                                                                                      | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |       2548 | NS      | $7516.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Schrodinger, Inc.                                                           | Schrodinger, Inc.                                                                                      | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3171 | NS      | $76674.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Construction Partners, Inc.                                                 | Construction Partners, Inc., Class A                                                                   | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |       3383 | NS      | $95705.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma, Inc.                                                         | Cue Biopharma, Inc.                                                                                    | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |        215 | NS      | $735.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Inflation Linked Notes                                                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8770000 | PA      | $8661546.52   | 0.17%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| IBEX Holdings Ltd.                                                          | IBEX Holdings Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |         24 | NS      | $640.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                                           | CBL & Associates Properties, Inc.                                                                      | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       2517 | NS      | $67078.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                    | UnitedHealth Group, Inc.                                                                               | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     890000 | PA      | $805690.30    | 0.02%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GrafTech International Ltd.                                                 | GrafTech International Ltd.                                                                            | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      11700 | NS      | $76518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics, Inc.                                                  | Relmada Therapeutics, Inc.                                                                             | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |        576 | NS      | $2338.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   24528000 | PA      | $4295.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CECO Environmental Corp.                                                    | CECO Environmental Corp.                                                                               | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |        185 | NS      | $2662.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.                                            | National Presto Industries, Inc.                                                                       | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1042 | NS      | $79827.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                                                         | Vista Outdoor, Inc.                                                                                    | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       3240 | NS      | $95094.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                                      | First Foundation, Inc.                                                                                 | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       5416 | NS      | $84110.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies, Inc.                                                   | Helios Technologies, Inc.                                                                              | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       1654 | NS      | $109164.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                      | Verisk Analytics, Inc.                                                                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       8759 | NS      | $1592298.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Beazer Homes USA, Inc.                                                      | Beazer Homes USA, Inc.                                                                                 | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |       1005 | NS      | $16451.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                                     | Triumph Financial, Inc.                                                                                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       1768 | NS      | $98530.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                   | Navient Private Education Refi Loan Trust, Series 2020-GA, Class A                                     | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1124666 | PA      | $1006124.25   | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Vir Biotechnology, Inc.                                                     | Vir Biotechnology, Inc.                                                                                | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4233 | NS      | $125085.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                                        | Retail Opportunity Investments Corp.                                                                   | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14193 | NS      | $224675.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2206800.72   | 0.04%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charge Enterprises, Inc.                                                    | Charge Enterprises, Inc.                                                                               | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9733 | NS      | $13042.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United Mexican States                                                       | Mex Bonos Desarr Fix Rt, Series M                                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   38220000 | PA      | $1838144.43   | 0.04%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barnes & Noble Education, Inc.                                              | Barnes & Noble Education, Inc.                                                                         | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |        214 | NS      | $494.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd.                                                      | Diversey Holdings Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        773 | NS      | $4692.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                                                 | Teledyne Technologies, Inc.                                                                            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       2554 | NS      | $1083560.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      14324 | NS      | $431582.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                 | Tokio Marine Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |     283100 | NS      | $5925661.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                                                              | Duolingo, Inc.                                                                                         | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1310 | NS      | $125091.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Third Harmonic Bio, Inc.                                                    | Third Harmonic Bio, Inc.                                                                               | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         93 | NS      | $406.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   23342000 | PA      | $-733225.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                        | Ingersoll Rand, Inc.                                                                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      23567 | NS      | $1319752.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                                                    | Akero Therapeutics, Inc.                                                                               | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       2237 | NS      | $110731.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.                                              | RCI Hospitality Holdings, Inc.                                                                         | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |        414 | NS      | $37587.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                                | Allegion plc                                                                                           | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       4804 | NS      | $564710.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                                                    | IDEXX Laboratories, Inc.                                                                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       4639 | NS      | $2229039.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                   | T. Rowe Price Group, Inc.                                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      13818 | NS      | $1609382.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Residential Mortgage Loan Trust                                             | Residential Mortgage Loan Trust, Series 2020-2, Class A1                                               | CUSIP: 76123MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     457138 | PA      | $449293.31    | 0.01%             | 2060-05-25      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                                  | California Resources Corp.                                                                             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       4221 | NS      | $180363.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                                               | Viatris, Inc.                                                                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      68830 | NS      | $836972.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                        | BANK, Series 2017-BNK5, Class A5                                                                       | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1890199.20   | 0.04%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                | Ameren Corp.                                                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      14955 | NS      | $1299140.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                                                              | Artivion, Inc.                                                                                         | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       1447 | NS      | $18868.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ready Capital Corp.                                                         | Ready Capital Corp.                                                                                    | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |       1886 | NS      | $24951.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6070000 | PA      | $5559611.94   | 0.11%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Expensify, Inc.                                                             | Expensify, Inc., Class A                                                                               | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        261 | NS      | $2717.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Guidewire Software, Inc.                                                    | Guidewire Software, Inc.                                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       5586 | NS      | $409118.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Greystone CRE Notes Ltd.                                                    | Greystone CRE Notes Ltd., Series 2021-FL3, Class A                                                     | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2070000 | PA      | $2006117.32   | 0.04%             | 2039-07-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XGGR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270171 | PA      | $239384.71    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corsair Gaming, Inc.                                                        | Corsair Gaming, Inc.                                                                                   | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       1349 | NS      | $21219.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.                                         | Maravai LifeSciences Holdings, Inc., Class A                                                           | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5761 | NS      | $84456.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury Long Bond                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -632 | NC      | $-1531600.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                                     | Brandywine Realty Trust                                                                                | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      10797 | NS      | $70828.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust, Inc.                                                 | Claros Mortgage Trust, Inc.                                                                            | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |       5844 | NS      | $97828.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Trex Co., Inc.                                                              | Trex Co., Inc.                                                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5975 | NS      | $315002.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Science Applications International Corp.                                    | Science Applications International Corp.                                                               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       3023 | NS      | $313726.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                                         | Coca-Cola Co. (The)                                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     217894 | NS      | $13361260.08  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp.                                                                | SES AI Corp.                                                                                           | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1161 | NS      | $3831.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intellia Therapeutics, Inc.                                                 | Intellia Therapeutics, Inc.                                                                            | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       5734 | NS      | $243350.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PayPal Holdings, Inc.                                                       | PayPal Holdings, Inc.                                                                                  | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    8630000 | PA      | $8073973.59   | 0.16%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AdaptHealth Corp.                                                           | AdaptHealth Corp.                                                                                      | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4427 | NS      | $94870.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STAAR Surgical Co.                                                          | STAAR Surgical Co.                                                                                     | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       2606 | NS      | $183853.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Supernus Pharmaceuticals, Inc.                                              | Supernus Pharmaceuticals, Inc.                                                                         | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       1975 | NS      | $80994.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust, Inc.                                          | Granite Point Mortgage Trust, Inc.                                                                     | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |        332 | NS      | $2217.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                                                     | DuPont de Nemours, Inc.                                                                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      29923 | NS      | $2212805.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                           | Caterpillar, Inc.                                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      29089 | NS      | $7338863.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock Capital Corp.                                                      | Owl Rock Capital Corp.                                                                                 | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |       8942 | NS      | $116871.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                                                             | ImmunoGen, Inc.                                                                                        | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |      19348 | NS      | $89000.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                                    | Arbor Realty Trust, Inc.                                                                               | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |       8178 | NS      | $122097.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      15767 | NS      | $996316.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield plc                                                     | Cushman & Wakefield plc                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       7484 | NS      | $107994.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Reynolds Consumer Products, Inc.                                            | Reynolds Consumer Products, Inc.                                                                       | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3018 | NS      | $89845.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| German American Bancorp, Inc.                                               | German American Bancorp, Inc.                                                                          | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2606 | NS      | $100383.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                                               | South Jersey Industries, Inc.                                                                          | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       6466 | NS      | $233357.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                                         | AeroVironment, Inc.                                                                                    | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       1303 | NS      | $115927.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                                    | Zebra Technologies Corp., Class A                                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       2863 | NS      | $905223.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                   | MACOM Technology Solutions Holdings, Inc.                                                              | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2889 | NS      | $193620.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluerock Homes Trust, Inc.                                                  | Bluerock Homes Trust, Inc.                                                                             | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        249 | NS      | $5380.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co. Ltd.                                                      | Fuji Electric Co. Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |      98600 | NS      | $3989310.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group plc                                                   | Janus Henderson Group plc                                                                              | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |       9274 | NS      | $240382.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      15747 | PA      | $3928.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                              | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A                               | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     666000 | PA      | $653512.77    | 0.01%             | 2037-01-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C Technologies Holdings, Inc.                                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      12844 | NS      | $775135.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo, Inc.                                                                 | Canoo, Inc.                                                                                            | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |       4675 | NS      | $5610.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4731986.03   | 0.10%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| ProKidney Corp.                                                             | ProKidney Corp.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        292 | NS      | $3045.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| L3Harris Technologies, Inc.                                                 | L3Harris Technologies, Inc.                                                                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      11227 | NS      | $2411784.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse AG                                                            | Credit Suisse AG                                                                                       | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    1420000 | PA      | $1489971.15   | 0.03%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One                                     | Liberty Media Corp.-Liberty Formula One, Class A                                                       | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        313 | NS      | $19931.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                                                       | Umpqua Holdings Corp.                                                                                  | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      14000 | NS      | $254800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                                                            | Altice USA, Inc., Class A                                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      12173 | NS      | $59647.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                 | Marsh & McLennan Cos., Inc.                                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      28625 | NS      | $5006798.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acumen Pharmaceuticals, Inc.                                                | Acumen Pharmaceuticals, Inc.                                                                           | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        108 | NS      | $709.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp.                                                    | HireRight Holdings Corp.                                                                               | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        126 | NS      | $1441.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp.                                                                | Terumo Corp.                                                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |      82600 | NS      | $2398459.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                             | B&G Foods, Inc.                                                                                        | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       4016 | NS      | $56304.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TJX Cos., Inc. (The)                                                        | TJX Cos., Inc. (The)                                                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      66545 | NS      | $5447373.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd.                                                         | Nano-X Imaging Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       4287 | NS      | $39526.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Olin Corp.                                                                  | Olin Corp.                                                                                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       6728 | NS      | $434561.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                                                       | Dorman Products, Inc.                                                                                  | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1407 | NS      | $136563.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                                             | Welltower, Inc.                                                                                        | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26556 | NS      | $1992762.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $331187.49    | 0.01%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     650000 | PA      | $632148.07    | 0.01%             | 2026-04-17      | Variable      | 3.84%                 | No            |                  2 | On Loan: —       |
| Kearny Financial Corp.                                                      | Kearny Financial Corp.                                                                                 | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9698 | NS      | $90967.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                                                              | AppLovin Corp., Class A                                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      11069 | NS      | $140576.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyota Auto Loan Extended Note Trust                                        | Toyota Auto Loan Extended Note Trust, Series 2019-1A, Class A                                          | CUSIP: 89231XAA9<br>LEI: 549300R73PIC25YY4X12 | Long             | ABS-O            | CORP              | US        |    7780000 | PA      | $7533136.71   | 0.15%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                        | Coterra Energy, Inc.                                                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      43502 | NS      | $1088855.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Focus Universal, Inc.                                                       | Focus Universal, Inc.                                                                                  | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        117 | NS      | $678.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                                                | Impinj, Inc.                                                                                           | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       1368 | NS      | $177539.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      34746 | PA      | $-5781.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apartment Income REIT Corp.                                                 | Apartment Income REIT Corp.                                                                            | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7728 | NS      | $295673.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                                  | HomeTrust Bancshares, Inc.                                                                             | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        658 | NS      | $17766.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                                                       | Marten Transport Ltd.                                                                                  | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2339 | NS      | $51668.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3133AYQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91173 | PA      | $83066.87     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                   | XPO, Inc.                                                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       5383 | NS      | $214566.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        125 | NC      | $175781.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                          | West Pharmaceutical Services, Inc.                                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       4217 | NS      | $1120035.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.                                         | WillScot Mobile Mini Holdings Corp.                                                                    | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      11051 | NS      | $535531.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                                               | Penske Automotive Group, Inc.                                                                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       1465 | NS      | $187256.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ServiceNow, Inc.                                                            | ServiceNow, Inc.                                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      11222 | NS      | $5107468.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                                                 | Spire, Inc.                                                                                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       2839 | NS      | $205032.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Engineered Carbons SA                                                 | Orion Engineered Carbons SA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |       3727 | NS      | $78341.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai, Inc.                                                                 | C3.ai, Inc., Class A                                                                                   | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |       2692 | NS      | $53436.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mersana Therapeutics, Inc.                                                  | Mersana Therapeutics, Inc.                                                                             | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |       1925 | NS      | $12666.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                                    | Boot Barn Holdings, Inc.                                                                               | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       1638 | NS      | $136756.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85167 | PA      | $75610.14     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                  | Warnermedia Holdings, Inc.                                                                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1893178.34   | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SFL Corp. Ltd.                                                              | SFL Corp. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |       8883 | NS      | $90428.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                                                | Diodes, Inc.                                                                                           | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       2433 | NS      | $216999.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAtla, Inc.                                                               | BioAtla, Inc.                                                                                          | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        257 | NS      | $974.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                                      | Norfolk Southern Corp.                                                                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      13092 | NS      | $3218144.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings, Inc.                                                         | Paya Holdings, Inc.                                                                                    | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3643 | NS      | $35409.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                                                 | Raytheon Technologies Corp.                                                                            | CUSIP: 75513EBX8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145497.63    | 0.00%             | 2024-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                                              | Sinclair Broadcast Group, Inc., Class A                                                                | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |       3278 | NS      | $67625.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                                                  | Destination XL Group, Inc.                                                                             | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        320 | NS      | $2281.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2209440.00   | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HilleVax, Inc.                                                              | HilleVax, Inc.                                                                                         | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $1539.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                            | Boeing Co. (The)                                                                                       | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5710196.02   | 0.12%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                  | Ameriprise Financial, Inc.                                                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       5819 | NS      | $2037348.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                                       | Thor Industries, Inc.                                                                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       2815 | NS      | $268353.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Precigen, Inc.                                                              | Precigen, Inc.                                                                                         | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |       3025 | NS      | $4900.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals, Inc.                                              | EyePoint Pharmaceuticals, Inc.                                                                         | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |        172 | NS      | $801.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings, Inc.                                                       | Sonder Holdings, Inc.                                                                                  | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1175 | NS      | $1574.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonic Automotive, Inc.                                                      | Sonic Automotive, Inc., Class A                                                                        | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |        846 | NS      | $45438.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rent the Runway, Inc.                                                       | Rent the Runway, Inc., Class A                                                                         | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        287 | NS      | $1231.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co.                                                               | HB Fuller Co.                                                                                          | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       2508 | NS      | $173302.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals, Inc.                                               | Aurinia Pharmaceuticals, Inc.                                                                          | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       8079 | NS      | $73114.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AvalonBay Communities, Inc.                                                 | AvalonBay Communities, Inc.                                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       8605 | NS      | $1526871.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      13568 | PA      | $-30072.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-6A, Class B2                                          | CUSIP: 64828GBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     831447 | PA      | $752122.33    | 0.02%             | 2059-09-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Russian Federation                                                          | Russian Federation                                                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    2250000 | PA      | $4806.92      | 0.00%             | 2034-05-10      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Stereotaxis, Inc.                                                           | Stereotaxis, Inc.                                                                                      | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |        402 | NS      | $876.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore, Inc.                                                              | comScore, Inc.                                                                                         | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        467 | NS      | $569.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health, Inc.                                                           | Cano Health, Inc.                                                                                      | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11673 | NS      | $16108.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRC, Inc.                                                                   | BRC, Inc., Class A                                                                                     | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        258 | NS      | $1702.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                                       | VICI Properties, Inc.                                                                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      54523 | NS      | $1863596.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                                            | FutureFuel Corp.                                                                                       | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       1106 | NS      | $10252.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                                             | Nordstrom, Inc.                                                                                        | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |       6599 | NS      | $128944.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Digi International, Inc.                                                    | Digi International, Inc.                                                                               | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       1222 | NS      | $41535.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avita Medical, Inc.                                                         | Avita Medical, Inc.                                                                                    | CUSIP: 05380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        158 | NS      | $1475.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                                             | ODP Corp. (The)                                                                                        | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2811 | NS      | $145047.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                                             | Papa John's International, Inc.                                                                        | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       1684 | NS      | $151037.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Monarch Casino & Resort, Inc.                                               | Monarch Casino & Resort, Inc.                                                                          | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        502 | NS      | $38463.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends, Inc.                                                           | Citi Trends, Inc.                                                                                      | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        348 | NS      | $10955.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries, Inc.                                                         | NL Industries, Inc.                                                                                    | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        361 | NS      | $2548.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                                                | A-Mark Precious Metals, Inc.                                                                           | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       1735 | NS      | $66797.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Orbia Advance Corp. SAB de CV                                               | Orbia Advance Corp. SAB de CV                                                                          | CUSIP: 59284BAF5<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1740000 | PA      | $1625247.00   | 0.03%             | 2027-10-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tompkins Financial Corp.                                                    | Tompkins Financial Corp.                                                                               | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       1362 | NS      | $102599.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp.                                                  | Scholar Rock Holding Corp.                                                                             | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |        253 | NS      | $3061.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ANI Pharmaceuticals, Inc.                                                   | ANI Pharmaceuticals, Inc.                                                                              | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        425 | NS      | $19010.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune, Inc.                                                             | Altimmune, Inc.                                                                                        | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |       1055 | NS      | $14390.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lear Corp.                                                                  | Lear Corp.                                                                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       3261 | NS      | $475388.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co., Inc. (The)                                                   | Beachbody Co., Inc. (The)                                                                              | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        911 | NS      | $565.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                                                        | IQVIA Holdings, Inc.                                                                                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      10429 | NS      | $2392516.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Life Global Funding                                                | Guardian Life Global Funding                                                                           | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137173.32    | 0.00%             | 2025-06-23      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Novanta, Inc.                                                               | Novanta, Inc.                                                                                          | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1928 | NS      | $311314.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                                                   | Dow, Inc.                                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      40076 | NS      | $2378510.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp, Inc.                                                                | Intapp, Inc.                                                                                           | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $2898.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                                                        | Calavo Growers, Inc.                                                                                   | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        666 | NS      | $21345.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Health, Inc.                                                         | Harrow Health, Inc.                                                                                    | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        157 | NS      | $2358.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Procter & Gamble Co. (The)                                                  | Procter & Gamble Co. (The)                                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     133558 | NS      | $19015988.04  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R                                   | CUSIP: 14311NAL8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1086614.10   | 0.02%             | 2032-07-20      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Maxar Technologies, Inc.                                                    | Maxar Technologies, Inc.                                                                               | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |       4286 | NS      | $221457.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings, Inc.                                               | Endeavor Group Holdings, Inc., Class A                                                                 | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        849 | NS      | $19043.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLB                                                                        | FHLB                                                                                                   | CUSIP: 313384EH8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |    6820000 | PA      | $6756504.44   | 0.14%             | 2023-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                                | Americold Realty Trust, Inc.                                                                           | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      15362 | NS      | $482520.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Provention Bio, Inc.                                                        | Provention Bio, Inc.                                                                                   | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |       1683 | NS      | $14574.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilent Technologies, Inc.                                                  | Agilent Technologies, Inc.                                                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      16758 | NS      | $2548556.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                                                      | 3M Co.                                                                                                 | CUSIP: 88579YBE0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5684226.19   | 0.11%             | 2024-02-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Costamare, Inc.                                                             | Costamare, Inc.                                                                                        | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |       1708 | NS      | $17336.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EchoStar Corp.                                                              | EchoStar Corp., Class A                                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       1139 | NS      | $21310.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                                              | Protagonist Therapeutics, Inc.                                                                         | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1116 | NS      | $14831.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3138L9U26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19013 | PA      | $17805.83     | 0.00%             | 2030-06-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                           | PennyMac Financial Services, Inc.                                                                      | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       1607 | NS      | $108343.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amcor plc                                                                   | Amcor plc                                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      85605 | NS      | $1032396.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                                                         | ACI Worldwide, Inc.                                                                                    | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       6486 | NS      | $181153.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                                               | Cerence, Inc.                                                                                          | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       2090 | NS      | $51246.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                                      | Perimeter Solutions SA                                                                                 | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | LU        |       8084 | NS      | $75181.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Axogen, Inc.                                                                | Axogen, Inc.                                                                                           | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1365 | NS      | $12926.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                                                   | PMV Pharmaceuticals, Inc.                                                                              | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1030 | NS      | $8446.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                                                 | Farmers National Banc Corp.                                                                            | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1132 | NS      | $16278.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Huron Consulting Group, Inc.                                                | Huron Consulting Group, Inc.                                                                           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        867 | NS      | $58990.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ImmunityBio, Inc.                                                           | ImmunityBio, Inc.                                                                                      | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |       1268 | NS      | $4818.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Penn Entertainment, Inc.                                                    | Penn Entertainment, Inc.                                                                               | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9315 | NS      | $330216.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      77060 | NS      | $3805993.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings                                             | Hingham Institution for Savings                                                                        | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         65 | NS      | $19002.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Onto Innovation, Inc.                                                       | Onto Innovation, Inc.                                                                                  | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       2199 | NS      | $172951.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                                                   | Commerce Bancshares, Inc.                                                                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7528 | NS      | $501063.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Turbine, Inc.                                                       | Digital Turbine, Inc.                                                                                  | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |       4889 | NS      | $84873.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                                             | ChampionX Corp.                                                                                        | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      11092 | NS      | $366257.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                                        | Domino's Pizza, Inc.                                                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       1911 | NS      | $674583.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                                       | Global Payments, Inc.                                                                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      15386 | NS      | $1734309.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                                                            | Omega Flex, Inc.                                                                                       | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        102 | NS      | $10842.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                                            | PBF Energy, Inc., Class A                                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       5747 | NS      | $241316.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | U.S. Treasury 10 Year Note                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -123 | NC      | $-46125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alaunos Therapeutics, Inc.                                                  | Alaunos Therapeutics, Inc.                                                                             | CUSIP: 98973P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1186 | NS      | $875.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                                              | American Financial Group, Inc.                                                                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       4250 | NS      | $606007.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                                   | Perella Weinberg Partners                                                                              | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12025 | NS      | $123256.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                                                | Belden, Inc.                                                                                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       2504 | NS      | $203049.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove, Inc.                                                            | Brightcove, Inc.                                                                                       | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |       1604 | NS      | $10169.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                                  | Travere Therapeutics, Inc.                                                                             | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4442 | NS      | $99500.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TravelCenters of America, Inc.                                              | TravelCenters of America, Inc.                                                                         | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       1370 | NS      | $62362.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                                       | Clearway Energy, Inc., Class C                                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       5204 | NS      | $175843.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Suisse AG                                                            | Credit Suisse AG                                                                                       | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    4740000 | PA      | $4522951.13   | 0.09%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NextNav, Inc.                                                               | NextNav, Inc.                                                                                          | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        271 | NS      | $802.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sorrento Therapeutics, Inc.                                                 | Sorrento Therapeutics, Inc.                                                                            | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |      28988 | NS      | $27785.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ABM Industries, Inc.                                                        | ABM Industries, Inc.                                                                                   | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       3904 | NS      | $183136.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus CLO Ltd.                                                            | Stratus CLO Ltd., Series 2021-3A, Class A                                                              | CUSIP: 86315WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8081231 | PA      | $8011538.04   | 0.16%             | 2029-12-29      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                                     | Delek US Holdings, Inc.                                                                                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       4539 | NS      | $121463.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings, Inc.                                                   | KORE Group Holdings, Inc.                                                                              | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        262 | NS      | $655.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings, Inc.                                                  | Instructure Holdings, Inc.                                                                             | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        104 | NS      | $2811.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Symbotic, Inc.                                                              | Symbotic, Inc.                                                                                         | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         95 | NS      | $1486.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                                  | Corcept Therapeutics, Inc.                                                                             | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       5420 | NS      | $123901.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridgebio Pharma, Inc.                                                      | Bridgebio Pharma, Inc.                                                                                 | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       7567 | NS      | $70221.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker, Inc.                                                                | Fisker, Inc.                                                                                           | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |       9654 | NS      | $71922.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SentinelOne, Inc.                                                           | SentinelOne, Inc., Class A                                                                             | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11617 | NS      | $175300.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| I3 Verticals, Inc.                                                          | I3 Verticals, Inc., Class A                                                                            | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |        642 | NS      | $18566.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                                                   | Dream Finders Homes, Inc., Class A                                                                     | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        140 | NS      | $1769.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Legalzoom.com, Inc.                                                         | Legalzoom.com, Inc.                                                                                    | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |       4846 | NS      | $41094.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                        | BANK, Series 2022-BNK39, Class XA                                                                      | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  185856741 | PA      | $5402446.57   | 0.11%             | 2055-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Blackline, Inc.                                                             | Blackline, Inc.                                                                                        | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       3036 | NS      | $217984.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dick's Sporting Goods, Inc.                                                 | Dick's Sporting Goods, Inc.                                                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       2719 | NS      | $355536.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                                              | First American Financial Corp.                                                                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       5823 | NS      | $360269.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.                                               | Ryan Specialty Holdings, Inc., Class A                                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4549 | NS      | $193878.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                                           | Peapack-Gladstone Financial Corp.                                                                      | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |        818 | NS      | $30339.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources, Inc.                                                 | Continental Resources, Inc.                                                                            | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2783521.63   | 0.06%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                                                | LPL Financial Holdings, Inc.                                                                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       4546 | NS      | $1077947.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                                           | CNH Industrial NV                                                                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |       6249 | NS      | $110732.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                                                          | BGC Partners, Inc., Class A                                                                            | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      26909 | NS      | $117054.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                                                 | Boston Beer Co., Inc. (The), Class A                                                                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        523 | NS      | $203243.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                                                        | Verint Systems, Inc.                                                                                   | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       3872 | NS      | $147019.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                                          | General Motors Co.                                                                                     | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1999733.64   | 0.04%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                            | Advanced Energy Industries, Inc.                                                                       | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       2127 | NS      | $197257.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella, Inc.                                                             | Ambarella, Inc.                                                                                        | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |       1926 | NS      | $173031.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hubbell, Inc.                                                               | Hubbell, Inc.                                                                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       3070 | NS      | $702753.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                    | Avis Budget Rental Car Funding AESOP LLC, Series 2021-2A, Class A                                      | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4419712.50   | 0.09%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| VBI Vaccines, Inc.                                                          | VBI Vaccines, Inc.                                                                                     | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | CA        |       6040 | NS      | $3515.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capcom Co. Ltd.                                                             | Capcom Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     140900 | NS      | $4555198.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Bancorp, Inc.                                                     | Provident Bancorp, Inc.                                                                                | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        349 | NS      | $3147.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                                      | ProPetro Holding Corp.                                                                                 | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3619 | NS      | $36009.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut, Inc.                                                                | Cricut, Inc., Class A                                                                                  | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |        247 | NS      | $2418.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Terawulf, Inc.                                                              | Terawulf, Inc.                                                                                         | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        165 | NS      | $161.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                                               | Nordson Corp.                                                                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       3222 | NS      | $783912.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                                               | MetLife, Inc.                                                                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      40058 | NS      | $2925035.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                                         | PROG Holdings, Inc.                                                                                    | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       3492 | NS      | $77836.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                    | Service Properties Trust                                                                               | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |       5061 | NS      | $45093.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems, Inc.                                             | Singular Genomics Systems, Inc.                                                                        | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        211 | NS      | $564.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D, Inc.                                                                | Velo3D, Inc.                                                                                           | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        550 | NS      | $1320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IonQ, Inc.                                                                  | IonQ, Inc.                                                                                             | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10927 | NS      | $48515.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  106312767 | PA      | $-1445868.96  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                               | Estee Lauder Cos., Inc. (The), Class A                                                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      13007 | NS      | $3603979.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                   | Perusahaan Listrik Negara PT                                                                           | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    3080000 | PA      | $3110184.00   | 0.06%             | 2028-05-21      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Kaman Corp.                                                                 | Kaman Corp.                                                                                            | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       2676 | NS      | $67488.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares, Inc.                                                  | Red River Bancshares, Inc.                                                                             | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |        189 | NS      | $9620.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp.                                                            | Pure Cycle Corp.                                                                                       | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        796 | NS      | $7140.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust, Series 2019-HY1, Class B1                                                   | CUSIP: 89177EAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     970000 | PA      | $957307.55    | 0.02%             | 2048-10-25      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co. (The)                                                     | Western Union Co. (The)                                                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      20749 | NS      | $294013.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products, Inc.                                              | Resolute Forest Products, Inc.                                                                         | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2964 | NS      | $64348.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Corp.                                                               | Quantum Corp.                                                                                          | CUSIP: 747906501<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |        614 | NS      | $1099.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67855.90     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         56 | NC      | $4550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month SOFR                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -754 | NC      | $33438.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                                                       | Coinbase Global, Inc., Class A                                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       9125 | NS      | $533630.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennedy-Wilson Holdings, Inc.                                               | Kennedy-Wilson Holdings, Inc.                                                                          | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       5834 | NS      | $104311.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts, Inc.                                              | Braemar Hotels & Resorts, Inc.                                                                         | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |        414 | NS      | $2194.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                                                        | Hostess Brands, Inc.                                                                                   | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7634 | NS      | $176574.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Adeia, Inc.                                                                 | Adeia, Inc.                                                                                            | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8809 | NS      | $96458.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor, Inc.                                                   | indie Semiconductor, Inc., Class A                                                                     | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |       9958 | NS      | $79365.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Devon Energy Corp.                                                          | Devon Energy Corp.                                                                                     | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2498743.54   | 0.05%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                                         | NuScale Power Corp.                                                                                    | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        188 | NS      | $2004.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaron's Co., Inc. (The)                                                     | Aaron's Co., Inc. (The)                                                                                | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1278 | NS      | $18722.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                                                          | Black Knight, Inc.                                                                                     | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       8753 | NS      | $530344.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Group Hospitality, Inc. (The)                                           | ONE Group Hospitality, Inc. (The)                                                                      | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |       5268 | NS      | $39668.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                                                 | SREIT Trust, Series 2021-PALM, Class A                                                                 | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $6021710.32   | 0.12%             | 2034-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| First Financial Bankshares, Inc.                                            | First Financial Bankshares, Inc.                                                                       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       7802 | NS      | $277907.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Verizon Communications, Inc.                                                | Verizon Communications, Inc.                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     235235 | NS      | $9778718.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                                        | Terreno Realty Corp.                                                                                   | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4254 | NS      | $274085.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      18919 | NS      | $6920759.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp.                                                        | Legacy Housing Corp.                                                                                   | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        343 | NS      | $6866.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                                          | TriNet Group, Inc.                                                                                     | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       2365 | NS      | $178439.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarcos Technology and Robotics Corp.                                        | Sarcos Technology and Robotics Corp.                                                                   | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        439 | NS      | $263.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc., Class A                                                                             | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7788 | NS      | $73285.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global, Inc.                                                       | Payoneer Global, Inc.                                                                                  | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9851 | NS      | $58711.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2014-3RA, Class A1A                                  | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     247958 | PA      | $245654.40    | 0.00%             | 2031-07-27      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Washington Trust Bancorp, Inc.                                              | Washington Trust Bancorp, Inc.                                                                         | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       3859 | NS      | $165049.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                                            | National Retail Properties, Inc.                                                                       | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      11383 | NS      | $538985.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                                                     | Shyft Group, Inc. (The)                                                                                | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |       1410 | NS      | $46938.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                                                 | Kellogg Co.                                                                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      14226 | NS      | $975619.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                                     | Kite Realty Group Trust                                                                                | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12114 | NS      | $262873.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology, Inc.                                                      | Viant Technology, Inc., Class A                                                                        | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        763 | NS      | $3464.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                              | Preferred Bank                                                                                         | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |         89 | NS      | $6330.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                                     | Progress Software Corp.                                                                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       1647 | NS      | $87356.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats, Inc.                                                           | Vivid Seats, Inc., Class A                                                                             | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        146 | NS      | $1242.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4980000 | PA      | $4722069.81   | 0.10%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: —       |
| G1 Therapeutics, Inc.                                                       | G1 Therapeutics, Inc.                                                                                  | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |        231 | NS      | $1843.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Univest Financial Corp.                                                     | Univest Financial Corp.                                                                                | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       1158 | NS      | $31439.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.                                            | Zurn Elkay Water Solutions Corp.                                                                       | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |       6927 | NS      | $151424.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                                                 | Cigna Corp.                                                                                            | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11933.95     | 0.00%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                   | MGM Resorts International                                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      17920 | NS      | $742067.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group, Inc.                                          | Distribution Solutions Group, Inc.                                                                     | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        275 | NS      | $11357.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies, Inc.                                                | SolarEdge Technologies, Inc.                                                                           | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        358 | NS      | $114248.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices, Inc.                                                      | Avid Bioservices, Inc.                                                                                 | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |       3907 | NS      | $61847.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Benson Hill, Inc.                                                           | Benson Hill, Inc.                                                                                      | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16804 | NS      | $45034.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                                               | Ecovyst, Inc.                                                                                          | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1823 | NS      | $19123.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargill, Inc.                                                               | Cargill, Inc.                                                                                          | CUSIP: 141781BG8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1518557.38   | 0.03%             | 2023-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Walgreens Boots Alliance, Inc.                                              | Walgreens Boots Alliance, Inc.                                                                         | CUSIP: 93142XPE5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |   16250000 | PA      | $16219654.10  | 0.33%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         39 | NC      | $1218.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares, Inc.                                            | First Community Bankshares, Inc.                                                                       | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        712 | NS      | $23147.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                                 | OFG Bancorp                                                                                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |        522 | NS      | $14777.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                                                         | Sprout Social, Inc., Class A                                                                           | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2479 | NS      | $158581.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Walt Disney Co. (The)                                                       | Walt Disney Co. (The)                                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     103196 | NS      | $11195734.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                                                    | Franklin Resources, Inc.                                                                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      22532 | NS      | $702998.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cass Information Systems, Inc.                                              | Cass Information Systems, Inc.                                                                         | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |        572 | NS      | $27776.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources, Inc.                                                    | Novagold Resources, Inc.                                                                               | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      11238 | NS      | $70911.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics, Inc.                                                     | RAPT Therapeutics, Inc.                                                                                | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       2324 | NS      | $67512.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                                                | Oriental Republic of Uruguay                                                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    4290000 | PA      | $4745543.13   | 0.10%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                            | AutoNation, Inc.                                                                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1892 | NS      | $239754.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | FNMA                                                                                                   | CUSIP: 3140HXEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $258260.88    | 0.01%             | 2035-01-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                | Humana, Inc.                                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       7079 | NS      | $3622324.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                                             | Principal Financial Group, Inc.                                                                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      14635 | NS      | $1354469.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                                                  | Gates Industrial Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       6055 | NS      | $79986.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                                              | Adaptive Biotechnologies Corp.                                                                         | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       7483 | NS      | $69367.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Paycor HCM, Inc.                                                            | Paycor HCM, Inc.                                                                                       | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2462 | NS      | $61820.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMC CLO 21 Ltd.                                                            | AMMC CLO 21 Ltd., Series 2017-21A, Class A                                                             | CUSIP: 00178LAB5<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-CBDO         | CORP              | KY        |     592000 | PA      | $588291.12    | 0.01%             | 2030-11-02      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                                                | Rocket Pharmaceuticals, Inc.                                                                           | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |       3888 | NS      | $84486.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade, Inc.                                                              | Accolade, Inc.                                                                                         | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |       1854 | NS      | $21636.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co., Inc.                                                 | Franklin Electric Co., Inc.                                                                            | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       2547 | NS      | $229994.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp.                                                               | Redwire Corp.                                                                                          | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        120 | NS      | $307.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                            | Paramount Global, Class A                                                                              | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        303 | NS      | $8074.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     955000 | PA      | $893039.60    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Cenntro Electric Group Ltd.                                                 | Cenntro Electric Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300UDHPKCYMMCEM56       | Long             | EC               | CORP              | AU        |       1149 | NS      | $876.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                                                          | Macerich Co. (The)                                                                                     | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      11132 | NS      | $152953.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  106534041 | PA      | $1576508.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcellx, Inc.                                                               | Arcellx, Inc.                                                                                          | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1804 | NS      | $60271.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amgen, Inc.                                                                 | Amgen, Inc.                                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      30228 | NS      | $7629547.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                                                            | City Holding Co.                                                                                       | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $8531.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co.                                                  | Edgewell Personal Care Co.                                                                             | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       3100 | NS      | $132866.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Paramount Group, Inc.                                                       | Paramount Group, Inc.                                                                                  | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |       6570 | NS      | $42376.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                                          | MDC Holdings, Inc.                                                                                     | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       2253 | NS      | $85073.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                      | Transcontinental Gas Pipe Line Co. LLC                                                                 | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4710000 | PA      | $5085433.63   | 0.10%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Primo Water Corp.                                                           | Primo Water Corp.                                                                                      | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       8129 | NS      | $127218.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion, Inc.                                                              | Enfusion, Inc., Class A                                                                                | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         89 | NS      | $1057.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software, Inc.                                                     | American Software, Inc., Class A                                                                       | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1198 | NS      | $18221.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                                                         | PC Connection, Inc.                                                                                    | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |        461 | NS      | $22602.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3064236.40   | 0.06%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                               | Paychex, Inc.                                                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      19126 | NS      | $2215938.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Rainier CLO VI Ltd.                                               | Blackrock Rainier CLO VI Ltd., Series 2021-6A, Class A                                                 | CUSIP: 09261MAA4<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4889840.00   | 0.10%             | 2033-04-20      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                             | Microsoft Corp.                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     421145 | NS      | $104363942.45 | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co., Inc. (The)                                                        | AZEK Co., Inc. (The)                                                                                   | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |       6430 | NS      | $155155.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Comfort Systems USA, Inc.                                                   | Comfort Systems USA, Inc.                                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       1986 | NS      | $240385.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                                                  | ORIX Corp.                                                                                             | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     350900 | NS      | $6163465.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                               | Textron, Inc.                                                                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      12046 | NS      | $877551.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 10 Year Ultra Note                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -398 | NC      | $-1076707.04  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                                        | Forestar Group, Inc.                                                                                   | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |        552 | NS      | $8213.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    3840000 | PA      | $3734338.56   | 0.08%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Quest Diagnostics, Inc.                                                     | Quest Diagnostics, Inc.                                                                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       6453 | NS      | $958141.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABPCI Direct Lending Fund IX LLC                                            | ABPCI Direct Lending Fund IX LLC, Series 2020-9A, Class A1R                                            | CUSIP: 000806AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2949987.00   | 0.06%             | 2031-11-18      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Columbia Banking System, Inc.                                               | Columbia Banking System, Inc.                                                                          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1119 | NS      | $34588.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GS Mortgage Securities Corp. Trust                                          | GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A                                          | CUSIP: 36258BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4424665.05   | 0.09%             | 2036-12-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                   | Molson Coors Beverage Co., Class B                                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      10546 | NS      | $554508.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ares Management Corp.                                                       | Ares Management Corp.                                                                                  | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       9097 | NS      | $754960.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                                                                | nLight, Inc.                                                                                           | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1427 | NS      | $17694.80     | 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        |       7995 | NS      | $153903.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                                                | Matson, Inc.                                                                                           | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       2116 | NS      | $139909.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3700000 | PA      | $3713585.92   | 0.07%             | 2053-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bel Fuse, Inc.                                                              | Bel Fuse, Inc., Class B                                                                                | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |         65 | NS      | $2563.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                                                      | Kronos Worldwide, Inc.                                                                                 | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |        949 | NS      | $11055.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                                            | Armstrong World Industries, Inc.                                                                       | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       2113 | NS      | $163567.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Altus Power, Inc.                                                           | Altus Power, Inc.                                                                                      | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |       2277 | NS      | $18261.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DXC Technology Co.                                                          | DXC Technology Co.                                                                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      13236 | NS      | $380270.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                                                 | Alcoa Corp.                                                                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       9936 | NS      | $519056.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     470000 | PA      | $423495.70    | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      12308 | NS      | $640754.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                                                    | Modine Manufacturing Co.                                                                               | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       2035 | NS      | $48616.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                                                     | LeMaitre Vascular, Inc.                                                                                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |        701 | NS      | $33073.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                                         | CONSOL Energy, Inc.                                                                                    | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       2103 | NS      | $121616.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     394662 | NS      | $14002607.76  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                                                 | Benchmark Electronics, Inc.                                                                            | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       2569 | NS      | $71906.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  712417628 | PA      | $36071655.47  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Radius Global Infrastructure, Inc.                                          | Radius Global Infrastructure, Inc.                                                                     | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |       2489 | NS      | $33526.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry, Inc.                                                               | Xometry, Inc., Class A                                                                                 | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       1812 | NS      | $63456.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Diebold Nixdorf, Inc.                                                       | Diebold Nixdorf, Inc.                                                                                  | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       2390 | NS      | $5712.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CF Industries Holdings, Inc.                                                | CF Industries Holdings, Inc.                                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      10986 | NS      | $930514.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                                         | Rent-A-Center, Inc.                                                                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       3524 | NS      | $94760.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| C4 Therapeutics, Inc.                                                       | C4 Therapeutics, Inc.                                                                                  | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1468 | NS      | $11435.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network, Inc.                                                     | Butterfly Network, Inc.                                                                                | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6164 | NS      | $16951.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                              | Public Storage                                                                                         | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       8579 | NS      | $2610932.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                                                 | Avnet, Inc.                                                                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       4821 | NS      | $221187.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                                              | Ford Motor Co.                                                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $7381103.94   | 0.15%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TPGI Trust                                                                  | TPGI Trust, Series 2021-DGWD, Class A                                                                  | CUSIP: 87267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1370000 | PA      | $1336589.40   | 0.03%             | 2026-06-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Bank of Hawaii Corp.                                                        | Bank of Hawaii Corp.                                                                                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       3372 | NS      | $257924.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Triton International Ltd.                                                   | Triton International Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       3344 | NS      | $236220.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd.                                                | Nordic American Tankers Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | BM        |       5783 | NS      | $17580.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanPal, Inc.                                                              | OceanPal, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MH        |         57 | NS      | $55.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace, Inc.                                                             | Talkspace, Inc.                                                                                        | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        616 | NS      | $503.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp.                                                                | Redfin Corp.                                                                                           | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |       5685 | NS      | $42523.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cara Therapeutics, Inc.                                                     | Cara Therapeutics, Inc.                                                                                | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       1613 | NS      | $18839.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Western Life Group, Inc.                                           | National Western Life Group, Inc., Class A                                                             | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |        101 | NS      | $27956.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                                                      | NXP BV                                                                                                 | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7010000 | PA      | $6667787.29   | 0.13%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                                                   | STWD Ltd., Series 2022-FL3, Class E                                                                    | CUSIP: 78485KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1880000 | PA      | $1743713.54   | 0.04%             | 2038-11-15      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Paysafe Ltd.                                                                | Paysafe Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |          1 | NS      | $21.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext, Inc.                                                                  | Yext, Inc.                                                                                             | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |       3770 | NS      | $26201.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                                                     | Rivian Automotive, Inc., Class A                                                                       | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29337 | NS      | $569137.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                                | Evergy, Inc.                                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      12716 | NS      | $796657.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                                               | Nutanix, Inc., Class A                                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      13589 | NS      | $378725.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                                              | Prologis, Inc.                                                                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      51833 | NS      | $6700970.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                                             | CoreCivic, Inc.                                                                                        | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       8667 | NS      | $92216.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandy Spring Bancorp, Inc.                                                  | Sandy Spring Bancorp, Inc.                                                                             | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3514 | NS      | $118773.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                                              | FactSet Research Systems, Inc.                                                                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       2282 | NS      | $965149.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      26838 | NS      | $1837866.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimberly-Clark Corp.                                                        | Kimberly-Clark Corp.                                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      18517 | NS      | $2407395.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex, Inc.                                                                 | Zynex, Inc.                                                                                            | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        819 | NS      | $11572.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Affimed NV                                                                  | Affimed NV                                                                                             | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | NL        |       2726 | NS      | $3516.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11050000 | PA      | $10397359.38  | 0.21%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                  | NIKE, Inc., Class B                                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      68483 | NS      | $8719940.39   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                                             | Selective Insurance Group, Inc.                                                                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       2964 | NS      | $281580.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Halozyme Therapeutics, Inc.                                                 | Halozyme Therapeutics, Inc.                                                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       6857 | NS      | $354986.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter, Inc.                                                          | Badger Meter, Inc.                                                                                     | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       1714 | NS      | $198652.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      18170 | PA      | $-5091.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, Series 2014-C03, Class 1M2                                                                       | CUSIP: 30711XAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     447190 | PA      | $457398.49    | 0.01%             | 2024-07-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                                              | Unicharm Corp.                                                                                         | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |     110000 | NS      | $4201181.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                          | Ryman Hospitality Properties, Inc.                                                                     | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       3025 | NS      | $280992.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                                                  | Zeta Global Holdings Corp., Class A                                                                    | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7670 | NS      | $69643.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems, Inc.                                                       | Varonis Systems, Inc.                                                                                  | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       5886 | NS      | $152094.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK Consumer Healthcare Capital UK plc                                      | GSK Consumer Healthcare Capital UK plc                                                                 | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    2070000 | PA      | $1991081.66   | 0.04%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Otter Tail Corp.                                                            | Otter Tail Corp.                                                                                       | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2269 | NS      | $145556.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                       | Asahi Intecc Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |      67700 | NS      | $1186736.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                            | SMB Private Education Loan Trust, Series 2021-B, Class A                                               | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1051992 | PA      | $941593.43    | 0.02%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Avantor, Inc.                                                               | Avantor, Inc.                                                                                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34502 | NS      | $824597.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      50703 | PA      | $2931.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueLinx Holdings, Inc.                                                     | BlueLinx Holdings, Inc.                                                                                | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |        325 | NS      | $28216.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SuRo Capital Corp.                                                          | SuRo Capital Corp.                                                                                     | CUSIP: 86887Q109<br>LEI: 549300YR4IAV0VJFWN84 | Long             | EC               | CORP              | US        |        173 | NS      | $692.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com, Inc.                                                          | CarParts.com, Inc.                                                                                     | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |        995 | NS      | $6785.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                                                 | Graco, Inc.                                                                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       9861 | NS      | $673703.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                                           | NeoGenomics, Inc.                                                                                      | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6579 | NS      | $78158.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax, Inc.                                                               | CareMax, Inc.                                                                                          | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        362 | NS      | $1697.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co.                                                | Pacific Gas and Electric Co.                                                                           | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4070000 | PA      | $3994880.50   | 0.08%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     580000 | PA      | $547805.47    | 0.01%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                  | TransUnion                                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      10920 | NS      | $783510.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      21740 | PA      | $-6091.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2291547.16   | 0.05%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                              | Walgreens Boots Alliance, Inc.                                                                         | CUSIP: 93142XPD7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |   14000000 | PA      | $13975718.12  | 0.28%             | 2023-02-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                            | Murphy USA, Inc.                                                                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       1172 | NS      | $318819.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1010000 | PA      | $994985.10    | 0.02%             | 2026-05-12      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Zomedica Corp.                                                              | Zomedica Corp.                                                                                         | CUSIP: 98980M109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       6233 | NS      | $1718.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6900000 | PA      | $6338296.88   | 0.13%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B. Riley Financial, Inc.                                                    | B. Riley Financial, Inc.                                                                               | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1988 | NS      | $84947.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cimpress plc                                                                | Cimpress plc                                                                                           | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |       1044 | NS      | $34128.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                                     | Bank of NT Butterfield & Son Ltd. (The)                                                                | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |       3400 | NS      | $108664.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd.                                                          | Vale Overseas Ltd.                                                                                     | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     380000 | PA      | $416133.00    | 0.01%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust, Inc.                                             | Empire State Realty Trust, Inc., Class A                                                               | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       5273 | NS      | $43976.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lunar Structured Aircraft Portfolio Notes                                   | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A                                      | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2033373 | PA      | $1656801.36   | 0.03%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| Crawford & Co.                                                              | Crawford & Co., Class A                                                                                | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |        644 | NS      | $4166.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                                                | Hilton Grand Vacations, Inc.                                                                           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       4411 | NS      | $208904.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Co.                                                         | Westrock Coffee Co.                                                                                    | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        251 | NS      | $3285.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BX Commercial Mortgage Trust                                                | BX Commercial Mortgage Trust, Series 2021-CIP, Class A                                                 | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5460000 | PA      | $5345551.85   | 0.11%             | 2038-12-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Empire Petroleum Corp.                                                      | Empire Petroleum Corp.                                                                                 | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |         64 | NS      | $844.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings, Inc.                                                         | PROS Holdings, Inc.                                                                                    | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       2676 | NS      | $67435.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The)                                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      46101 | NS      | $2331327.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                           | Enterprise Products Operating LLC                                                                      | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2460746.66   | 0.05%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Remitly Global, Inc.                                                        | Remitly Global, Inc.                                                                                   | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6175 | NS      | $74470.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2020-RPL1, Class A1                                                | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1398492 | PA      | $1318451.81   | 0.03%             | 2059-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Inspire Medical Systems, Inc.                                               | Inspire Medical Systems, Inc.                                                                          | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       1491 | NS      | $377312.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                           | Enterprise Products Operating LLC                                                                      | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     180000 | PA      | $175981.88    | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                                                         | ManpowerGroup, Inc.                                                                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       3055 | NS      | $266273.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                                                   | CDW Corp.                                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       7401 | NS      | $1450818.03   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                                                | Hexcel Corp.                                                                                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       4421 | NS      | $312034.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Emerson Electric Co.                                                        | Emerson Electric Co.                                                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      33520 | NS      | $3024174.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vroom, Inc.                                                                 | Vroom, Inc.                                                                                            | CUSIP: 92918V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        778 | NS      | $894.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                                             | Dril-Quip, Inc.                                                                                        | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       1952 | NS      | $59945.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                                                 | Minerals Technologies, Inc.                                                                            | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       2013 | NS      | $139802.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp.                                                              | Digimarc Corp.                                                                                         | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |        499 | NS      | $9970.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| H&E Equipment Services, Inc.                                                | H&E Equipment Services, Inc.                                                                           | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |       1249 | NS      | $63561.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                                    | Heidrick & Struggles International, Inc.                                                               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |        772 | NS      | $23746.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                                 | DigitalOcean Holdings, Inc.                                                                            | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       3832 | NS      | $112469.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Financial, Inc.                                                    | Columbia Financial, Inc.                                                                               | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |       2335 | NS      | $46349.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Accel Entertainment, Inc.                                                   | Accel Entertainment, Inc.                                                                              | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1469 | NS      | $13544.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                                     | Heritage Commerce Corp.                                                                                | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |       2463 | NS      | $29851.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CRA International, Inc.                                                     | CRA International, Inc.                                                                                | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        247 | NS      | $29353.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                                            | FormFactor, Inc.                                                                                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       4432 | NS      | $124716.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                                         | First Horizon Corp.                                                                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      29830 | NS      | $737695.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                                              | Rayonier, Inc.                                                                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       9202 | NS      | $334860.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT, Inc.                                                   | Global Medical REIT, Inc.                                                                              | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       1653 | NS      | $18563.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                                                      | Celsius Holdings, Inc.                                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3102 | NS      | $311192.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         26 | NC      | $106762.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                                          | Prestige Consumer Healthcare, Inc.                                                                     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2972 | NS      | $195438.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest, Inc.                                                            | AppHarvest, Inc.                                                                                       | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2534 | NS      | $6182.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clarus Corp.                                                                | Clarus Corp.                                                                                           | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |        755 | NS      | $7587.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                                               | Select Medical Holdings Corp.                                                                          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6060 | NS      | $176164.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                                         | Lithia Motors, Inc., Class A                                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       1458 | NS      | $383745.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nitori Holdings Co. Ltd.                                                    | Nitori Holdings Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      51000 | NS      | $6760049.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Knowles Corp.                                                               | Knowles Corp.                                                                                          | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       4801 | NS      | $92323.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Agricultural Mortgage Corp.                                         | Federal Agricultural Mortgage Corp., Class C                                                           | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |        606 | NS      | $80579.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp.                                                               | Invitae Corp.                                                                                          | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |      12057 | NS      | $28454.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group, Inc.                                                   | Privia Health Group, Inc.                                                                              | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2978 | NS      | $80525.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA, Inc.                                                                  | MBIA, Inc.                                                                                             | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |       2796 | NS      | $36375.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                                         | Enterprise Financial Services Corp.                                                                    | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       1701 | NS      | $90697.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617VKGV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     160134 | PA      | $140338.14    | 0.00%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                      | 3M Co.                                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      31640 | NS      | $3641131.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining, Inc.                                                            | SSR Mining, Inc.                                                                                       | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      11853 | NS      | $200789.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                                       | Chatham Lodging Trust                                                                                  | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1930 | NS      | $27425.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                                              | Tapestry, Inc.                                                                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      13084 | NS      | $596237.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Honeywell International, Inc.                                               | Honeywell International, Inc.                                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      38275 | NS      | $7979572.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                                                   | ITT, Inc.                                                                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       5084 | NS      | $465643.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                              | Texas Capital Bancshares, Inc.                                                                         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       2974 | NS      | $196492.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsakos Energy Navigation Ltd.                                               | Tsakos Energy Navigation Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300IFUTS62LRRCU54       | Long             | EC               | CORP              | BM        |        136 | NS      | $2335.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        128 | NC      | $47200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                                                         | Inter Parfums, Inc.                                                                                    | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1382 | NS      | $163380.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding, Inc.                                                           | Eve Holding, Inc.                                                                                      | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        144 | NS      | $1002.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd.                                                     | Navigator Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 213800H7RVOFYARK2W19       | Long             | EC               | CORP              | MH        |        202 | NS      | $2607.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 5 Year Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        223 | NC      | $-172699.46   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4491395 | PA      | $4040744.13   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617MB4M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42967 | PA      | $42904.06     | 0.00%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inari Medical, Inc.                                                         | Inari Medical, Inc.                                                                                    | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2520 | NS      | $143766.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Centrus Energy Corp.                                                        | Centrus Energy Corp., Class A                                                                          | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |         78 | NS      | $3201.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkshire Grey, Inc.                                                        | Berkshire Grey, Inc.                                                                                   | CUSIP: 084656107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        348 | NS      | $393.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                                                     | Boston Properties, Inc.                                                                                | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       8861 | NS      | $660498.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                                                | EZCORP, Inc., Class A                                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       2391 | NS      | $21782.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iRhythm Technologies, Inc.                                                  | iRhythm Technologies, Inc.                                                                             | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       1698 | NS      | $166913.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Albany International Corp.                                                  | Albany International Corp., Class A                                                                    | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       1744 | NS      | $195589.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4181941.70   | 0.08%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                                             | Academy Sports & Outdoors, Inc.                                                                        | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4354 | NS      | $254360.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622A2R38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83173 | PA      | $79953.04     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Watch Restaurant Group, Inc.                                          | First Watch Restaurant Group, Inc.                                                                     | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        102 | NS      | $1652.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                                                | TriMas Corp.                                                                                           | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       1674 | NS      | $51542.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                                                        | Enact Holdings, Inc.                                                                                   | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        192 | NS      | $4828.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cipher Mining, Inc.                                                         | Cipher Mining, Inc.                                                                                    | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        256 | NS      | $307.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Midocean Credit CLO VIII                                                    | Midocean Credit CLO VIII, Series 2018-8A, Class A1R                                                    | CUSIP: 59801MAL2<br>LEI: 549300T32RO3I7BJ4V26 | Long             | ABS-CBDO         | CORP              | KY        |    2860000 | PA      | $2834783.38   | 0.06%             | 2031-02-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AGNC Investment Corp.                                                       | AGNC Investment Corp.                                                                                  | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      33490 | NS      | $388484.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                                               | Maximus, Inc.                                                                                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       3204 | NS      | $239819.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                                            | ScanSource, Inc.                                                                                       | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       1947 | NS      | $64114.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                                                  | First Mid Bancshares, Inc.                                                                             | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        635 | NS      | $20402.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2730000 | PA      | $2661515.47   | 0.05%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Powell Industries, Inc.                                                     | Powell Industries, Inc.                                                                                | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        383 | NS      | $15205.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                                | Hasbro, Inc.                                                                                           | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       7407 | NS      | $438272.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                                                           | Boyd Gaming Corp.                                                                                      | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       4507 | NS      | $280831.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                          | AMC Networks, Inc., Class A                                                                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       2018 | NS      | $37353.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                                      | NetScout Systems, Inc.                                                                                 | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       4149 | NS      | $133182.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SIGA Technologies, Inc.                                                     | SIGA Technologies, Inc.                                                                                | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2232 | NS      | $16360.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Bio, Inc.                                                            | Kronos Bio, Inc.                                                                                       | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1356 | NS      | $3254.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding, Inc.                                                       | Morphic Holding, Inc.                                                                                  | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |        542 | NS      | $17739.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                               | Glaukos Corp.                                                                                          | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       2848 | NS      | $139694.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics, Inc.                                                   | Jounce Therapeutics, Inc.                                                                              | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |        747 | NS      | $873.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources, Inc.                                                   | SilverBow Resources, Inc.                                                                              | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |       1346 | NS      | $35359.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OneMain Holdings, Inc.                                                      | OneMain Holdings, Inc.                                                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       6452 | NS      | $278339.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp.                                                      | Ardmore Shipping Corp.                                                                                 | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |       3427 | NS      | $50205.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                                                 | American Assets Trust, Inc.                                                                            | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3679 | NS      | $104704.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3881579.34  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2398 | PA      | $-12262.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co.                                                         | SEI Investments Co.                                                                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       8770 | NS      | $547511.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Martin Marietta Materials, Inc.                                             | Martin Marietta Materials, Inc.                                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       3744 | NS      | $1346492.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp.                                                     | Oportun Financial Corp.                                                                                | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |        832 | NS      | $5832.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                                        | Evolent Health, Inc., Class A                                                                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |       4800 | NS      | $154656.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SMART Global Holdings, Inc.                                                 | SMART Global Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |       3373 | NS      | $57981.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty TripAdvisor Holdings, Inc.                                          | Liberty TripAdvisor Holdings, Inc., Class A                                                            | CUSIP: 531465102<br>LEI: 5299006PCRAU736ZJ155 | Long             | EC               | CORP              | US        |        465 | NS      | $590.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                                                  | Golden Entertainment, Inc.                                                                             | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |        637 | NS      | $25161.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp.                                                              | Liquidia Corp.                                                                                         | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4266 | NS      | $28155.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle West Capital Corp.                                                 | Pinnacle West Capital Corp.                                                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       6488 | NS      | $483680.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                               | UMBS, 30 Year, Single Family                                                                           | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200000 | PA      | $5135000.00   | 0.10%             | 2053-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Livewire Group, Inc.                                                        | Livewire Group, Inc.                                                                                   | CUSIP: 53838J105<br>LEI: 549300OVJSGKW1NTLF24 | Long             | EC               | CORP              | US        |        139 | NS      | $874.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                                       | Stellar Bancorp, Inc.                                                                                  | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       3800 | NS      | $106818.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 1-800-Flowers.com, Inc.                                                     | 1-800-Flowers.com, Inc., Class A                                                                       | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1267 | NS      | $12631.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                               | Healthcare Realty Trust, Inc.                                                                          | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      22350 | NS      | $481195.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                                                    | Lakeland Financial Corp.                                                                               | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        996 | NS      | $70427.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                                        | Cogent Communications Holdings, Inc.                                                                   | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2446 | NS      | $167722.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree, Inc.                                                               | Tiptree, Inc.                                                                                          | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        971 | NS      | $14574.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                                                 | Raytheon Technologies Corp.                                                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      81882 | NS      | $8175917.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd.                                                               | Voya CLO Ltd., Series 2018-4A, Class A1AR                                                              | CUSIP: 92917WBG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     825000 | PA      | $816855.60    | 0.02%             | 2032-01-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| STERIS plc                                                                  | STERIS plc                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       5674 | NS      | $1171737.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO XI Ltd.                                                         | Allegro CLO XI Ltd., Series 2019-2A, Class A1A                                                         | CUSIP: 01750HAA0<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2233903.50   | 0.05%             | 2033-01-19      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Community Healthcare Trust, Inc.                                            | Community Healthcare Trust, Inc.                                                                       | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |        870 | NS      | $37305.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet, Inc.                                                            | Smartsheet, Inc., Class A                                                                              | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |       6910 | NS      | $298581.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                                           | Encore Wire Corp.                                                                                      | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1077 | NS      | $173860.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genworth Financial, Inc.                                                    | Genworth Financial, Inc., Class A                                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      10312 | NS      | $56922.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                                                  | Northern Oil and Gas, Inc.                                                                             | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |       3779 | NS      | $126672.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Dominion Freight Line, Inc.                                             | Old Dominion Freight Line, Inc.                                                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       5674 | NS      | $1890803.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix, Inc.                                                            | Stitch Fix, Inc., Class A                                                                              | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       2254 | NS      | $11743.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEL-SCI Corp.                                                               | CEL-SCI Corp.                                                                                          | CUSIP: 150837607<br>LEI: 549300FIWOFSETIVMI17 | Long             | EC               | CORP              | US        |        269 | NS      | $704.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BHMS                                                                        | BHMS, Series 2018-ATLS, Class D                                                                        | CUSIP: 05549GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3830000 | PA      | $3569185.04   | 0.07%             | 2035-07-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                        | HCA Healthcare, Inc.                                                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      12017 | NS      | $3065176.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                                  | Unum Group                                                                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      10721 | NS      | $450603.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences, Inc.                                                       | IGM Biosciences, Inc.                                                                                  | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |        313 | NS      | $7114.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                                                | Ecolab, Inc.                                                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      14268 | NS      | $2209114.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus, Inc.                                                                | Agenus, Inc.                                                                                           | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |      20930 | NS      | $54627.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                                | Verizon Communications, Inc.                                                                           | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5780000 | PA      | $5154640.76   | 0.10%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Traeger, Inc.                                                               | Traeger, Inc.                                                                                          | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        171 | NS      | $620.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                                        | Alliant Energy Corp.                                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      14019 | NS      | $757446.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.                                            | Kulicke & Soffa Industries, Inc.                                                                       | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       3429 | NS      | $175221.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6820500 | PA      | $4411478.12   | 0.09%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                               | Obic Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      16800 | NS      | $2688118.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MarineMax, Inc.                                                             | MarineMax, Inc.                                                                                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |        833 | NS      | $26031.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                                                    | Alarm.com Holdings, Inc.                                                                               | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       2582 | NS      | $138395.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos, Inc.                                                               | Allakos, Inc.                                                                                          | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |        403 | NS      | $2994.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp.                                                                  | Viad Corp.                                                                                             | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |        830 | NS      | $24526.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBJPM Mortgage Trust                                                        | DBJPM Mortgage Trust, Series 2016-C1, Class B                                                          | CUSIP: 23312LAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1530000 | PA      | $1389709.10   | 0.03%             | 2049-05-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                          | Equity Residential                                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      22637 | NS      | $1440845.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                       | Elevance Health, Inc.                                                                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      13426 | NS      | $6712865.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                                | Arcosa, Inc.                                                                                           | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       2822 | NS      | $167259.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals, Inc.                                              | KalVista Pharmaceuticals, Inc.                                                                         | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |        626 | NS      | $4982.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Brands International, Inc.                                           | Genius Brands International, Inc.                                                                      | CUSIP: 37229T301<br>LEI: 549300U63XLMGMNWTU54 | Long             | EC               | CORP              | US        |       1924 | NS      | $1404.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                                                 | Masco Corp.                                                                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      15978 | NS      | $850029.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                                    | Intuitive Surgical, Inc.                                                                               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      19761 | NS      | $4855080.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp.                                                                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      21338 | NS      | $1948799.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                                                       | Krystal Biotech, Inc.                                                                                  | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       1567 | NS      | $130249.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                                                  | Stepan Co.                                                                                             | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       1344 | NS      | $147624.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu's Fashion Lounge Holdings, Inc.                                        | Lulu's Fashion Lounge Holdings, Inc.                                                                   | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         93 | NS      | $300.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                  | Occidental Petroleum Corp.                                                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      45451 | NS      | $2944770.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AXT, Inc.                                                                   | AXT, Inc.                                                                                              | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |       1322 | NS      | $7786.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                | Mondelez International, Inc., Class A                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      80839 | NS      | $5290104.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                                                           | Wendy's Co. (The)                                                                                      | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       9565 | NS      | $213299.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                                                       | Upland Software, Inc.                                                                                  | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       1048 | NS      | $9149.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                                                     | East West Bancorp, Inc.                                                                                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8651 | NS      | $679276.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                                        | Northern Trust Corp.                                                                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      12746 | NS      | $1235979.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                    | Ford Credit Floorplan Master Owner Trust, Series 2020-2, Class A                                       | CUSIP: 34528QHQ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    2940000 | PA      | $2686250.36   | 0.05%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      98744 | NS      | $14589426.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corp.                                               | Cerberus Cyber Sentinel Corp.                                                                          | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        324 | NS      | $463.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantax, Inc.                                                               | Avantax, Inc.                                                                                          | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |       4690 | NS      | $136666.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                         | Omnicom Group, Inc.                                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      13866 | NS      | $1192337.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                                                      | Lancaster Colony Corp.                                                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       1101 | NS      | $211292.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prelude Therapeutics, Inc.                                                  | Prelude Therapeutics, Inc.                                                                             | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        148 | NS      | $944.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                        | Vornado Realty Trust                                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8936 | NS      | $217949.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                                                  | Rackspace Technology, Inc.                                                                             | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2465 | NS      | $7395.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic, Inc.                                                              | Harmonic, Inc.                                                                                         | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |       3647 | NS      | $48030.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dun & Bradstreet Holdings, Inc.                                             | Dun & Bradstreet Holdings, Inc.                                                                        | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20923 | NS      | $306521.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Revolving Receivables Trust                                    | GM Financial Revolving Receivables Trust, Series 2021-1, Class A                                       | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $5774188.55   | 0.12%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                      | ON Semiconductor Corp.                                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      24945 | NS      | $1832210.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                                  | Etsy, Inc.                                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       7062 | NS      | $971589.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Life Global Funding                                                | New York Life Global Funding                                                                           | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $274638.56    | 0.01%             | 2025-06-24      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| National Instruments Corp.                                                  | National Instruments Corp.                                                                             | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       7765 | NS      | $419310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                                             | Oceaneering International, Inc.                                                                        | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       6298 | NS      | $134462.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sealed Air Corp.                                                            | Sealed Air Corp.                                                                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       8212 | NS      | $449689.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1800000 | PA      | $1812234.37   | 0.04%             | 2053-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                     | Texas Instruments, Inc.                                                                                | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $867331.29    | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                     | Arrow Electronics, Inc.                                                                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       3486 | NS      | $409570.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management, Inc.                                           | Sculptor Capital Management, Inc.                                                                      | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |        768 | NS      | $7134.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Steel Corp.                                                   | United States Steel Corp.                                                                              | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      13943 | NS      | $397236.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                                                  | Yelp, Inc.                                                                                             | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       4087 | NS      | $128781.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings, Inc.                                                     | LiveRamp Holdings, Inc.                                                                                | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       4023 | NS      | $107655.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                                                         | Union Pacific Corp.                                                                                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      34612 | NS      | $7067424.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                                                 | Argan, Inc.                                                                                            | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |        595 | NS      | $23199.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics, Inc.                                               | Monte Rosa Therapeutics, Inc.                                                                          | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        182 | NS      | $1346.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $2670665.50   | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                           | Dollar Tree, Inc.                                                                                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      11906 | NS      | $1788043.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp.                                                          | Getty Realty Corp.                                                                                     | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |        377 | NS      | $13734.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                                      | WEC Energy Group, Inc.                                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      18362 | NS      | $1725844.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals, Inc.                                         | United States Lime & Minerals, Inc.                                                                    | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |         82 | NS      | $12447.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                                               | Sterling Infrastructure, Inc.                                                                          | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       1166 | NS      | $42430.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv, Inc.                                                                | Inotiv, Inc.                                                                                           | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |       1309 | NS      | $9490.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Emmett, Inc.                                                        | Douglas Emmett, Inc.                                                                                   | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9286 | NS      | $155540.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                                          | Reinsurance Group of America, Inc.                                                                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       3677 | NS      | $558058.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                                        | JBG SMITH Properties                                                                                   | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5875 | NS      | $118322.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT Trust                                                                 | AREIT Trust, Series 2022-CRE6, Class E                                                                 | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2050000 | PA      | $1888608.01   | 0.04%             | 2037-01-16      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                   | EQM Midstream Partners LP                                                                              | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2946030.00   | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Granite Construction, Inc.                                                  | Granite Construction, Inc.                                                                             | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       3295 | NS      | $140301.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NVE Corp.                                                                   | NVE Corp.                                                                                              | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |         31 | NS      | $2258.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                                                     | Earthstone Energy, Inc., Class A                                                                       | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |       1513 | NS      | $21030.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corp.                                                    | Marathon Petroleum Corp.                                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      26216 | NS      | $3369280.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                                                           | Lucid Group, Inc.                                                                                      | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28215 | NS      | $329833.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva, Inc.                                                              | Innoviva, Inc.                                                                                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       4308 | NS      | $54496.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Personalis, Inc.                                                            | Personalis, Inc.                                                                                       | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |        236 | NS      | $554.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group, Inc.                                    | Silvercrest Asset Management Group, Inc., Class A                                                      | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3180 | NS      | $60102.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                                                          | U-Haul Holding Co.                                                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        458 | NS      | $30699.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETGEAR, Inc.                                                               | NETGEAR, Inc.                                                                                          | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       1188 | NS      | $23724.36     | 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        |       2829 | NS      | $84360.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                                                     | United Fire Group, Inc.                                                                                | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        898 | NS      | $28278.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Relay Therapeutics, Inc.                                                    | Relay Therapeutics, Inc.                                                                               | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4514 | NS      | $96870.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Materials, Inc.                                                      | Summit Materials, Inc., Class A                                                                        | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |       6744 | NS      | $221607.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Apidos CLO XII                                                              | Apidos CLO XII, Series 2013-12A, Class AR                                                              | CUSIP: 03764DAH4<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1090160.50   | 0.02%             | 2031-04-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Armada Hoffler Properties, Inc.                                             | Armada Hoffler Properties, Inc.                                                                        | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |       9876 | NS      | $125227.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                                       | Peoples Bancorp, Inc.                                                                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2982 | NS      | $88475.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3432070.52   | 0.07%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Village Super Market, Inc.                                                  | Village Super Market, Inc., Class A                                                                    | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |        257 | NS      | $5977.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                                                | PACCAR, Inc.                                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      18694 | NS      | $2043441.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                                      | Daikin Industries Ltd.                                                                                 | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       8700 | NS      | $1514804.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackbaud, Inc.                                                             | Blackbaud, Inc.                                                                                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       2557 | NS      | $159070.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                                                  | Fulcrum Therapeutics, Inc.                                                                             | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2343 | NS      | $29545.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Momentive Global, Inc.                                                      | Momentive Global, Inc.                                                                                 | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |       7257 | NS      | $55951.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                                                         | Donaldson Co., Inc.                                                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       6980 | NS      | $435203.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber, Inc.                                                                 | Weber, Inc., Class A                                                                                   | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        130 | NS      | $1060.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                                                           | S&T Bancorp, Inc.                                                                                      | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        484 | NS      | $17607.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor, Inc.                                                         | GCM Grosvenor, Inc., Class A                                                                           | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3601 | NS      | $32264.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                                                     | Alphatec Holdings, Inc.                                                                                | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       1674 | NS      | $21795.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Western Digital Corp.                                                       | Western Digital Corp.                                                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      17811 | NS      | $782793.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMRT                                                                        | SMRT, Series 2022-MINI, Class A                                                                        | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4110000 | PA      | $4012219.81   | 0.08%             | 2039-01-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Silvergate Capital Corp.                                                    | Silvergate Capital Corp., Class A                                                                      | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       1583 | NS      | $22541.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingevity Corp.                                                              | Ingevity Corp.                                                                                         | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       2219 | NS      | $182934.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Baker Hughes Co.                                                            | Baker Hughes Co.                                                                                       | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52991 | NS      | $1681934.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.                                             | Regeneron Pharmaceuticals, Inc.                                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       5860 | NS      | $4444634.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                                   | WESCO International, Inc.                                                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       2434 | NS      | $362690.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                                      | Booking Holdings, Inc.                                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       2188 | NS      | $5325810.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                                             | Affiliated Managers Group, Inc.                                                                        | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       1982 | NS      | $342370.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                                                    | Perdoceo Education Corp.                                                                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       2677 | NS      | $40074.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                                             | Central Pacific Financial Corp.                                                                        | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |        170 | NS      | $3842.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp.                                                         | Cvent Holding Corp.                                                                                    | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9682 | NS      | $78133.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mind Medicine MindMed, Inc.                                                 | Mind Medicine MindMed, Inc.                                                                            | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |        213 | NS      | $726.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                                                | NetApp, Inc.                                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      12533 | NS      | $830060.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                                                 | Qorvo, Inc.                                                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       5758 | NS      | $625664.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                                                      | Tradeweb Markets, Inc., Class A                                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7331 | NS      | $546452.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diana Shipping, Inc.                                                        | Diana Shipping, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300XD7FHNJ0THIV12       | Long             | EC               | CORP              | MH        |        496 | NS      | $1993.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                                        | United Rentals, Inc.                                                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       3775 | NS      | $1664586.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr. Cooper Group, Inc.                                                      | Mr. Cooper Group, Inc.                                                                                 | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       4170 | NS      | $191778.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7020000 | PA      | $6893031.16   | 0.14%             | 2025-04-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                                                   | FNB Corp.                                                                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      19385 | NS      | $276623.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 1000                                                       | Vanguard Russell 1000                                                                                  | CUSIP: 92206C730<br>LEI: N/A                  | Long             |  | RF                | US        |     126086 | NS      | $23426778.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp, Inc.                                                           | BCB Bancorp, Inc.                                                                                      | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |         96 | NS      | $1727.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                                               | Sempra Energy                                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      18879 | NS      | $3026870.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                                          | Tractor Supply Co.                                                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       6231 | NS      | $1420605.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                                           | Forward Air Corp.                                                                                      | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1073 | NS      | $115723.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB Private Education Loan Trust                                            | SMB Private Education Loan Trust, Series 2021-C, Class A2                                              | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7652059 | PA      | $7452705.67   | 0.15%             | 2053-01-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                                                | Ligand Pharmaceuticals, Inc.                                                                           | CUSIP: 532CNT029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        326 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Allison Transmission Holdings, Inc.                                         | Allison Transmission Holdings, Inc.                                                                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       5000 | NS      | $225400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxxinity, Inc.                                                             | Vaxxinity, Inc., Class A                                                                               | CUSIP: 92244V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        232 | NS      | $928.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis, Inc.                                                               | Aemetis, Inc.                                                                                          | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |       5384 | NS      | $25143.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Transphorm, Inc.                                                            | Transphorm, Inc.                                                                                       | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Long             | EC               | CORP              | US        |        143 | NS      | $666.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group, Inc.                                                  | Alta Equipment Group, Inc.                                                                             | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |        689 | NS      | $11678.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                                           | Joint Corp. (The)                                                                                      | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        514 | NS      | $9339.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                                                 | Chegg, Inc.                                                                                            | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       7890 | NS      | $163796.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myovant Sciences Ltd.                                                       | Myovant Sciences Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        684 | NS      | $18385.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LL Flooring Holdings, Inc.                                                  | LL Flooring Holdings, Inc.                                                                             | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1180 | NS      | $7150.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                                               | IDACORP, Inc.                                                                                          | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       2788 | NS      | $294998.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Halcyon Loan Advisors Funding Ltd.                                          | Halcyon Loan Advisors Funding Ltd., Series 2017-2A, Class A2                                           | CUSIP: 40490BAC2<br>LEI: 549300IKIM3YK4H3N895 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $731585.25    | 0.01%             | 2030-01-17      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| HF Foods Group, Inc.                                                        | HF Foods Group, Inc.                                                                                   | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |       1518 | NS      | $7073.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                                           | Hershey Co. (The)                                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       8588 | NS      | $1928864.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                            | WisdomTree, Inc.                                                                                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       1532 | NS      | $8824.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                                          | Zillow Group, Inc., Class A                                                                            | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       5080 | NS      | $218236.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stratus Static CLO Ltd.                                                     | Stratus Static CLO Ltd., Series 2022-3A, Class A                                                       | CUSIP: 86317EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2750000 | PA      | $2749821.25   | 0.06%             | 2031-10-20      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Shake Shack, Inc.                                                           | Shake Shack, Inc., Class A                                                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       2200 | NS      | $125136.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                                                   | Methode Electronics, Inc.                                                                              | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       2738 | NS      | $130712.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Audacy, Inc.                                                                | Audacy, Inc.                                                                                           | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4131 | NS      | $1326.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadstone Net Lease, Inc.                                                  | Broadstone Net Lease, Inc.                                                                             | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       7823 | NS      | $141674.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  394095045 | PA      | $19936556.02  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings, Inc.                                                | Southwest Gas Holdings, Inc.                                                                           | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3501 | NS      | $234321.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze, Inc.                                                                 | Braze, Inc., Class A                                                                                   | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |        227 | NS      | $7264.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Hotel Properties, Inc.                                               | Summit Hotel Properties, Inc.                                                                          | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       3381 | NS      | $28806.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                                                     | Veris Residential, Inc.                                                                                | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6478 | NS      | $112069.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                                               | Sylvamo Corp.                                                                                          | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       2279 | NS      | $108320.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings, Inc.                                                    | Paymentus Holdings, Inc., Class A                                                                      | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $869.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                      | Home Depot, Inc. (The)                                                                                 | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     800000 | PA      | $759173.28    | 0.02%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies, Inc.                                                    | Tyler Technologies, Inc.                                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       2304 | NS      | $743662.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                                       | Titan Machinery, Inc.                                                                                  | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |        773 | NS      | $33965.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                                      | CRISPR Therapeutics AG                                                                                 | CUSIP: N/A<br>LEI: 506700O6IRRIQLT3W370       | Long             | EC               | CORP              | CH        |        214 | NS      | $10918.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                                                | Copart, Inc.                                                                                           | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      24182 | NS      | $1610763.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                                             | Marathon Digital Holdings, Inc.                                                                        | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |       5719 | NS      | $41233.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XGL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1156548 | PA      | $1087782.12   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blink Charging Co.                                                          | Blink Charging Co.                                                                                     | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1406 | NS      | $19135.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Merck & Co., Inc.                                                           | Merck & Co., Inc.                                                                                      | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     260000 | PA      | $215452.72    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                          | American International Group, Inc.                                                                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      42394 | NS      | $2680148.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet, Inc.                                                            | NerdWallet, Inc., Class A                                                                              | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |        216 | NS      | $2525.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                                                          | RH                                                                                                     | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       1142 | NS      | $356292.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co.                                                        | Century Aluminum Co.                                                                                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       2200 | NS      | $24728.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                         | EOG Resources, Inc.                                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      33300 | NS      | $4403925.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                       | Gilead Sciences, Inc.                                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      72102 | NS      | $6052241.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                                                     | Helmerich & Payne, Inc.                                                                                | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       6642 | NS      | $321738.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Corp.                                                                   | CTS Corp.                                                                                              | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       1614 | NS      | $71839.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      43073 | NS      | $4412828.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                                           | Hess Midstream LP, Class A                                                                             | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        277 | NS      | $8553.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT, Inc.                                                                 | SHIFT, Inc.                                                                                            | CUSIP: N/A<br>LEI: 353800HJXMOPLJ7BO262       | Long             | EC               | CORP              | JP        |      20200 | NS      | $3745373.02   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | S&P 500 E-Mini Index                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        207 | NC      | $1274164.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Professional Loan Program Trust                                        | SoFi Professional Loan Program Trust, Series 2020-C, Class AFX                                         | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1039142 | PA      | $940837.98    | 0.02%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617MQCZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     248196 | PA      | $221233.46    | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vinco Ventures, Inc.                                                        | Vinco Ventures, Inc.                                                                                   | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1159 | NS      | $856.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications, Inc.                                             | Zoom Video Communications, Inc., Class A                                                               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      13967 | NS      | $1047525.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                                              | DocuSign, Inc.                                                                                         | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      11359 | NS      | $688809.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EnerSys                                                                     | EnerSys                                                                                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       2593 | NS      | $215270.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs, Inc.                                                            | Blend Labs, Inc., Class A                                                                              | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19379 | NS      | $32169.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sana Biotechnology, Inc.                                                    | Sana Biotechnology, Inc.                                                                               | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2928 | NS      | $13351.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NEOGAMES SA                                                                 | NEOGAMES SA                                                                                            | CUSIP: N/A<br>LEI: 222100MZTIQEZS4XY614       | Long             | EC               | CORP              | LU        |         66 | NS      | $851.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2021-RPL3, Class A1                                                                 | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1222054 | PA      | $1072553.00   | 0.02%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3133KLA98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455100 | PA      | $402310.60    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                                         | MicroStrategy, Inc., Class A                                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        470 | NS      | $118313.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fossil Group, Inc.                                                          | Fossil Group, Inc.                                                                                     | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |       1949 | NS      | $11070.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings, Inc.                                                 | Energy Vault Holdings, Inc.                                                                            | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |        619 | NS      | $2624.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2831764.26   | 0.06%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                                      | Jacobs Solutions, Inc.                                                                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7234 | NS      | $893760.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                                                    | UnitedHealth Group, Inc.                                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      53147 | NS      | $26530450.93  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                                                    | iTeos Therapeutics, Inc.                                                                               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1933 | NS      | $40399.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                                          | General Motors Co.                                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      79883 | NS      | $3140999.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                                                 | Jabil, Inc.                                                                                            | CUSIP: 46652MP33<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   38300000 | PA      | $38283751.23  | 0.77%             | 2023-02-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                  | Carpenter Technology Corp.                                                                             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       3205 | NS      | $154769.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix, Inc.                                                               | Zogenix, Inc., CVR                                                                                     | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             |  | CORP              | US        |       4060 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust                                                                    | BX Trust, Series 2019-MMP, Class A                                                                     | CUSIP: 05606KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2009942 | PA      | $1987076.77   | 0.04%             | 2036-08-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                                  | TPG RE Finance Trust, Inc.                                                                             | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2384 | NS      | $20764.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                                   | Essential Utilities, Inc.                                                                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      13176 | NS      | $615714.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4285153.75   | 0.09%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Pathward Financial, Inc.                                                    | Pathward Financial, Inc.                                                                               | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |        390 | NS      | $19351.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble, Inc.                                                                | Bumble, Inc., Class A                                                                                  | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4541 | NS      | $116930.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     436000 | PA      | $434174.16    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                              | Thermo Fisher Scientific, Inc.                                                                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      21869 | NS      | $12472546.77  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                                                | SiTime Corp.                                                                                           | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        817 | NS      | $94142.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics, Inc.                                                  | Aldeyra Therapeutics, Inc.                                                                             | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |        363 | NS      | $2141.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | OIS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    9683000 | PA      | $1148572.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock & Wilcox Enterprises, Inc.                                          | Babcock & Wilcox Enterprises, Inc.                                                                     | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |        380 | NS      | $2523.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7330000 | PA      | $6926563.69   | 0.14%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                    | CACI International, Inc., Class A                                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       1312 | NS      | $404214.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                                                     | Heartland Express, Inc.                                                                                | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       1954 | NS      | $32866.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                                                 | Opendoor Technologies, Inc.                                                                            | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      24373 | NS      | $53376.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Guardant Health, Inc.                                                       | Guardant Health, Inc.                                                                                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       5609 | NS      | $176290.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P10, Inc.                                                                   | P10, Inc., Class A                                                                                     | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        248 | NS      | $2802.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                                           | Cambridge Bancorp                                                                                      | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        262 | NS      | $20960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      12791 | PA      | $-7542.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                 | HEICO Corp., Class A                                                                                   | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       4347 | NS      | $581106.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.                                             | Hudson Pacific Properties, Inc.                                                                        | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11455 | NS      | $130472.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK, Inc.                                                                  | BARK, Inc.                                                                                             | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        638 | NS      | $1282.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Interstate BancSystem, Inc.                                           | First Interstate BancSystem, Inc., Class A                                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |       5507 | NS      | $197591.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      10513 | PA      | $-3674.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                                 | FedEx Corp.                                                                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      13419 | NS      | $2601407.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                                                       | Lifetime Brands, Inc.                                                                                  | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |        401 | NS      | $3212.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                                                     | Veeco Instruments, Inc.                                                                                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       2006 | NS      | $39839.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enova International, Inc.                                                   | Enova International, Inc.                                                                              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       1804 | NS      | $82352.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury, Inc.                                                               | Denbury, Inc.                                                                                          | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       2770 | NS      | $240380.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7560000 | PA      | $6981575.18   | 0.14%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Park Aerospace Corp.                                                        | Park Aerospace Corp.                                                                                   | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |        705 | NS      | $9806.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Synopsys, Inc.                                                              | Synopsys, Inc.                                                                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       8581 | NS      | $3035528.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing III LP                                              | Hertz Vehicle Financing III LP, Series 2021-2A, Class A                                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $3758861.08   | 0.08%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Wayfair, Inc.                                                               | Wayfair, Inc., Class A                                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       3975 | NS      | $240487.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co.                                                                               | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |        257 | NS      | $10778.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                                     | First Financial Bancorp                                                                                | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       1049 | NS      | $26571.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                                           | OSI Systems, Inc.                                                                                      | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |        389 | NS      | $36842.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp.                                                                | Omeros Corp.                                                                                           | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |        389 | NS      | $1128.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                                                     | CommVault Systems, Inc.                                                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       2747 | NS      | $170945.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                       | Churchill Downs, Inc.                                                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       1914 | NS      | $474863.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2600000 | PA      | $2477240.87   | 0.05%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Seagen, Inc.                                                                | Seagen, Inc.                                                                                           | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8595 | NS      | $1198830.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                                     | Euronet Worldwide, Inc.                                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       3048 | NS      | $343448.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy, Inc.                                                   | New Fortress Energy, Inc.                                                                              | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3529 | NS      | $136889.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| O'Reilly Automotive, Inc.                                                   | O'Reilly Automotive, Inc.                                                                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       3766 | NS      | $2983990.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                                         | CVB Financial Corp.                                                                                    | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        854 | NS      | $20683.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dover Corp.                                                                 | Dover Corp.                                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       8153 | NS      | $1237869.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                                        | Voya Financial, Inc.                                                                                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       5072 | NS      | $353873.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Foundry Bancorp                                                        | Blue Foundry Bancorp                                                                                   | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |        164 | NS      | $1948.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy XXVI CLO Ltd.                                                        | Galaxy XXVI CLO Ltd., Series 2018-26A, Class A                                                         | CUSIP: 36321LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $446069.25    | 0.01%             | 2031-11-22      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                                               | Apellis Pharmaceuticals, Inc.                                                                          | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       5497 | NS      | $289856.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                                   | NOW, Inc.                                                                                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       9397 | NS      | $131933.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                                                 | Brighthouse Financial, Inc.                                                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       3590 | NS      | $202009.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp.                                                   | Curo Group Holdings Corp.                                                                              | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |        750 | NS      | $3030.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                                                | Incyte Corp.                                                                                           | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      10398 | NS      | $885285.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                                               | MongoDB, Inc.                                                                                          | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       3687 | NS      | $789792.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                                                 | Vicor Corp.                                                                                            | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       1216 | NS      | $84426.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Medical Properties Trust, Inc.                                              | Medical Properties Trust, Inc.                                                                         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      35308 | NS      | $457238.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology, Inc.                                                | Nautilus Biotechnology, Inc.                                                                           | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        286 | NS      | $560.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMCC Commercial Mortgage Securities Trust                                  | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class A5                                  | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1888405.80   | 0.04%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Independent Bank Group, Inc.                                                | Independent Bank Group, Inc.                                                                           | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1834 | NS      | $112424.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                                                            | Kennametal, Inc.                                                                                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       5024 | NS      | $143184.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                                  | Visa, Inc., Class A                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      91962 | NS      | $21170572.02  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| U-Haul Holding Co.                                                          | U-Haul Holding Co.                                                                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       4121 | NS      | $254636.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid, Inc.                                                              | Avangrid, Inc.                                                                                         | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       4469 | NS      | $188457.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3617MKP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     149833 | PA      | $130927.92    | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5550000 | PA      | $5316302.15   | 0.11%             | 2025-11-19      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                       | Parker-Hannifin Corp.                                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       7122 | NS      | $2321772.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                                              | Sierra Bancorp                                                                                         | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        551 | NS      | $11604.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                                        | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4650000 | PA      | $4470355.16   | 0.09%             | 2041-12-25      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                        | Crown Holdings, Inc.                                                                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       6771 | NS      | $596931.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                                           | Q2 Holdings, Inc.                                                                                      | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       3222 | NS      | $105423.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                                                 | Cowen, Inc., Class A                                                                                   | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       1933 | NS      | $75155.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                                           | Alamo Group, Inc.                                                                                      | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        695 | NS      | $108746.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                                                  | ASGN, Inc.                                                                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       2656 | NS      | $241563.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                                                    | Anika Therapeutics, Inc.                                                                               | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        570 | NS      | $17675.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                                              | Bread Financial Holdings, Inc.                                                                         | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       2603 | NS      | $106801.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                               | Orbia Advance Corp. SAB de CV                                                                          | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     750000 | PA      | $605130.00    | 0.01%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                   | Illinois Tool Works, Inc.                                                                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      17012 | NS      | $4015512.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                                       | STAG Industrial, Inc.                                                                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      12615 | NS      | $449094.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc.                                                   | BrightSpire Capital, Inc.                                                                              | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |       3087 | NS      | $23522.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $1937038.40   | 0.04%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Caleres, Inc.                                                               | Caleres, Inc.                                                                                          | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       1514 | NS      | $39394.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                                               | Keyence Corp.                                                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       9000 | NS      | $4157340.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CTI BioPharma Corp.                                                         | CTI BioPharma Corp.                                                                                    | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10014 | NS      | $55377.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources, Inc.                                         | Alpha Metallurgical Resources, Inc.                                                                    | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        859 | NS      | $138238.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                                                  | Highwoods Properties, Inc.                                                                             | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       5634 | NS      | $171104.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy, Inc.                                                                 | Nerdy, Inc.                                                                                            | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        275 | NS      | $781.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                            | McDonald's Corp.                                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      41773 | NS      | $11170100.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                             | Albemarle Corp.                                                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       6575 | NS      | $1850533.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio, Inc.                                                          | Gossamer Bio, Inc.                                                                                     | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |       6488 | NS      | $17128.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Elanco Animal Health, Inc.                                                  | Elanco Animal Health, Inc.                                                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      32327 | NS      | $443849.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International, Inc.                                                 | Kimball International, Inc., Class B                                                                   | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |       1453 | NS      | $10752.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2860000 | PA      | $2883850.08   | 0.06%             | 2029-01-13      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Vicarious Surgical, Inc.                                                    | Vicarious Surgical, Inc.                                                                               | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        242 | NS      | $655.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                                                          | Pitney Bowes, Inc.                                                                                     | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       2132 | NS      | $9188.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $301736.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Y-mAbs Therapeutics, Inc.                                                   | Y-mAbs Therapeutics, Inc.                                                                              | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1202 | NS      | $5396.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1080985.50   | 0.02%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Denali Therapeutics, Inc.                                                   | Denali Therapeutics, Inc.                                                                              | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |       6762 | NS      | $204685.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                                   | PVH Corp.                                                                                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       3852 | NS      | $346294.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centennial Energy Holdings, Inc.                                            | Centennial Energy Holdings, Inc.                                                                       | CUSIP: 1513E3PD5<br>LEI: 549300I76MW4N0RMJ639 | Long             | STIV             | CORP              | US        |    8850000 | PA      | $8834896.50   | 0.18%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                        | General Electric Co.                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      61978 | NS      | $4987989.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                                                             | AMERISAFE, Inc.                                                                                        | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       1788 | NS      | $98483.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands, Inc.                                                           | Solo Brands, Inc., Class A                                                                             | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        122 | NS      | $539.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622ABUA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92646 | PA      | $85219.23     | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                       | Las Vegas Sands Corp.                                                                                  | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2434357.43   | 0.05%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic, Inc.                                                          | Cirrus Logic, Inc.                                                                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       3098 | NS      | $280028.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse AG                                                            | Credit Suisse AG                                                                                       | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     760000 | PA      | $778509.15    | 0.02%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2021-7, Class A3                                                      | CUSIP: 03464JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3520472 | PA      | $2914560.04   | 0.06%             | 2066-10-25      | Variable      | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Vintage Wine Estates, Inc.                                                  | Vintage Wine Estates, Inc.                                                                             | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        210 | NS      | $600.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                                        | Kontoor Brands, Inc.                                                                                   | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       2878 | NS      | $137453.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinder Morgan, Inc.                                                         | Kinder Morgan, Inc.                                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     108913 | NS      | $1993107.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Paycom Software, Inc.                                                       | Paycom Software, Inc.                                                                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       2864 | NS      | $927764.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                                                 | Phillips Edison & Co., Inc.                                                                            | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |       7938 | NS      | $266081.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                                                 | Aflac, Inc.                                                                                            | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      34448 | NS      | $2531928.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                                                | Simmons First National Corp., Class A                                                                  | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       4088 | NS      | $91203.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                  | Patterson-UTI Energy, Inc.                                                                             | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      12531 | NS      | $210520.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                                       | Texas Roadhouse, Inc.                                                                                  | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       3811 | NS      | $382738.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                    | G-III Apparel Group Ltd.                                                                               | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       1773 | NS      | $29999.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp, Inc.                                                         | Unity Bancorp, Inc.                                                                                    | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |         48 | NS      | $1270.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings, Inc.                                                        | Hippo Holdings, Inc.                                                                                   | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         83 | NS      | $1392.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                                                | StoneCo Ltd., Class A                                                                                  | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |      14992 | NS      | $167310.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holdings PBC                                         | GreenLight Biosciences Holdings PBC                                                                    | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        454 | NS      | $494.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Icosavax, Inc.                                                              | Icosavax, Inc.                                                                                         | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        162 | NS      | $1709.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                  | Constellation Brands, Inc.                                                                             | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1311287.00   | 0.03%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5770000 | PA      | $5704781.40   | 0.11%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                                                | Chefs' Warehouse, Inc. (The)                                                                           | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       2768 | NS      | $105820.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hecla Mining Co.                                                            | Hecla Mining Co.                                                                                       | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      31337 | NS      | $193349.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Matterport, Inc.                                                            | Matterport, Inc.                                                                                       | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16120 | NS      | $56742.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Leidos Holdings, Inc.                                                       | Leidos Holdings, Inc.                                                                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       7614 | NS      | $752567.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                                               | Weatherford International plc                                                                          | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |       3582 | NS      | $203744.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Russian Federation                                                          | Russian Federation                                                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |  334155000 | PA      | $713892.00    | 0.01%             | 2029-05-23      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| Rover Group, Inc.                                                           | Rover Group, Inc.                                                                                      | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        810 | NS      | $3312.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                                              | Toro Co. (The)                                                                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       5580 | NS      | $622281.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                              | Western Midstream Operating LP                                                                         | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1184200.00   | 0.02%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                   | CBAM Ltd., Series 2017-1A, Class A1                                                                    | CUSIP: 12480VAC9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    1029566 | PA      | $1023605.57   | 0.02%             | 2030-07-20      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Aadi Bioscience, Inc.                                                       | Aadi Bioscience, Inc.                                                                                  | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |         79 | NS      | $996.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                                               | Portland General Electric Co.                                                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       4813 | NS      | $229002.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FHLMC Pool                                                                  | UMBS                                                                                                   | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     228675 | PA      | $204964.28    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Biohaven Ltd.                                                               | Biohaven Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       5397 | NS      | $103028.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthpeak Properties, Inc.                                                 | Healthpeak Properties, Inc.                                                                            | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      31166 | NS      | $856441.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy, Inc.                                                         | Vertex Energy, Inc.                                                                                    | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |       4857 | NS      | $35358.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRCOR International, Inc.                                                  | CIRCOR International, Inc.                                                                             | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |        793 | NS      | $21926.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                                    | NextGen Healthcare, Inc.                                                                               | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2159 | NS      | $41064.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TTEC Holdings, Inc.                                                         | TTEC Holdings, Inc.                                                                                    | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        703 | NS      | $35740.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                           | Yum! Brands, Inc.                                                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      17186 | NS      | $2242944.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                                                      | Astec Industries, Inc.                                                                                 | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       2308 | NS      | $101875.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                                       | Quaker Chemical Corp.                                                                                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |        725 | NS      | $142730.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Gas, Inc.                                                               | ONE Gas, Inc.                                                                                          | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       2856 | NS      | $235220.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings, Inc.                                                        | Everi Holdings, Inc.                                                                                   | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |       3073 | NS      | $53378.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                                          | DT Midstream, Inc.                                                                                     | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4683 | NS      | $255972.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rigetti Computing, Inc.                                                     | Rigetti Computing, Inc.                                                                                | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        510 | NS      | $398.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AbCellera Biologics, Inc.                                                   | AbCellera Biologics, Inc.                                                                              | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |      10741 | NS      | $113102.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie, Inc.                                                                | Zimvie, Inc.                                                                                           | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |        130 | NS      | $1275.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                                              | Catalent, Inc.                                                                                         | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9635 | NS      | $515954.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                                      | TTM Technologies, Inc.                                                                                 | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       6311 | NS      | $99208.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kforce, Inc.                                                                | Kforce, Inc.                                                                                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |        822 | NS      | $46138.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                                   | 8x8, Inc.                                                                                              | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |       6903 | NS      | $32513.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                | Charter Communications, Inc., Class A                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       6058 | NS      | $2328149.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                                             | American Eagle Outfitters, Inc.                                                                        | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       8806 | NS      | $142128.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture plc                                                               | Accenture plc, Class A                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      35595 | NS      | $9932784.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp.                                                        | GrowGeneration Corp.                                                                                   | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1958 | NS      | $10103.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon CLO Ltd.                                                           | Marathon CLO Ltd., Series 2020-15A, Class A2R                                                          | CUSIP: 56579UAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3400000 | PA      | $3284015.80   | 0.07%             | 2031-11-15      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                          | TSMC Arizona Corp.                                                                                     | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2299287.38   | 0.05%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Napco Security Technologies, Inc.                                           | Napco Security Technologies, Inc.                                                                      | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       1011 | NS      | $29288.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                       | Targa Resources Corp.                                                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      13393 | NS      | $1004742.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp.                                                 | Navitas Semiconductor Corp.                                                                            | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        488 | NS      | $2420.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PubMatic, Inc.                                                              | PubMatic, Inc., Class A                                                                                | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3104 | NS      | $47584.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    1100000 | PA      | $1079243.00   | 0.02%             | 2024-07-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Workday, Inc.                                                               | Workday, Inc.                                                                                          | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3052969.18   | 0.06%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Gatos Silver, Inc.                                                          | Gatos Silver, Inc.                                                                                     | CUSIP: 368036109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        301 | NS      | $1553.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Investment Loan Trust                                      | Structured Asset Investment Loan Trust, Series 2004-7, Class A8                                        | CUSIP: 86358EKJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     891666 | PA      | $862209.21    | 0.02%             | 2034-08-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| OneSpaWorld Holdings Ltd.                                                   | OneSpaWorld Holdings Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |       1965 | NS      | $20652.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                            | Kinder Morgan Energy Partners LP                                                                       | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5281012.49   | 0.11%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gladstone Land Corp.                                                        | Gladstone Land Corp.                                                                                   | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |        845 | NS      | $16511.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      13229 | NS      | $608666.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Group LP                                                               | Star Group LP                                                                                          | CUSIP: 85512C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        202 | NS      | $2413.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         25 | NC      | $156.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                                          | Devon Energy Corp.                                                                                     | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1680082.52   | 0.03%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Archrock, Inc.                                                              | Archrock, Inc.                                                                                         | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      10610 | NS      | $105145.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                                             | Atlantic Union Bankshares Corp.                                                                        | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3698 | NS      | $143075.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                                                | Sprouts Farmers Market, Inc.                                                                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       6010 | NS      | $192019.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                                                | Lennar Corp., Class B                                                                                  | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        542 | NS      | $46807.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The)                                                                             | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2804545.79   | 0.06%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| eXp World Holdings, Inc.                                                    | eXp World Holdings, Inc.                                                                               | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |       3591 | NS      | $55983.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BancFirst Corp.                                                             | BancFirst Corp.                                                                                        | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       1192 | NS      | $102666.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PulteGroup, Inc.                                                            | PulteGroup, Inc.                                                                                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13225 | NS      | $752370.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sharecare, Inc.                                                             | Sharecare, Inc.                                                                                        | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28883 | NS      | $73362.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cheesecake Factory, Inc. (The)                                              | Cheesecake Factory, Inc. (The)                                                                         | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       3315 | NS      | $130113.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      48767 | NS      | $3103531.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink, Inc.                                                          | MeridianLink, Inc.                                                                                     | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        111 | NS      | $1762.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  395249483 | PA      | $25201483.22  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                                                       | Leggett & Platt, Inc.                                                                                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      12428 | NS      | $454367.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2                                        | CUSIP: 20753WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43922 | PA      | $43921.81     | 0.00%             | 2039-10-25      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                            | CVS Health Corp.                                                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      74265 | NS      | $6551658.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1470000 | PA      | $1427462.52   | 0.03%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| AZZ, Inc.                                                                   | AZZ, Inc.                                                                                              | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       1029 | NS      | $43711.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings, Inc.                                                       | Silgan Holdings, Inc.                                                                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       4374 | NS      | $235714.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       3080 | NS      | $253761.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyatt Hotels Corp.                                                          | Hyatt Hotels Corp., Class A                                                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       2640 | NS      | $288076.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                                                | NGM Biopharmaceuticals, Inc.                                                                           | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |       1149 | NS      | $6020.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3332406.00   | 0.07%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                            | BorgWarner, Inc.                                                                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      16389 | NS      | $774871.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                   | Carlyle Group, Inc. (The)                                                                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      14574 | NS      | $524226.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      30876 | PA      | $5643.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signature Bank                                                              | Signature Bank                                                                                         | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       3596 | NS      | $463704.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                                                             | Green Dot Corp., Class A                                                                               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        519 | NS      | $9383.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                                | Fastenal Co.                                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      33259 | NS      | $1681242.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                                                          | Tutor Perini Corp.                                                                                     | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       1621 | NS      | $14864.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health, Inc.                                                         | agilon health, Inc.                                                                                    | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11335 | NS      | $246649.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Foghorn Therapeutics, Inc.                                                  | Foghorn Therapeutics, Inc.                                                                             | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1720 | NS      | $14792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Lithium, Inc.                                                      | Piedmont Lithium, Inc.                                                                                 | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |       1335 | NS      | $91634.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo, Inc.                                                                 | Vimeo, Inc.                                                                                            | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |       8157 | NS      | $37032.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar, Inc.                                                        | Velodyne Lidar, Inc.                                                                                   | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |       4165 | NS      | $4873.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics, Inc.                                                  | Bioxcel Therapeutics, Inc.                                                                             | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |        477 | NS      | $13604.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tupperware Brands Corp.                                                     | Tupperware Brands Corp.                                                                                | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       3623 | NS      | $16049.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                                                     | Dell Technologies, Inc., Class C                                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      15379 | NS      | $624694.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp.                                                     | Arbutus Biopharma Corp.                                                                                | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |        708 | NS      | $2131.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                                                  | Chinook Therapeutics, Inc.                                                                             | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |       4458 | NS      | $112653.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                                         | Donnelley Financial Solutions, Inc.                                                                    | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       1204 | NS      | $54914.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings, Inc.                                                  | BigCommerce Holdings, Inc., Series 1                                                                   | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |       2887 | NS      | $35394.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                                               | Pioneer Natural Resources Co.                                                                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      13456 | NS      | $3099589.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Snap One Holdings Corp.                                                     | Snap One Holdings Corp.                                                                                | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |        113 | NS      | $1083.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                                               | Vericel Corp.                                                                                          | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       4322 | NS      | $118725.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                                                    | New York Times Co. (The), Class A                                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       8718 | NS      | $303735.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                                       | Electronic Arts, Inc.                                                                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      15554 | NS      | $2001488.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International, Inc.                                               | MoneyGram International, Inc.                                                                          | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |       3786 | NS      | $40775.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta, Inc.                                                                | Nkarta, Inc.                                                                                           | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        666 | NS      | $3549.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OneWater Marine, Inc.                                                       | OneWater Marine, Inc., Class A                                                                         | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        236 | NS      | $7726.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      11393 | NS      | $1233634.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                                   | FMC Corp.                                                                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       7092 | NS      | $944157.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co. (The)                                                           | Lovesac Co. (The)                                                                                      | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        325 | NS      | $8365.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                                         | STORE Capital Corp.                                                                                    | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      14509 | NS      | $467334.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                              | Teva Pharmaceutical Finance Netherlands III BV                                                         | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $276655.50    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                              | Shell International Finance BV                                                                         | CUSIP: 822582CA8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1210000 | PA      | $1212469.92   | 0.02%             | 2023-11-13      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                                      | PACCAR Financial Corp.                                                                                 | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1611151.18   | 0.03%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Angi, Inc.                                                                  | Angi, Inc.                                                                                             | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |        453 | NS      | $1318.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Health, Inc.                                                         | Radius Health, Inc., CVR                                                                               | CUSIP: 750CVR011<br>LEI: 549300EV6I2M6E0YVT27 | Long             |  | CORP              | US        |        294 | NS      | $23.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Myers Park CLO Ltd.                                                         | Myers Park CLO Ltd., Series 2018-1A, Class B1                                                          | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     510000 | PA      | $499816.32    | 0.01%             | 2030-10-20      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                                                | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       3778 | NS      | $251425.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                                                | MasTec, Inc.                                                                                           | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       3161 | NS      | $310505.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                    | Avis Budget Rental Car Funding AESOP LLC, Series 2021-1A, Class A                                      | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2190000 | PA      | $1943609.45   | 0.04%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| GSMSC Resecuritization Trust                                                | GSMSC Resecuritization Trust, Series 2015-7R, Class A                                                  | CUSIP: 36254RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     282827 | PA      | $280577.36    | 0.01%             | 2037-09-26      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                            | CVS Health Corp.                                                                                       | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $10825019.13  | 0.22%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enviva, Inc.                                                                | Enviva, Inc.                                                                                           | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |       1270 | NS      | $57759.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                                                     | Webster Financial Corp.                                                                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       9435 | NS      | $496752.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                                                        | Liberty Energy, Inc., Class A                                                                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6615 | NS      | $104715.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC Trust                                                                  | CSMC Trust, Series 2021-NQM8, Class A1                                                                 | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2366958 | PA      | $2072393.27   | 0.04%             | 2066-10-25      | Variable      | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                                         | Lindblad Expeditions Holdings, Inc.                                                                    | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |       1042 | NS      | $12399.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stock Yards Bancorp, Inc.                                                   | Stock Yards Bancorp, Inc.                                                                              | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       1871 | NS      | $112185.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Preformed Line Products Co.                                                 | Preformed Line Products Co.                                                                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        117 | NS      | $10334.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                              | QUALCOMM, Inc.                                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      62653 | NS      | $8346006.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     440000 | PA      | $438546.46    | 0.01%             | 2023-05-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Hagerty, Inc.                                                               | Hagerty, Inc., Class A                                                                                 | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        133 | NS      | $1278.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                                              | Amedisys, Inc.                                                                                         | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       1800 | NS      | $173988.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | 3 Month SOFR                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -300 | NC      | $21870.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                                                         | Joby Aviation, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      14265 | NS      | $63051.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Malibu Boats, Inc.                                                          | Malibu Boats, Inc., Class A                                                                            | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        799 | NS      | $48411.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmony Biosciences Holdings, Inc.                                          | Harmony Biosciences Holdings, Inc.                                                                     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1798 | NS      | $86609.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds, Inc.                                                              | Allbirds, Inc., Class A                                                                                | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        723 | NS      | $1988.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Mortgage Capital, Inc.                                              | Invesco Mortgage Capital, Inc.                                                                         | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |        833 | NS      | $12236.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Russell 2000 Micro E-Mini Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        327 | NC      | $172018.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International, Inc.                                          | Sunnova Energy International, Inc.                                                                     | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |       4980 | NS      | $97010.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners, Inc.                                                  | Green Brick Partners, Inc.                                                                             | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |        800 | NS      | $24960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Woodward, Inc.                                                              | Woodward, Inc.                                                                                         | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       3110 | NS      | $318028.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Norwegian Cruise Line Holdings Ltd.                                         | Norwegian Cruise Line Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      27098 | NS      | $412160.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CFK Trust                                                                   | CFK Trust, Series 2020-MF2, Class F                                                                    | CUSIP: 12529AAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1203347.10   | 0.02%             | 2039-03-15      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| Lam Research Corp.                                                          | Lam Research Corp.                                                                                     | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       7698 | NS      | $3849769.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering, Inc.                                                    | Altair Engineering, Inc., Class A                                                                      | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |       2931 | NS      | $155636.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ocular Therapeutix, Inc.                                                    | Ocular Therapeutix, Inc.                                                                               | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |       2450 | NS      | $9579.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                                                         | HBT Financial, Inc.                                                                                    | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |        379 | NS      | $7947.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                 | Shin-Etsu Chemical Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      28200 | NS      | $4200262.16   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian, Inc.                                                        | First Hawaiian, Inc.                                                                                   | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       8425 | NS      | $231182.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Energy Services, Inc.                                                | Select Energy Services, Inc., Class A                                                                  | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |       2598 | NS      | $22810.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                                          | MP Materials Corp.                                                                                     | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4402 | NS      | $143109.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Erasca, Inc.                                                                | Erasca, Inc.                                                                                           | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5028 | NS      | $20112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ChargePoint Holdings, Inc.                                                  | ChargePoint Holdings, Inc.                                                                             | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |      13217 | NS      | $160454.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp.                                              | Quanex Building Products Corp.                                                                         | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       1333 | NS      | $34511.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline plc                                                               | Frontline plc                                                                                          | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |       7457 | NS      | $103130.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRSI                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  370657868 | PA      | $17428275.66  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Haverty Furniture Cos., Inc.                                                | Haverty Furniture Cos., Inc.                                                                           | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |        716 | NS      | $25002.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One                                     | Liberty Media Corp.-Liberty Formula One, Class C                                                       | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11628 | NS      | $823262.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                                               | Progyny, Inc.                                                                                          | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3825 | NS      | $131541.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                            | Fortune Brands Innovations, Inc.                                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       6782 | NS      | $437506.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Emergent BioSolutions, Inc.                                                 | Emergent BioSolutions, Inc.                                                                            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       4135 | NS      | $54540.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp.                                                              | Rallybio Corp.                                                                                         | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        103 | NS      | $714.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications, Inc.                                                 | Ribbon Communications, Inc.                                                                            | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       3048 | NS      | $10698.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions, Inc.                                                   | Advantage Solutions, Inc.                                                                              | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3385 | NS      | $8767.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AES Corp. (The)                                                             | AES Corp. (The)                                                                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      36991 | NS      | $1013923.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       5152 | PA      | $-18813.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rambus, Inc.                                                                | Rambus, Inc.                                                                                           | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       6450 | NS      | $261031.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                                                  | Aclaris Therapeutics, Inc.                                                                             | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |       4152 | NS      | $70168.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                                                           | LendingTree, Inc.                                                                                      | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |        785 | NS      | $31133.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                                     | FARO Technologies, Inc.                                                                                | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |        714 | NS      | $19620.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.                                          | Provident Financial Services, Inc.                                                                     | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       1352 | NS      | $31717.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                                              | Phreesia, Inc.                                                                                         | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       3024 | NS      | $113369.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      12755 | NS      | $436476.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Equity Investment Life Holding Co.                                 | American Equity Investment Life Holding Co.                                                            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |       4217 | NS      | $200940.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                                                 | Toast, Inc., Class A                                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      16214 | NS      | $361734.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Inovio Pharmaceuticals, Inc.                                                | Inovio Pharmaceuticals, Inc.                                                                           | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |       6079 | NS      | $10091.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mosaic Co. (The)                                                            | Mosaic Co. (The)                                                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      19344 | NS      | $958301.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Achillion Pharmaceuticals, Inc.                                             | Achillion Pharmaceuticals, Inc., CVR                                                                   | CUSIP: 004CVR031<br>LEI: 529900LZPJ796VSWZM38 | Long             |  | CORP              | US        |       5788 | NS      | $2662.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xponential Fitness, Inc.                                                    | Xponential Fitness, Inc., Class A                                                                      | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         98 | NS      | $2693.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                                      | EnPro Industries, Inc.                                                                                 | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        830 | NS      | $100488.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Whole Earth Brands, Inc.                                                    | Whole Earth Brands, Inc.                                                                               | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        223 | NS      | $845.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                                             | PRA Group, Inc.                                                                                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       3343 | NS      | $134522.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Centene Corp.                                                               | Centene Corp.                                                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      31588 | NS      | $2408269.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      26408 | NS      | $5899283.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK Group Holdings plc                                             | Santander UK Group Holdings plc                                                                        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1960000 | PA      | $1719990.49   | 0.03%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3850000 | PA      | $2554535.14   | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Civeo Corp.                                                                 | Civeo Corp.                                                                                            | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |         82 | NS      | $2808.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                                                 | Unifi, Inc.                                                                                            | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        614 | NS      | $5249.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                              | M&T Bank Corp.                                                                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       9723 | NS      | $1516788.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                    | BX Trust, Series 2021-BXMF, Class A                                                                    | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1310000 | PA      | $1273557.50   | 0.03%             | 2026-10-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| MicroVision, Inc.                                                           | MicroVision, Inc.                                                                                      | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |       5537 | NS      | $13897.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACM Research, Inc.                                                          | ACM Research, Inc., Class A                                                                            | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |       3619 | NS      | $45201.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                                                     | Expro Group Holdings NV                                                                                | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |       5475 | NS      | $103422.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                                                     | AmerisourceBergen Corp.                                                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       8635 | NS      | $1458969.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 29 Ltd.                                  | Neuberger Berman Loan Advisers CLO 29 Ltd., Series 2018-29A, Class A1                                  | CUSIP: 64130XAA4<br>LEI: 549300BLCSV170UP8R47 | Long             | ABS-CBDO         | CORP              | KY        |     283333 | PA      | $281647.45    | 0.01%             | 2031-10-19      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | ETRS                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      10782 | PA      | $3404.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVERIC bio, Inc.                                                            | IVERIC bio, Inc.                                                                                       | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |       7945 | NS      | $183529.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                                              | Ford Motor Co.                                                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     221603 | NS      | $2993856.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622ABU83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94201 | PA      | $86874.08     | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       2192 | NS      | $158240.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Willdan Group, Inc.                                                         | Willdan Group, Inc.                                                                                    | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |        440 | NS      | $8377.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MoonLake Immunotherapeutics                                                 | MoonLake Immunotherapeutics                                                                            | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        192 | NS      | $2294.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                                                 | Ennis, Inc.                                                                                            | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1013 | NS      | $21516.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                | Avient Corp.                                                                                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       5081 | NS      | $205882.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus, Inc.                                                              | Momentus, Inc.                                                                                         | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        346 | NS      | $313.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian, Inc.                                                             | Tellurian, Inc.                                                                                        | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |      30540 | NS      | $60774.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                                              | Oil States International, Inc.                                                                         | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       2294 | NS      | $19636.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                                  | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A                                   | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $346089.80    | 0.01%             | 2033-04-16      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| TransMedics Group, Inc.                                                     | TransMedics Group, Inc.                                                                                | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1936 | NS      | $122006.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorian LPG Ltd.                                                             | Dorian LPG Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |        734 | NS      | $14569.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280BR9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4420000 | PA      | $4424317.99   | 0.09%             | 2024-05-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: —       |
| Valley National Bancorp                                                     | Valley National Bancorp                                                                                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      26105 | NS      | $310127.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Genius Sports Ltd.                                                          | Genius Sports Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |        677 | NS      | $3716.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                         | Seasoned Credit Risk Transfer Trust, Series 2017-1, Class M1                                           | CUSIP: 35563PAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1213271 | PA      | $1195666.00   | 0.02%             | 2056-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Stellantis NV                                                               | Stellantis NV                                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       6940 | NS      | $109096.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                                                | Camping World Holdings, Inc., Class A                                                                  | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       2959 | NS      | $75188.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SMB Private Education Loan Trust                                            | SMB Private Education Loan Trust, Series 2021-A, Class A2A1                                            | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1687967 | PA      | $1636677.99   | 0.03%             | 2053-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                       | Lockheed Martin Corp.                                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      13182 | NS      | $6106693.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                  | Gibraltar Industries, Inc.                                                                             | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2591 | NS      | $138799.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                            | Amazon.com, Inc.                                                                                       | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     980000 | PA      | $947753.67    | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        163 | NC      | $-23321.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                                                    | CenterPoint Energy, Inc.                                                                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      39466 | NS      | $1188715.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                                             | MaxLinear, Inc.                                                                                        | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       3927 | NS      | $161792.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WeWork, Inc.                                                                | WeWork, Inc.                                                                                           | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10075 | NS      | $16019.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group, Inc.                                                          | Barnes Group, Inc.                                                                                     | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |       2895 | NS      | $128132.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Buckle, Inc. (The)                                                          | Buckle, Inc. (The)                                                                                     | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       1864 | NS      | $82016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical, Inc.                                                        | Outset Medical, Inc.                                                                                   | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3003 | NS      | $84444.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able, Inc.                                                                | N-able, Inc.                                                                                           | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1175 | NS      | $12067.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens Financial Group, Inc.                                              | Citizens Financial Group, Inc.                                                                         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      28859 | NS      | $1250171.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                                           | RLJ Lodging Trust                                                                                      | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10799 | NS      | $135743.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal, Inc.                                                         | Desktop Metal, Inc., Class A                                                                           | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |      12524 | NS      | $21040.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowserve Corp.                                                             | Flowserve Corp.                                                                                        | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       7310 | NS      | $251610.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ProFrac Holding Corp.                                                       | ProFrac Holding Corp., Class A                                                                         | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        119 | NS      | $2677.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Berry Global Group, Inc.                                                    | Berry Global Group, Inc.                                                                               | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       6920 | NS      | $427171.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                                       | Home BancShares, Inc.                                                                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12404 | NS      | $296083.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                                                     | Carriage Services, Inc.                                                                                | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        702 | NS      | $22758.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXHPP Trust                                                                 | BXHPP Trust, Series 2021-FILM, Class A                                                                 | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2138270.63   | 0.04%             | 2036-08-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Bancorp, Inc.                                                    | Enterprise Bancorp, Inc.                                                                               | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        414 | NS      | $14713.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly, Inc.                                                                | Fastly, Inc., Class A                                                                                  | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       5919 | NS      | $61261.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp.                                                                 | Chase Corp.                                                                                            | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        300 | NS      | $28314.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                                          | Vail Resorts, Inc.                                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       2073 | NS      | $543830.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Resorts Owner Trust                                                 | Diamond Resorts Owner Trust, Series 2019-1A, Class A                                                   | CUSIP: 252722AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     803629 | PA      | $787610.50    | 0.02%             | 2032-02-20      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                        | Eastman Chemical Co.                                                                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       7513 | NS      | $662421.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                                                | Brixmor Property Group, Inc.                                                                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      16376 | NS      | $385327.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                                          | StoneX Group, Inc.                                                                                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       1594 | NS      | $140080.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN, Inc.                                                                 | JOANN, Inc.                                                                                            | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         79 | NS      | $309.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                                             | Cable One, Inc.                                                                                        | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        364 | NS      | $287516.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio, Inc.                                                            | Instil Bio, Inc.                                                                                       | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        357 | NS      | $290.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                                                | South Plains Financial, Inc.                                                                           | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |        430 | NS      | $12083.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                                                  | Packaging Corp. of America                                                                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       5341 | NS      | $762160.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson plc                                                                | Ferguson plc                                                                                           | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |       8793 | NS      | $1251595.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 374Water, Inc.                                                              | 374Water, Inc.                                                                                         | CUSIP: 88583P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        338 | NS      | $1078.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                                     | Burlington Stores, Inc.                                                                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       3692 | NS      | $848532.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkami Technology, Inc.                                                     | Alkami Technology, Inc.                                                                                | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        231 | NS      | $3781.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                        | JPMorgan Chase & Co.                                                                                   | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5453964.18   | 0.11%             | 2024-06-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                             | Metropolitan Bank Holding Corp.                                                                        | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1063 | NS      | $63120.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                                           | EMCOR Group, Inc.                                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       2582 | NS      | $382781.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                                      | Tri Pointe Homes, Inc.                                                                                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6275 | NS      | $138614.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                           | Booz Allen Hamilton Holding Corp.                                                                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       7356 | NS      | $696171.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                                   | V2X, Inc.                                                                                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        461 | NS      | $20357.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                                     | Texas Instruments, Inc.                                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      51462 | NS      | $9119581.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       4223 | NS      | $156673.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cutera, Inc.                                                                | Cutera, Inc.                                                                                           | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |        679 | NS      | $23649.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences, Inc.                                                      | Tyra Biosciences, Inc.                                                                                 | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        126 | NS      | $1338.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                                            | Copa Holdings SA, Class A                                                                              | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |       1510 | NS      | $139040.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      16779 | NS      | $915797.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp, Inc.                                                          | Home Bancorp, Inc.                                                                                     | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        329 | NS      | $12633.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                                               | Pediatrix Medical Group, Inc.                                                                          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3523 | NS      | $54078.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140M5AJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163119 | PA      | $148412.98    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clarivate plc                                                               | Clarivate plc                                                                                          | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |      29287 | NS      | $325671.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                                        | Thryv Holdings, Inc.                                                                                   | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2377 | NS      | $53173.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                                               | Moderna, Inc.                                                                                          | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      18574 | NS      | $3270138.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic, Inc.                                                          | ContextLogic, Inc., Class A                                                                            | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |      39941 | NS      | $27475.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                                        | Arch Resources, Inc.                                                                                   | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |        823 | NS      | $121820.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                                                          | Movado Group, Inc.                                                                                     | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        683 | NS      | $24150.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                            | Salesforce, Inc.                                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      54847 | NS      | $9212650.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                                      | Dycom Industries, Inc.                                                                                 | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       1723 | NS      | $164322.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3270000 | PA      | $3149929.69   | 0.06%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp.                                                          | SITE Centers Corp.                                                                                     | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      10079 | NS      | $137578.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Loan Funding XXVIII LP                                             | Cerberus Loan Funding XXVIII LP, Series 2020-1A, Class A                                               | CUSIP: 15673EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     274462 | PA      | $272399.60    | 0.01%             | 2031-10-15      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| FFCB                                                                        | FFCB                                                                                                   | CUSIP: 3133ENJ84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    1860000 | PA      | $1827965.05   | 0.04%             | 2024-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                   | SLM Corp.                                                                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13161 | NS      | $231238.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                                   | QIAGEN NV                                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      11092 | NS      | $543508.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp.                                                                                        | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       5801 | NS      | $260870.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                                                 | Chewy, Inc., Class A                                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |        574 | NS      | $25864.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity National Information Services, Inc.                                | Fidelity National Information Services, Inc.                                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      33919 | NS      | $2545281.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                                       | Andersons, Inc. (The)                                                                                  | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       1254 | NS      | $46122.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Extra Space Storage, Inc.                                                   | Extra Space Storage, Inc.                                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7401 | NS      | $1168099.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XGY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281433 | PA      | $248634.51    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                                 | Garmin Ltd.                                                                                            | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      10218 | NS      | $1010355.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                     | Customers Bancorp, Inc.                                                                                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |        574 | NS      | $17432.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust, Series 2017-6, Class A1                                                     | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.06         | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                                       | Morgan Stanley Home Equity Loan Trust, Series 2006-2, Class A4                                         | CUSIP: 61744CYP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     563611 | PA      | $551388.29    | 0.01%             | 2036-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SoundHound AI, Inc.                                                         | SoundHound AI, Inc.                                                                                    | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        721 | NS      | $1434.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                                             | DR Horton, Inc.                                                                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      17220 | NS      | $1699441.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corp.                                                  | Dynavax Technologies Corp.                                                                             | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       8154 | NS      | $92792.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                                                    | Sirius XM Holdings, Inc.                                                                               | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      70019 | NS      | $405410.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kratos Defense & Security Solutions, Inc.                                   | Kratos Defense & Security Solutions, Inc.                                                              | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       7500 | NS      | $85875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                               | Workday, Inc., Class A                                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      11079 | NS      | $2010062.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group, Inc.                                                          | MiMedx Group, Inc.                                                                                     | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4096 | NS      | $15851.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                                                      | Align Technology, Inc.                                                                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       4414 | NS      | $1190588.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.                                    | CCC Intelligent Solutions Holdings, Inc.                                                               | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8773 | NS      | $81150.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkermes plc                                                                | Alkermes plc                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      10051 | NS      | $287860.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                                                     | Victoria's Secret & Co.                                                                                | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       4821 | NS      | $203205.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.                                        | Compass Minerals International, Inc.                                                                   | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       2351 | NS      | $109697.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                                                         | AngioDynamics, Inc.                                                                                    | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       1485 | NS      | $19334.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                                              | Veracyte, Inc.                                                                                         | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |       4618 | NS      | $116050.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Piper Sandler Cos.                                                          | Piper Sandler Cos.                                                                                     | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       1236 | NS      | $175635.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                                       | National Fuel Gas Co.                                                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       4702 | NS      | $272998.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensata Technologies Holding plc                                            | Sensata Technologies Holding plc                                                                       | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |       8091 | NS      | $411427.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell, Inc.                                                              | Stagwell, Inc.                                                                                         | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |       7735 | NS      | $54299.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PRKCM Trust                                                                 | PRKCM Trust, Series 2021-AFC2, Class A1                                                                | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3930228 | PA      | $3361776.66   | 0.07%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                | BX Commercial Mortgage Trust, Series 2022-AHP, Class A                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4150297.98   | 0.08%             | 2039-01-17      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Ranpak Holdings Corp.                                                       | Ranpak Holdings Corp.                                                                                  | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       2393 | NS      | $18330.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International, Inc.                                               | Qualtrics International, Inc., Class A                                                                 | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |        662 | NS      | $10439.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamar Advertising Co.                                                       | Lamar Advertising Co., Class A                                                                         | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       4495 | NS      | $478897.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                               | Comcast Corp.                                                                                          | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     820000 | PA      | $812576.43    | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Skechers USA, Inc.                                                          | Skechers USA, Inc., Class A                                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       7689 | NS      | $370225.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance America LLC                                                    | Enel Finance America LLC                                                                               | CUSIP: 29279HQW8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    6350000 | PA      | $6295399.53   | 0.13%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                                                      | Envista Holdings Corp.                                                                                 | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      10258 | NS      | $399959.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                                           | National Storage Affiliates Trust                                                                      | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4191 | NS      | $170992.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                                                         | Graham Holdings Co., Class B                                                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        221 | NS      | $144381.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio, Inc.                                                         | Gritstone bio, Inc.                                                                                    | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |        500 | NS      | $1590.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                                | Valaris Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       2862 | NS      | $207895.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                                 | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class 1A1                                  | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     772090 | PA      | $730077.29    | 0.01%             | 2034-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Noble Corp. plc                                                             | Noble Corp. plc                                                                                        | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |       3933 | NS      | $160033.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 3 Month Eurodollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         37 | NC      | $4393.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                                             | H&R Block, Inc.                                                                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       8913 | NS      | $347428.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                              | LCI Industries                                                                                         | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       1431 | NS      | $160586.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Concrete Pumping Holdings, Inc.                                             | Concrete Pumping Holdings, Inc.                                                                        | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1025 | NS      | $8343.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                                                   | CSX Corp.                                                                                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     119448 | NS      | $3693332.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       8163 | NS      | $605286.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust, Inc.                                             | Ashford Hospitality Trust, Inc.                                                                        | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        221 | NS      | $1522.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLB                                                                        | FHLB                                                                                                   | CUSIP: 313384CL1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |    9480000 | PA      | $9448145.59   | 0.19%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                    | Valmont Industries, Inc.                                                                               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       1140 | NS      | $375892.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Automatic Data Processing, Inc.                                             | Automatic Data Processing, Inc.                                                                        | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1754991.58   | 0.04%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| PDC Energy, Inc.                                                            | PDC Energy, Inc.                                                                                       | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       5607 | NS      | $379762.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coty, Inc.                                                                  | Coty, Inc., Class A                                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      23367 | NS      | $232735.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo, Inc.                                                                   | Olo, Inc., Class A                                                                                     | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6915 | NS      | $55458.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bulk Shipping, Inc.                                                   | Eagle Bulk Shipping, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |        655 | NS      | $37518.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                                             | Jefferies Financial Group, Inc.                                                                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      13086 | NS      | $514018.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    5040000 | PA      | $4456503.17   | 0.09%             | 2027-05-25      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| PetIQ, Inc.                                                                 | PetIQ, Inc.                                                                                            | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |        779 | NS      | $9223.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                                                  | Anavex Life Sciences Corp.                                                                             | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |       7063 | NS      | $76774.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United Mexican States                                                       | Mex Bonos Desarr Fix Rt, Series M                                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   53130000 | PA      | $2599350.79   | 0.05%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Treace Medical Concepts, Inc.                                               | Treace Medical Concepts, Inc.                                                                          | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1427 | NS      | $32949.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2020-2, Class A2                                          | CUSIP: 24380NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1397980 | PA      | $1382416.63   | 0.03%             | 2065-05-25      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| ProAssurance Corp.                                                          | ProAssurance Corp.                                                                                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |        615 | NS      | $11924.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     390000 | PA      | $380914.10    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Iridium Communications, Inc.                                                | Iridium Communications, Inc.                                                                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       6767 | NS      | $404937.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akouos, Inc.                                                                | Akouos, Inc., CVR                                                                                      | CUSIP: 009CVR036<br>LEI: N/A                  | Long             |  | CORP              | US        |        134 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                        | SunCoke Energy, Inc.                                                                                   | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       3385 | NS      | $30837.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork, Inc.                                                                | Upwork, Inc.                                                                                           | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |       6335 | NS      | $82101.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                                                     | American Vanguard Corp.                                                                                | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       1212 | NS      | $27379.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands, Inc.                                                          | Rocky Brands, Inc.                                                                                     | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |        205 | NS      | $6453.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International, Inc.                                                   | CompX International, Inc.                                                                              | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         68 | NS      | $1287.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                        | UMBS                                                                                                   | CUSIP: 3140XGGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367970 | PA      | $324817.17    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC                                                                                                  | CUSIP: 313396BH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGA              | US        |   36400000 | PA      | $36400000.00  | 0.73%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                                   | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     960000 | PA      | $963137.18    | 0.02%             | 2042-04-25      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                        | CareTrust REIT, Inc.                                                                                   | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       5024 | NS      | $104097.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                                                 | Cabot Corp.                                                                                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       2617 | NS      | $197138.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Embecta Corp.                                                               | Embecta Corp.                                                                                          | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       2863 | NS      | $75554.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1485184.16   | 0.03%             | 2024-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Roku, Inc.                                                                  | Roku, Inc.                                                                                             | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       7274 | NS      | $418255.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Taboola.com Ltd.                                                            | Taboola.com Ltd.                                                                                       | CUSIP: N/A<br>LEI: 984500F5945AFAFFCB30       | Long             | EC               | CORP              | IL        |       1022 | NS      | $4067.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                                                | Kemper Corp.                                                                                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       3230 | NS      | $189697.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622AAVK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     237090 | PA      | $203427.83    | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5420000 | PA      | $5197440.49   | 0.10%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                  | Snap, Inc., Class A                                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       6509 | NS      | $75244.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Holdings, Inc.                                                      | Upstart Holdings, Inc.                                                                                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |       4129 | NS      | $77129.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     210000 | PA      | $155246.70    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FTI Consulting, Inc.                                                        | FTI Consulting, Inc.                                                                                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       1834 | NS      | $292559.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures, Inc.                                                      | Loyalty Ventures, Inc.                                                                                 | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |        479 | NS      | $886.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd.                                                      | Pagseguro Digital Ltd., Class A                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1584 | NS      | $15982.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                                            | Cloudflare, Inc., Class A                                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      15691 | NS      | $830210.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Block, Inc.                                                                 | Block, Inc., Class A                                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      29657 | NS      | $2423570.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Monolithic Power Systems, Inc.                                              | Monolithic Power Systems, Inc.                                                                         | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       2565 | NS      | $1094126.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems, Inc.                                                          | Casa Systems, Inc.                                                                                     | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |       1206 | NS      | $4124.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                                                | Zoetis, Inc.                                                                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      28380 | NS      | $4696606.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                                           | CIFC Funding Ltd., Series 2014-4RA, Class A1AR                                                         | CUSIP: 12552FAQ6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    2490000 | PA      | $2459572.20   | 0.05%             | 2035-01-17      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc.                   | Hannon Armstrong Sustainable Infrastructure Capital, Inc.                                              | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4028 | NS      | $148673.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                                        | PotlatchDeltic Corp.                                                                                   | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       4079 | NS      | $199667.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                                            | BankUnited, Inc.                                                                                       | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |        495 | NS      | $18631.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                                | BX Commercial Mortgage Trust, Series 2020-VIVA, Class E                                                | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2140000 | PA      | $1651040.39   | 0.03%             | 2044-03-11      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Rush Street Interactive, Inc.                                               | Rush Street Interactive, Inc.                                                                          | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4077 | NS      | $17490.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                                    | Palo Alto Networks, Inc.                                                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      16879 | NS      | $2677684.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightView Holdings, Inc.                                                   | BrightView Holdings, Inc.                                                                              | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |       1286 | NS      | $10223.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                                       | Applied Industrial Technologies, Inc.                                                                  | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       2108 | NS      | $301886.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                                         | Owens & Minor, Inc.                                                                                    | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       4115 | NS      | $81230.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iRobot Corp.                                                                | iRobot Corp.                                                                                           | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       1613 | NS      | $72585.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 3622ABUF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94326 | PA      | $87019.09     | 0.00%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HomeStreet, Inc.                                                            | HomeStreet, Inc.                                                                                       | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        115 | NS      | $3170.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                               | Equinix, Inc.                                                                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       5253 | NS      | $3877396.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp.                                                       | Marine Products Corp.                                                                                  | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        273 | NS      | $3630.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                                                | Sunrun, Inc.                                                                                           | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      11870 | NS      | $311943.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                                        | Liberty Media Corp.-Liberty SiriusXM, Class C                                                          | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9343 | NS      | $376522.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                                                  | eBay, Inc.                                                                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      30621 | NS      | $1515739.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                                                           | Sotera Health Co.                                                                                      | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5901 | NS      | $101733.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4036036.76   | 0.08%             | 2024-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                         | Whitebox CLO I Ltd., Series 2019-1A, Class ANAR                                                        | CUSIP: 96467FAJ9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    2440000 | PA      | $2415934.28   | 0.05%             | 2032-07-24      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                                    | Foundation Finance Trust, Series 2021-1A, Class A                                                      | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    1053465 | PA      | $950414.36    | 0.02%             | 2041-05-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| A O Smith Corp.                                                             | A O Smith Corp.                                                                                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       6973 | NS      | $472072.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                                                | Cintas Corp.                                                                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5091 | NS      | $2259080.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth, Inc.                                                               | eHealth, Inc.                                                                                          | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |        466 | NS      | $3867.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                        | GNMA                                                                                                   | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100000 | PA      | $101617.19    | 0.00%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                                       | Virtu Financial, Inc., Class A                                                                         | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       6304 | NS      | $121730.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                                           | Hillenbrand, Inc.                                                                                      | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       2989 | NS      | $140064.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Plymouth Industrial REIT, Inc.                                              | Plymouth Industrial REIT, Inc.                                                                         | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2898 | NS      | $64857.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                                                           | Masterbrand, Inc.                                                                                      | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       6231 | NS      | $57325.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                                                  | Tandem Diabetes Care, Inc.                                                                             | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       3084 | NS      | $125642.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp.                                                      | Cambium Networks Corp.                                                                                 | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | KY        |        224 | NS      | $4800.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                                        | Sportsman's Warehouse Holdings, Inc.                                                                   | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       1654 | NS      | $15597.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Bonds                                                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     520000 | PA      | $390873.44    | 0.01%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Albireo Pharma, Inc.                                                        | Albireo Pharma, Inc.                                                                                   | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |        589 | NS      | $26304.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics, Inc.                                                    | Verve Therapeutics, Inc.                                                                               | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2345 | NS      | $53348.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hertz Vehicle Financing III LP                                              | Hertz Vehicle Financing III LP, Series 2021-2A, Class B                                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2060000 | PA      | $1811610.56   | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MillerKnoll, Inc.                                                           | MillerKnoll, Inc.                                                                                      | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       4281 | NS      | $102230.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx, Inc.                                                                  | EQRx, Inc.                                                                                             | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11863 | NS      | $29064.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Best Buy Co., Inc.                                                          | Best Buy Co., Inc.                                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      11280 | NS      | $1000761.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA3, Class M2                                                    | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3153000 | PA      | $3136257.57   | 0.06%             | 2033-10-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer