# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002867
**Filing Date:** 2025-11
**Character Count:** 457567
**Document Hash:** 6b99fa0982f39c364476ca979bcc813c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002867.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002867

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533193

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT MULTI-ASSET INFLATION MANAGED FUND (Series ID: S000035781)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000109626 | Class F      | SIFAX           |
| C000147405 | Class Y      | SLFYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SIMT Multi-Asset Inflation Managed Fund

- **b. EDGAR series identifier (if any):** S000035781

- **c. LEI of Series:** VR4A14E2HCR37V0WEJ03

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $532988570.98

**Total Liabilities:** $13587787.51

**Net Assets:** $519400783.47

**Amount of Assets Invested in Other Investment Companies:** $111443393.68

**Cash Not Reported:** $17684641.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -300.13387394 | **1-Year:** -5122.13275524 | **5-Year:** -10261.17151511 | **10-Year:** -6766.20644497 | **30-Year:** -283.79917555

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

- **3-Month:** -184.33139985 | **1-Year:** -1750.74971189 | **5-Year:** -2084.43600459 | **10-Year:** -858.23970900 | **30-Year:** -8.73702666

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147405 | 0.12%                | 1.62%                | 0.00%                |
| Class ID C000109626 | 0.12%                | 1.50%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3853122.73              | $-5187932.68                               |
| Month 2  | $1158672.98              | $4582878.22                                |
| Month 3  | $582680.66               | $-1048821.56                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EQUITY LIFESTYLE PROPERTIES, INC.                                              | EQUITY LIFESTYLE PROPERTIES REIT                                       | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      1944 | NS      | $118000.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                                              | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |       323 | NS      | $14212.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                                                    | TANGER INC REIT                                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |      1256 | NS      | $42503.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                    | IMPERIAL BRANDS FINANCE PLC 144A 4.500000% 06/30/2028                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    397000 | PA      | $399550.91    | 0.08%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                     | CONSTELLATION BRANDS INC-A COMMON STOCK                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |      1733 | NS      | $233383.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                                            | STRYKER CORP COMMON STOCK                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |      1760 | NS      | $650619.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                    | FEDERAL HOME LOAN BANK 3.500000% 09/09/2027                            | CUSIP: 3130B7QM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1100000 | PA      | $1097135.91   | 0.21%             | 2027-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                                      | CONSOLIDATED EDISON INC COMMON STOCK                                   | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |      1956 | NS      | $196617.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                                                   | VERACYTE INC COMMON STOCK                                              | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |       222 | NS      | $7621.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027         | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  35943400 | PA      | $47144912.08  | 9.08%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                       | DEVON ENERGY CORP 5.200000% 09/15/2034                                 | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438096.01    | 0.08%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.375000% 08/15/2026                                   | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    700000 | PA      | $703636.72    | 0.14%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                              | ELANCO ANIMAL HEALTH INC COMMON STOCK                                  | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               |  | US        |      3057 | NS      | $61567.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                                         | INGREDION INC COMMON STOCK                                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |       838 | NS      | $102328.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                               | PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/13/2026                   | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    582000 | PA      | $583260.96    | 0.11%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                 | QUEST DIAGNOSTICS INC COMMON STOCK                                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |       529 | NS      | $100816.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                                                 | MONOLITHIC POWER SYSTEMS INC COMMON STOCK                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               |  | US        |       -28 | NS      | $-25777.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                                           | GLENCORE FUNDING LLC 144A 5.338000% 04/04/2027                         | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    143000 | PA      | $145195.29    | 0.03%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | GASOLINE RBOB FUT NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-645892.80   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                                             | HEALTHEQUITY INC COMMON STOCK                                          | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |       369 | NS      | $34970.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                                             | DT MIDSTREAM INC COMMON STOCK                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |      2195 | NS      | $248166.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC.                                                          | INVITATION HOMES INC REIT                                              | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               |  | US        |      6142 | NS      | $180144.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LOW SU GASOIL G   NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        29 | NC      | $1992300.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                                                | APA CORP COMMON STOCK                                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |      7404 | NS      | $179769.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                             | HEWLETT PACKARD ENTERPRISE CO 4.400000% 09/25/2027                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179795.80    | 0.03%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                             | COSTAR GROUP INC COMMON STOCK                                          | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               |  | US        |      4021 | NS      | $339251.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                                                  | ONE GAS INC COMMON STOCK                                               | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |       343 | NS      | $27762.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                                            | GAMING AND LEISURE PROPERTIE REIT                                      | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      2691 | NS      | $125427.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                                  | CRINETICS PHARMACEUTICALS IN COMMON STOCK                              | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               |  | US        |       500 | NS      | $20825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                        | PEBBLEBROOK HOTEL TRUST REIT                                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |      2088 | NS      | $23782.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                                                           | CORNING INC COMMON STOCK                                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               |  | US        |      -687 | NS      | $-56354.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                   | TENET HEALTHCARE CORP COMMON STOCK                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |       412 | NS      | $83652.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                                               | PRICESMART INC COMMON STOCK                                            | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |       400 | NS      | $48476.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                                      | CUBESMART REIT                                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |      1986 | NS      | $80750.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                          | BANCO BILBAO VIZCAYA ARGENTARIA SA 7.883000% 11/15/2034                | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $232431.47    | 0.04%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                    | INTL BUSINESS MACHINES CORP COMMON STOCK                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |       943 | NS      | $266076.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                     | PATTERSON-UTI ENERGY INC COMMON STOCK                                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |      7317 | NS      | $37902.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                | UNIVERSAL HEALTH SERVICES-B COMMON STOCK                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |       288 | NS      | $58878.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                                                    | CENTERSPACE REIT                                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |       271 | NS      | $15961.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                  | COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C B                     | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157947 | PA      | $148249.09    | 0.03%             | 2055-07-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                                     | UNITED NATURAL FOODS INC COMMON STOCK                                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |       366 | NS      | $13768.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1          | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    393874 | PA      | $396808.26    | 0.08%             | 2043-06-25      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ZSCALER, INC.                                                                  | ZSCALER INC COMMON STOCK                                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               |  | US        |       134 | NS      | $40154.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                                              | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                              | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |       109 | NS      | $133809.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | KC HRW WHEAT FUT  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        72 | NC      | $1791900.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                                            | LIBERTY GLOBAL LTD-A COMMON STOCK                                      | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               |  | US        |       410 | NS      | $4698.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                            | SOCIETE GENERALE SA MTN 5.249000% 05/22/2029                           | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    244000 | PA      | $248112.23    | 0.05%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                        | HF SINCLAIR CORP COMMON STOCK                                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |      3977 | NS      | $208156.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                                            | ALLY FINANCIAL INC 6.992000% 06/13/2029                                | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    259000 | PA      | $273467.18    | 0.05%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                             | LYB INTERNATIONAL FINANCE III LLC 6.150000% 05/15/2035                 | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69822.52     | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                                                      | LAMAR ADVERTISING CO-A REIT                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       924 | NS      | $113116.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2              | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52178 | PA      | $52305.12     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                              | PINNACLE WEST CAPITAL COMMON STOCK                                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |       659 | NS      | $59085.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                                                 | PROLOGIS INC REIT                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      9105 | NS      | $1042704.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.950000% 04/01/2033           | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18316.55     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                   | PAGAYA AI DEBT GRANTOR TRUST 2025-1 PAID 2025-1 A                      | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77029 | PA      | $77722.41     | 0.01%             | 2032-07-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                                                     | SUPER MICRO COMPUTER INC COMMON STOCK                                  | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               |  | US        |      -650 | NS      | $-31161.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                   | PAGAYA AI DEBT GRANTOR TRUST 2024-9 PAID 2024-9 B                      | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480686 | PA      | $482402.33    | 0.09%             | 2032-03-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | GASOLINE RBOB FUT JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-933004.80   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                                  | BROADCOM INC 5.050000% 07/12/2027                                      | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172936.29    | 0.03%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VITESSE ENERGY, INC.                                                           | VITESSE ENERGY INC COMMON STOCK                                        | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               |  | US        |       731 | NS      | $16981.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                                                   | Vistra Corp. COMMON STOCK                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |      1748 | NS      | $342468.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030           | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   6830100 | PA      | $8181719.25   | 1.58%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Procept Biorobotics Corp                                                       | PROCEPT BIOROBOTICS CORP COMMON STOCK                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               |  | US        |       113 | NS      | $4032.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                                                   | RADNET INC COMMON STOCK                                                | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               |  | US        |       251 | NS      | $19128.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                                                  | AMERICAN STATES WATER CO COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900L26LIS2V8PWM23       | Long             | EC               |  | US        |       128 | NS      | $9384.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COCOA FUTURE      DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $-2092190.00  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                                                  | CENCORA INC COMMON STOCK                                               | CUSIP: N/A<br>LEI: AI8GXW8LG5WK7E9UD086       | Long             | EC               |  | US        |       928 | NS      | $290027.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.                                                | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK                              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               |  | US        |       530 | NS      | $18279.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                                                   | WALMART INC COMMON STOCK                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     51626 | NS      | $5320575.56   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GASOLINE RBOB FUT NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        37 | NC      | $2987254.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC MSCR TRUST MN1 MSCR 2021-MN1 M1                            | CUSIP: 35563FAA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32684 | PA      | $32594.63     | 0.01%             | 2051-01-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                                                | OCEANEERING INTL INC COMMON STOCK                                      | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               |  | US        |      1783 | NS      | $44182.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                                                             | ENOVIS CORP COMMON STOCK                                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               |  | US        |       272 | NS      | $8252.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                                           | NEXTERA ENERGY INC COMMON STOCK                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               |  | US        |     10456 | NS      | $789323.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                                  | ALPHABET INC-CL A COMMON STOCK                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      4411 | NS      | $1072314.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                       | DIAMONDBACK ENERGY INC COMMON STOCK                                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |      4318 | NS      | $617905.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                                                   | INTEGER HOLDINGS CORP COMMON STOCK                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               |  | US        |       165 | NS      | $17049.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                       | WOODSIDE FINANCE LTD 6.000000% 05/19/2035                              | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | AU        |    154000 | PA      | $160747.79    | 0.03%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                                                 | CATALYST PHARMACEUTICALS INC COMMON STOCK                              | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |       494 | NS      | $9731.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                                       | OKLO INC COMMON STOCK                                                  | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               |  | US        |       395 | NS      | $44093.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                       | ACM AUTO TRUST 2025-1 ACMAT 2025-1A A                                  | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155901 | PA      | $155405.92    | 0.03%             | 2029-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                       | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       188 | NC      | $20528718.75  | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                               | AIB GROUP PLC MTN 5.320000% 05/15/2031                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |    402000 | PA      | $413887.86    | 0.08%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                    | FEDERAL HOME LOAN BANK VARIABLE RATE 07/14/2028                        | CUSIP: 3130B72R4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $999633.03    | 0.19%             | 2028-07-14      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                        | KITE REALTY GROUP TRUST REIT                                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      2232 | NS      | $49773.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau, Limited                                                            | WYNN MACAU LTD 144A 5.625000% 08/26/2028                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |    348000 | PA      | $347646.44    | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLOBALSTAR, INC.                                                               | GLOBALSTAR INC COMMON STOCK                                            | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               |  | US        |       143 | NS      | $5196.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                                                              | GREEN PLAINS INC COMMON STOCK                                          | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               |  | US        |      1400 | NS      | $12306.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                                                    | INTUIT INC COMMON STOCK                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |       281 | NS      | $191897.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                   | PAGAYA AI DEBT GRANTOR TRUST 2025-6 PAID 2025-6 A2                     | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $180047.59    | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INSMED INCORPORATED                                                            | INSMED INC COMMON STOCK                                                | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               |  | US        |       863 | NS      | $124280.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC.                                                                    | REDDIT INC-CL A COMMON STOCK                                           | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               |  | US        |       179 | NS      | $41168.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                                 | EPR PROPERTIES REIT                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |       936 | NS      | $54297.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD.                                                                      | FLEX LTD COMMON STOCK                                                  | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Short            | EC               |  | US        |      -328 | NS      | $-19014.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                                     | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |       602 | NS      | $40376.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                         | TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3                          | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    208359 | PA      | $208990.91    | 0.04%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                 | ECOPETROL SA 8.625000% 01/19/2029                                      | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    287000 | PA      | $311640.26    | 0.06%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                       | DEVON ENERGY CORP COMMON STOCK                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |     14105 | NS      | $494521.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 CAS 2025-R03 2M1          | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    464297 | PA      | $466257.10    | 0.09%             | 2045-03-25      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| ENGIE Energia Chile S.A.                                                       | ENGIE ENERGIA CHILE SA 144A 6.375000% 04/17/2034                       | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $213500.80    | 0.04%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                     | APPLE INC COMMON STOCK                                                 | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Short            | EC               |  | US        |    -11139 | NS      | $-2836323.57  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                                           | COGENT COMMUNICATIONS HOLDIN COMMON STOCK                              | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |       527 | NS      | $20210.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT, INC.                                                 | AMERICAN HEALTHCARE REIT INC REIT                                      | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      1974 | NS      | $82927.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORPORATION                                                           | SEABOARD CORP COMMON STOCK                                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               |  | US        |         3 | NS      | $10941.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARZETTI COMPANY                                                           | MARZETTI COMPANY/THE COMMON STOCK                                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |       244 | NS      | $42160.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                                         | HILTON DOMESTIC OPERATING CO INC 144A 5.875000% 04/01/2029             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    378000 | PA      | $385811.75    | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc                                                       | REVOLUTION MEDICINES INC COMMON STOCK                                  | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               |  | US        |       855 | NS      | $39928.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                                          | UNIVERSAL CORP/VA COMMON STOCK                                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |       297 | NS      | $16593.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC.                                                                  | RAYONIER INC REIT                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      1382 | NS      | $36678.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                                               | DYNAVAX TECHNOLOGIES CORP COMMON STOCK                                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               |  | US        |       138 | NS      | $1370.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                                                    | COMPASS INC - CLASS A COMMON STOCK                                     | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               |  | US        |      4408 | NS      | $35396.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                      | TYSON FOODS INC-CL A COMMON STOCK                                      | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |      3493 | NS      | $189669.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM MORTGAGE TRUST                                                            | COMM 2010-C1 MORTGAGE TRUST COMM 2010-C1 D                             | CUSIP: 12622DAK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    467331 | PA      | $462566.28    | 0.09%             | 2046-07-10      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | GOLD 100 OZ FUTR  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        29 | NC      | $11232280.00  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        44 | NC      | $2948979.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                                                      | EXPRO GROUP HOLDINGS NV COMMON STOCK                                   | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |      2400 | NS      | $28512.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                                                       | F5 INC COMMON STOCK                                                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               |  | US        |       -41 | NS      | $-13250.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  01/15/2030        | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   5052600 | PA      | $6056137.05   | 1.17%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                         | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    419000 | PA      | $422549.89    | 0.08%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A            | CUSIP: 35564KX79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    379472 | PA      | $382557.07    | 0.07%             | 2043-05-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                          | COCA-COLA CO/THE COMMON STOCK                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     46544 | NS      | $3086798.08   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                               | NIAGARA MOHAWK POWER CORP 144A 4.647000% 10/03/2030                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    248000 | PA      | $249146.01    | 0.05%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY CORP                                                              | TALEN ENERGY CORP COMMON STOCK                                         | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               |  | US        |       222 | NS      | $94434.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                  | FEDERAL FARM CREDIT BANK VARIABLE RATE 08/01/2028                      | CUSIP: 3133ETSE8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   1100000 | PA      | $1099899.94   | 0.21%             | 2028-08-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $-600312.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  MAY28 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-196980.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                           | WEYERHAEUSER CO REIT                                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      7432 | NS      | $184239.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Panama Generation Holdings S. de R.L.                                      | AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030           | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    286015 | PA      | $270283.96    | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                            | INSULET CORP COMMON STOCK                                              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               |  | US        |       346 | NS      | $106820.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GUARANTY INC AND EAGLE RE LTD                                           | EAGLE RE 2023-1 LTD EMIR 2023-1 M1A                                    | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |    184984 | PA      | $185321.36    | 0.04%             | 2033-09-26      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Summit Therapeutics Inc                                                        | SUMMIT THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               |  | US        |       312 | NS      | $6445.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         1 | PA      | $1.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ BRANDS, INC.                                                               | UTZ BRANDS INC COMMON STOCK                                            | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               |  | US        |       263 | NS      | $3195.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                                             | NVIDIA CORP COMMON STOCK                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               |  | US        |    -17834 | NS      | $-3327467.72  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                                                    | ONEOK INC COMMON STOCK                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               |  | US        |     14542 | NS      | $1061129.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                                                     | PAR PACIFIC HOLDINGS INC COMMON STOCK                                  | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |      1686 | NS      | $59718.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                                            | COTERRA ENERGY INC COMMON STOCK                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |     16450 | NS      | $389042.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE   DEC25                                                        | LME ZINC FUTURE   DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $1410341.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                                                | FOX CORP - CLASS B COMMON STOCK                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               |  | US        |     -1400 | NS      | $-80206.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                                           | HEALTHCARE REALTY TRUST INC REIT                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      3619 | NS      | $65250.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                                                 | VERISIGN INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: LMPL4N8ZOJRMF0KOF759       | Long             | EC               |  | US        |        72 | NS      | $20129.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES, INC.                                                     | IRHYTHM TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               |  | US        |       135 | NS      | $23218.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                           | DENTSPLY SIRONA INC COMMON STOCK                                       | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               |  | US        |      1315 | NS      | $16687.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                                         | AKERO THERAPEUTICS INC COMMON STOCK                                    | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               |  | US        |       280 | NS      | $13294.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SILVER FUTURE     DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        18 | NC      | $4197600.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                                                   | VIATRIS INC COMMON STOCK                                               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |      5882 | NS      | $58231.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | IODEX IO FUT      NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |       152 | NC      | $1574416.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION                                | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.900000% 05/29/2030          | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408785.31    | 0.08%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                    | HUMANA INC COMMON STOCK                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |       591 | NS      | $153760.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        28 | NC      | $1734880.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                     | AVIATION CAPITAL GROUP LLC 144A 3.500000% 11/01/2027                   | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108030.34    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                          | CHENIERE ENERGY INC COMMON STOCK                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               |  | US        |      4939 | NS      | $1160566.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                                       | INTERPUBLIC GROUP OF COS INC COMMON STOCK                              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Short            | EC               |  | US        |     -3743 | NS      | $-104467.13   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                                        | COMMVAULT SYSTEMS INC COMMON STOCK                                     | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |        68 | NS      | $12837.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC.                                                    | HOWARD HUGHES HOLDINGS INC COMMON STOCK                                | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               |  | US        |       413 | NS      | $33936.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 5.526000% 07/11/2031                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10303.88     | 0.00%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 10/14/2025                                     | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9815000 | PA      | $9800668.04   | 1.89%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                     | AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A                                | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    738646 | PA      | $739025.36    | 0.14%             | 2037-01-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                          | CAMDEN PROPERTY TRUST REIT                                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      1111 | NS      | $118632.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                        | HYUNDAI CAPITAL AMERICA 144A 6.100000% 09/21/2028                      | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    223000 | PA      | $233225.93    | 0.04%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2025-DNA3 STACR 2025-DNA3 A1             | CUSIP: 35564UAQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    649241 | PA      | $649639.63    | 0.13%             | 2045-09-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                           | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     77000 | PA      | $79332.20     | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                     | AGILENT TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |      1359 | NS      | $174427.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                                                     | COOPER COS INC/THE COMMON STOCK                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |      1188 | NS      | $81449.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                                                 | CALIFORNIA WATER SERVICE GRP COMMON STOCK                              | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |       357 | NS      | $16382.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | MILL WHEAT EURO   MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        62 | NC      | $701184.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CORN FUTURE       DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       155 | NC      | $3220125.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                      | CNX RESOURCES CORP COMMON STOCK                                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |      2800 | NS      | $89936.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                  | FORD MOTOR CREDIT CO LLC 7.350000% 11/04/2027                          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    204000 | PA      | $212769.72    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                                             | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK                              | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |      1598 | NS      | $149013.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                               | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                 | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240266 | PA      | $227423.43    | 0.04%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                           | CONAGRA BRANDS INC COMMON STOCK                                        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      5442 | NS      | $99643.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                                             | INCYTE CORP COMMON STOCK                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |       767 | NS      | $65049.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP.                                                    | INVENTRUST PROPERTIES CORP REIT                                        | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |      1081 | NS      | $30938.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                          | AMERICAN HOMES 4 RENT- A REIT                                          | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      3114 | NS      | $103540.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                       | SKYWORKS SOLUTIONS INC COMMON STOCK                                    | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               |  | US        |      -231 | NS      | $-17782.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2             | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1042145 | PA      | $1050940.70   | 0.20%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                 | EDGEWELL PERSONAL CARE CO COMMON STOCK                                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |       821 | NS      | $16715.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                                     | IRON MOUNTAIN INC REIT                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      2959 | NS      | $301640.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, INC.                                                                 | NNN REIT INC REIT                                                      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      1880 | NS      | $80031.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                                             | WEIS MARKETS INC COMMON STOCK                                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |       245 | NS      | $17608.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                                             | SITE CENTERS CORP REIT                                                 | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |       567 | NS      | $5108.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                       | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII RPM 2022-3A A             | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27478 | PA      | $27485.91     | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                                                     | CHEFS' WAREHOUSE INC/THE COMMON STOCK                                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |       278 | NS      | $16215.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                                   | PROTAGONIST THERAPEUTICS INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       259 | NS      | $17205.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                               | OMEGA HEALTHCARE INVESTORS REIT                                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      2896 | NS      | $122269.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                                                    | BRIXMOR PROPERTY GROUP INC REIT                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      2829 | NS      | $78306.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| enCore Energy Corp.                                                            | ENCORE ENERGY CORP COMMON STOCK                                        | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Long             | EC               |  | US        |      6032 | NS      | $19362.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                                                  | PREMIER INC-CLASS A COMMON STOCK                                       | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |       769 | NS      | $21378.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A            | CUSIP: 35564KT58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    233444 | PA      | $236648.33    | 0.05%             | 2043-04-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Krystal Biotech Inc                                                            | KRYSTAL BIOTECH INC COMMON STOCK                                       | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               |  | US        |       159 | NS      | $28068.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                               | OMEGA HEALTHCARE INVESTORS INC 5.200000% 07/01/2030                    | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71065.30     | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AXSOME THERAPEUTICS, INC.                                                      | AXSOME THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               |  | US        |       209 | NS      | $25383.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                    | WESTERN DIGITAL CORP COMMON STOCK                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               |  | US        |      -179 | NS      | $-21490.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                     | AMERICAN TOWER CORP REIT                                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      4546 | NS      | $874286.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LIMITED                                                              | GOLAR LNG LTD COMMON STOCK                                             | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               |  | US        |      2472 | NS      | $99893.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                       | MASTERCARD INC 4.550000% 01/15/2035                                    | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314313.00    | 0.06%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                                         | DELL TECHNOLOGIES -C COMMON STOCK                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               |  | US        |      -181 | NS      | $-25660.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                     | TORONTO-DOMINION BANK/THE 5.146000% 09/10/2034                         | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    153000 | PA      | $154864.34    | 0.03%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 0.316%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |  15800000 | NC      | $804160.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST                                       | BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2024-1 A1                | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    473000 | PA      | $475940.45    | 0.09%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2024-HQA2 STACR 2024-HQA2 M1             | CUSIP: 35564NDZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    460462 | PA      | $460747.78    | 0.09%             | 2044-08-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BELLEMEADE RE LTD.                                                             | BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A                               | CUSIP: 07876GAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58257 | PA      | $58391.75     | 0.01%             | 2032-09-27      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                                               | TELEPHONE AND DATA SYSTEMS COMMON STOCK                                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               |  | US        |       666 | NS      | $26133.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                      | BAT CAPITAL CORP 4.625000% 03/22/2033                                  | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    104000 | PA      | $102915.42    | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       314 | NC      | $65437109.38  | 12.60%            |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                      | VALERO ENERGY CORP COMMON STOCK                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |      6964 | NS      | $1185690.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                                                  | IDACORP INC COMMON STOCK                                               | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |       217 | NS      | $28676.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                            | CISCO SYSTEMS INC COMMON STOCK                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               |  | US        |     -4334 | NS      | $-296532.28   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-5A B               | CUSIP: 05377RHD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    424000 | PA      | $433071.14    | 0.08%             | 2028-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                          | REPUBLIC OF COLOMBIA 3.125000% 04/15/2031                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    225000 | PA      | $195176.25    | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                             | PUBLIC SERVICE CO OF COLORADO 5.150000% 09/15/2035                     | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    389000 | PA      | $393978.08    | 0.08%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                       | CENTERPOINT ENERGY INC COMMON STOCK                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |      3373 | NS      | $130872.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                                           | LTC PROPERTIES INC REIT                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       365 | NS      | $13453.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | S&P500 EMINI FUT  DEC25 PHYSICAL INDEX FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -40 | NC      | $-13477500.00 | -2.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                                               | XCEL ENERGY INC COMMON STOCK                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |      2971 | NS      | $239611.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                                         | GLOBAL NET LEASE INC REIT                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |      2522 | NS      | $20503.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                                            | CHEVRON CORP COMMON STOCK                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     43060 | NS      | $6686787.40   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegea Finance S.a r.l.                                                         | AEGEA FINANCE SARL 144A 7.625000% 01/20/2036                           | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | NUSS              | BR        |    387000 | PA      | $385026.30    | 0.07%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                                                      | ALEXANDER & BALDWIN INC REIT                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       909 | NS      | $16534.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP.                                                      | CURBLINE PROPERTIES CORP REIT                                          | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |      1134 | NS      | $25288.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 3.750000% 05/15/2028                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $501601.56    | 0.10%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 5.033000% 07/17/2030                        | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188974.29    | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | COFFEE 'C' FUTURE MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        21 | NC      | $2826731.25   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                                                   | VIATRIS INC 2.700000% 06/22/2030                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    216000 | PA      | $194489.05    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                | Credit Default Swap                                                    | CUSIP: CD2136277<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |  -9740000 | NC      | $220454.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                            | LOW SU GASOIL G   JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        30 | NC      | $1994250.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC.                                                          | LABCORP HOLDINGS INC COMMON STOCK                                      | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               |  | US        |       395 | NS      | $113388.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                                                   | SABRA HEALTH CARE REIT INC REIT                                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      2235 | NS      | $41660.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS, INC.                                                              | NEOGENOMICS INC COMMON STOCK                                           | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               |  | US        |       802 | NS      | $6191.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2          | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    837667 | PA      | $864103.77    | 0.17%             | 2042-03-25      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC VARIABLE RATE 05/23/2028                                   | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1100000 | PA      | $1103144.49   | 0.21%             | 2028-05-23      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 10/31/2025                               | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6800000 | PA      | $6798821.15   | 1.31%             | 2025-10-31      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                                                   | LIVANOVA PLC COMMON STOCK                                              | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |       414 | NS      | $21685.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                               | OCCIDENTAL PETROLEUM CORP COMMON STOCK                                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               |  | US        |     15554 | NS      | $734926.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                                                    | GULFPORT ENERGY CORP COMMON STOCK                                      | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |       289 | NS      | $52303.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                                                       | PROCORE TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               |  | US        |       111 | NS      | $8094.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | ABIOMED INC - CVR CONTINGENT VALUE RIGHT                               | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               |  | US        |       408 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                                              | CAPITAL ONE NA 5.974000% 08/09/2028                                    | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    475000 | PA      | $491851.31    | 0.09%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                              | SM ENERGY CO COMMON STOCK                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |      2349 | NS      | $58654.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                                          | QUALCOMM INC COMMON STOCK                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               |  | US        |     -1106 | NS      | $-183994.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORPORATION                                                          | ATLASSIAN CORP-CL A COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300V7ZY5P02D2MY38       | Long             | EC               |  | US        |       218 | NS      | $34814.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                                                    | DAVITA INC COMMON STOCK                                                | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |       128 | NS      | $17007.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                          | AXON ENTERPRISE INC 144A 6.125000% 03/15/2030                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    222000 | PA      | $228000.10    | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                    | PHILLIPS 66 COMMON STOCK                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |      9335 | NS      | $1269746.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                       | ROPER TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |        97 | NS      | $48372.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                               | DEUTSCHE BANK AG/NEW YORK NY 4.950000% 08/04/2031                      | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    208000 | PA      | $209967.01    | 0.04%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                   | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     10893 | NS      | $491274.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                     | DOLLAR GENERAL CORP COMMON STOCK                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |      2503 | NS      | $258685.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                       | MOTOROLA SOLUTIONS INC COMMON STOCK                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               |  | US        |      -161 | NS      | $-73623.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE, INC.                                                             | PURE STORAGE INC - CLASS A COMMON STOCK                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               |  | US        |      -330 | NS      | $-27657.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                                             | VEEVA SYSTEMS INC-CLASS A COMMON STOCK                                 | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |       742 | NS      | $221049.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AB ISSUER LLC                                                                  | AB ISSUER LLC AUTHB 2021-1 A2                                          | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    797749 | PA      | $754645.16    | 0.15%             | 2051-07-30      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.                                        | ESSENTIAL PROPERTIES REALTY REIT                                       | CUSIP: N/A<br>LEI: 2549009LXQLVYCGLZO50       | Long             | EC               |  | US        |      2120 | NS      | $63091.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                                          | TREEHOUSE FOODS INC COMMON STOCK                                       | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |       904 | NS      | $18269.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                               | PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.100000% 01/25/2029             | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    311000 | PA      | $319004.42    | 0.06%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                    | PFIZER INC COMMON STOCK                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     29201 | NS      | $744041.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | PALLADIUM FUTURE  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $1029920.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                   | CADENCE DESIGN SYS INC COMMON STOCK                                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |       280 | NS      | $98352.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CA LOW CARBON FUELDEC26                                                        | CA LOW CARBON FUELDEC26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        27 | NC      | $162675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SUGAR #11 (WORLD) MAY26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        73 | NC      | $1319606.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                  | GOLDMAN SACHS GROUP INC/THE 4.125000% MATURITY: PERPETUAL              | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    328000 | PA      | $322535.81    | 0.06%             | 2174-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                | FOX CORP - CLASS A COMMON STOCK                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               |  | US        |     -2276 | NS      | $-143524.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                                 | COHERENT CORP COMMON STOCK                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               |  | US        |       -68 | NS      | $-7324.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                                                          | TD SYNNEX CORP COMMON STOCK                                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               |  | US        |       -61 | NS      | $-9988.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                       | ACM AUTO TRUST 2025-2 ACMAT 2025-2A A                                  | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495484 | PA      | $493740.21    | 0.10%             | 2028-06-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                                                 | SUPERNUS PHARMACEUTICALS INC COMMON STOCK                              | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |       477 | NS      | $22795.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                                                 | FORTINET INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300O0QJWDBAS0QX03       | Long             | EC               |  | US        |       648 | NS      | $54483.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                                       | ENERGIZER HOLDINGS INC COMMON STOCK                                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |       727 | NS      | $18095.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                                        | CIVITAS RESOURCES INC COMMON STOCK                                     | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |      1999 | NS      | $64967.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                  | BOSTON SCIENTIFIC CORP COMMON STOCK                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |      7404 | NS      | $722852.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                       | RESEARCH-DRIVEN PAGAYA MOTOR TRUST 2024-1 RPM 2024-1A A                | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    147724 | PA      | $149027.22    | 0.03%             | 2032-06-25      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| AVISTA CORPORATION                                                             | AVISTA CORP COMMON STOCK                                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |       554 | NS      | $20946.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXT ABS LLC                                                                   | DEXT ABS 2023-1 LLC DEXT 2023-1 A2                                     | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    237505 | PA      | $238624.54    | 0.05%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | WHEAT FUTURE(CBT) DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $-304800.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                       | ATMOS ENERGY CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: QVLWEGTD2S8GJMO8D383       | Long             | EC               |  | US        |       813 | NS      | $138819.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                              | LIMA METRO LINE 2 FINANCE LTD 5.875000% 07/05/2034                     | CUSIP: G54897AA4<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | PE        |    175271 | PA      | $180911.91    | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LEAN HOGS FUTURE  FEB26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        13 | NC      | $469560.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                                                 | VAR ENERGI ASA 144A 8.000000% 11/15/2032                               | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |    403000 | PA      | $467697.84    | 0.09%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                           | APPLOVIN CORP-CLASS A COMMON STOCK                                     | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               |  | US        |       263 | NS      | $188976.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                                        | COPT DEFENSE PROPERTIES REIT                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      1245 | NS      | $36179.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                                        | NATIONAL ENERGY SERVICES REU COMMON STOCK                              | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               |  | US        |      3877 | NS      | $39778.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                            | POST HOLDINGS INC COMMON STOCK                                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |       597 | NS      | $64165.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                               | OCCIDENTAL PETROLEUM CORP 5.200000% 08/01/2029                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142057.72    | 0.03%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                              | CROWN CASTLE INC REIT                                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      4333 | NS      | $418091.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                       | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-4 RPM 2025-4A A2         | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    658257 | PA      | $661354.95    | 0.13%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | COPPER FUTURE     DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        20 | NC      | $2428250.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                                                          | TARGA RESOURCES CORP COMMON STOCK                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               |  | US        |      4919 | NS      | $824129.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 10/31/2026                               | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4800000 | PA      | $4799582.02   | 0.92%             | 2026-10-31      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.                                            | FIRST INDUSTRIAL REALTY TR REIT                                        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      1291 | NS      | $66447.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                                                  | KENNEDY-WILSON HOLDINGS INC COMMON STOCK                               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               |  | US        |      2200 | NS      | $18304.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                          | AXON ENTERPRISE INC 144A 6.250000% 03/15/2033                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166745.95    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORPORATION                                                        | HAEMONETICS CORP/MASS COMMON STOCK                                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |       158 | NS      | $7700.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                               | PACIFIC GAS AND ELECTRIC CO 5.550000% 05/15/2029                       | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75141.88     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Seadrill Limited                                                               | SEADRILL LIMITED COMMON STOCK                                          | CUSIP: G7997W102<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               |  | US        |      1495 | NS      | $45163.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LIVE CATTLE FUTR  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        22 | NC      | $2066020.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                                                 | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK                              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |       378 | NS      | $19856.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                              | EVERSOURCE ENERGY COMMON STOCK                                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |      1894 | NS      | $134739.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                                    | RANGE RESOURCES CORP COMMON STOCK                                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               |  | US        |      5410 | NS      | $203632.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                              | MERCK & CO. INC. COMMON STOCK                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     12921 | NS      | $1084459.53   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | XAY CONS DISCRET  DEC25 PHYSICAL INDEX FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -185 | NC      | $-45202900.00 | -8.70%            |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                             | HEWLETT PACKARD ENTERPRISE COMMON STOCK                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               |  | US        |      -783 | NS      | $-19230.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 12/26/2025                                     | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $990797.55    | 0.19%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                   | OVINTIV INC COMMON STOCK                                               | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               |  | US        |      6069 | NS      | $245066.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                                              | MATCH GROUP INC COMMON STOCK                                           | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               |  | US        |        19 | NS      | $671.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS FHR 4981 HS                                         | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1579709 | PA      | $172880.66    | 0.03%             | 2050-06-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                  | LENDBUZZ SECURITIZATION TRUST 2025-1 LBZZ 2025-1A A2                   | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    547945 | PA      | $548575.03    | 0.11%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY                                    | APARTMENT INVT & MGMT CO -A REIT                                       | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |      2375 | NS      | $18833.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                                   | ENVISTA HOLDINGS CORP COMMON STOCK                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |      1312 | NS      | $26725.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                                               | CVR ENERGY INC COMMON STOCK                                            | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               |  | US        |       994 | NS      | $36261.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL Finance International N.V.                                                | ENEL FINANCE INTERNATIONAL NV 144A 4.125000% 09/30/2028                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |    388000 | PA      | $386905.83    | 0.07%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                             | TRICOLOR AUTO SECURITIZATION TRUST 2024-2 TAST 2024-2A A               | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49178 | PA      | $47243.21     | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Waystar Holding Corp                                                           | WAYSTAR HOLDING CORP COMMON STOCK                                      | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               |  | US        |       227 | NS      | $8607.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COTTON NO.2 FUTR  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $-1019435.00  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                            | ABBOTT LABORATORIES COMMON STOCK                                       | CUSIP: N/A<br>LEI: HQD377W2YR662HK5JX27       | Long             | EC               |  | US        |      8768 | NS      | $1174385.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                                                  | SIMPLY GOOD FOODS CO/THE COMMON STOCK                                  | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |      1041 | NS      | $25837.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                                        | AVIDITY BIOSCIENCES INC COMMON STOCK                                   | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               |  | US        |       662 | NS      | $28843.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                                                    | HOST HOTELS & RESORTS INC REIT                                         | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      7040 | NS      | $119820.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | ECX EMISSION      DEC26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |         7 | NC      | $639496.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                                       | COMSTOCK RESOURCES INC COMMON STOCK                                    | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |      1051 | NS      | $20841.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN FUTURE    MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        98 | NC      | $5075175.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP.                                                       | CLEAN ENERGY FUELS CORP COMMON STOCK                                   | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               |  | US        |      5002 | NS      | $12905.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LEAN HOGS FUTURE  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $-603330.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| OPORTUN FUNDING LLC                                                            | OPORTUN FUNDING TRUST 2025-1 OPTN 2025-1 A                             | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195160 | PA      | $195406.86    | 0.04%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| SNOWFLAKE INC.                                                                 | SNOWFLAKE INC COMMON STOCK                                             | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               |  | US        |       333 | NS      | $75108.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP.                                                         | US FOODS HOLDING CORP COMMON STOCK                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               |  | US        |      2619 | NS      | $200667.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                                            | LIBERTY GLOBAL LTD-C COMMON STOCK                                      | CUSIP: G61188127<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               |  | US        |      1259 | NS      | $14793.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                          | CARDINAL HEALTH INC COMMON STOCK                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |      1177 | NS      | $184741.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                          | SUMITOMO MITSUI FINANCIAL GROUP INC 5.316000% 07/09/2029               | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    232000 | PA      | $240348.86    | 0.05%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.250000% 01/15/2028                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $608179.69    | 0.12%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                        | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128358.85    | 0.02%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                         | CMS ENERGY CORP COMMON STOCK                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |      1464 | NS      | $107252.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 3.146%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   6000000 | NC      | $1409954.46   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                        | BPCE SA 144A 6.508000% 01/18/2035                                      | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    483000 | PA      | $513214.54    | 0.10%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                | EQT CORP COMMON STOCK                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |     13634 | NS      | $742098.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                               | NIAGARA MOHAWK POWER CORP 144A 5.290000% 01/17/2034                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148641.48    | 0.03%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                             | AMEREN CORPORATION COMMON STOCK                                        | CUSIP: N/A<br>LEI: XRZQ5S7HYJFPHJ78L959       | Long             | EC               |  | US        |      1409 | NS      | $147071.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                      | BAXTER INTERNATIONAL INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: J5OIVXX3P24RJRW5CK77       | Long             | EC               |  | US        |      4417 | NS      | $100575.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.375000% 07/15/2027                                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $506269.53    | 0.10%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                         | TIME WARNER CABLE LLC 4.500000% 09/15/2042                             | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $265147.48    | 0.05%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE, INC.                                                                | CABLE ONE INC COMMON STOCK                                             | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               |  | US        |       -61 | NS      | $-10800.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  APR28 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-198300.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                                       | FABRINET COMMON STOCK                                                  | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               |  | US        |        -8 | NS      | $-2916.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP.                                                           | URANIUM ENERGY CORP COMMON STOCK                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               |  | US        |      8546 | NS      | $114003.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                       | LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028                          | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    324000 | PA      | $328827.69    | 0.06%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                     | AMGEN INC COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | EC               |  | US        |      2777 | NS      | $783669.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                                     | BIO-RAD LABORATORIES-A COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300ZC1GPV35XYDK53       | Long             | EC               |  | US        |        73 | NS      | $20468.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                        | MPLX LP 5.400000% 09/15/2035                                           | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    259000 | PA      | $259562.63    | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 01/31/2026                               | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9600000 | PA      | $9600006.34   | 1.85%             | 2026-01-31      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE 7.250000% 01/31/2041 | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | NUSS              | MX        |    241684 | PA      | $258033.71    | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DYNATRACE, INC.                                                                | DYNATRACE INC COMMON STOCK                                             | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               |  | US        |       180 | NS      | $8721.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                                           | HCA HEALTHCARE INC COMMON STOCK                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |       859 | NS      | $366105.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                                        | APPLIED MATERIALS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 41BNNE1AFPNAZELZ6K07       | Short            | EC               |  | US        |      -745 | NS      | $-152531.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                                           | GLENCORE FUNDING LLC 144A 6.500000% 10/06/2033                         | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     56000 | PA      | $61711.76     | 0.01%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                   | GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 D                  | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12527 | PA      | $9180.82      | 0.00%             | 2044-08-10      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                          | FREEPORT INDONESIA PT MTN 4.763000% 04/14/2027                         | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |    243000 | PA      | $243505.44    | 0.05%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                                                    | INTERNATIONAL SEAWAYS INC COMMON STOCK                                 | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |       672 | NS      | $30965.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                                                   | ALLETE INC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300NNLSIMY6Z8OT86       | Long             | EC               |  | US        |       292 | NS      | $19388.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C04 1M2              | CUSIP: 30711XBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61448 | PA      | $61678.20     | 0.01%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $863520.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                 | CARVANA AUTO RECEIVABLES TRUST 2021-N4 CRVNA 2021-N4 D                 | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     59799 | PA      | $58367.94     | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLOBUS MEDICAL, INC.                                                           | GLOBUS MEDICAL INC - A COMMON STOCK                                    | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |       616 | NS      | $35278.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  OCT26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $392900.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS, INC.                                                          | TG THERAPEUTICS INC COMMON STOCK                                       | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               |  | US        |       903 | NS      | $32620.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                                              | CORCEPT THERAPEUTICS INC COMMON STOCK                                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               |  | US        |       453 | NS      | $37648.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.98%                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1075000 | NC      | $26728.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST SOLAR, INC.                                                              | FIRST SOLAR INC COMMON STOCK                                           | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               |  | US        |      -112 | NS      | $-24699.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                                                 | MAGNOLIA OIL & GAS CORP - A COMMON STOCK                               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               |  | US        |      5365 | NS      | $128062.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                                                      | KILROY REALTY CORP REIT                                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       979 | NS      | $41362.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                                           | MCKESSON CORP COMMON STOCK                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |       637 | NS      | $492107.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN OIL FUTR  JUL26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        69 | NC      | $2089872.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HFX Funding Issuer                                                             | HFX 2017-1A A3 SERIES  CLASS                                           | CUSIP: 40422GAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6132 | PA      | $6205.30      | 0.00%             | 2035-03-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                           | GLENCORE FUNDING LLC 144A 4.907000% 04/01/2028                         | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    178000 | PA      | $180802.98    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INCORPORATED                                                      | ENERGY FUELS INC COMMON STOCK                                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               |  | US        |      4600 | NS      | $70610.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                                                            | VERICEL CORP COMMON STOCK                                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               |  | US        |        97 | NS      | $3052.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                                                    | ABBVIE INC COMMON STOCK                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      9046 | NS      | $2094510.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                | UNITEDHEALTH GROUP INC COMMON STOCK                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      4740 | NS      | $1636722.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS, INC.                                                      | AMICUS THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               |  | US        |      2000 | NS      | $15760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORPORATION                                                          | SOLVENTUM CORP COMMON STOCK                                            | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               |  | US        |       804 | NS      | $58692.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CATTLE FEEDER FUT NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $359350.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                                        | WILEY (JOHN) & SONS-CLASS A COMMON STOCK                               | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Short            | EC               |  | US        |      -523 | NS      | $-21165.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                                                    | BIOGEN INC COMMON STOCK                                                | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |       821 | NS      | $115005.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                     | KIMBERLY-CLARK CORP COMMON STOCK                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |      4020 | NS      | $499846.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | MSCI EAFE         DEC25 PHYSICAL INDEX FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-4456480.00  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 04/30/2027                               | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2700000 | PA      | $2698506.44   | 0.52%             | 2027-04-30      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                                                          | MDC HOLDINGS INC 6.000000% 01/15/2043                                  | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    389000 | PA      | $370208.47    | 0.07%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                                         | NABORS INDUSTRIES LTD COMMON STOCK                                     | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               |  | US        |       221 | NS      | $9032.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAJUN GLOBAL LLC                                                               | CAJUN GLOBAL LLC CAJUN 2021-1 A2                                       | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    178062 | PA      | $175666.47    | 0.03%             | 2051-11-20      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                             | SWISS RE FINANCE LUXEMBOURG SA 5.000000% 04/02/2049                    | CUSIP: N/A<br>LEI: 549300CLQZ6TM98LW631       | Long             | DBT              | NUSS              | CH        |    200000 | PA      | $201535.93    | 0.04%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                   | APPLE HOSPITALITY REIT INC REIT                                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      1927 | NS      | $23143.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                                               | NRG ENERGY INC COMMON STOCK                                            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |      1167 | NS      | $188995.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                                                      | KELLANOVA COMMON STOCK                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |      3282 | NS      | $269189.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  DEC26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -39 | NC      | $-2528760.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| SkyMiles IP Ltd.                                                               | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028        | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |    475000 | PA      | $477670.93    | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2025-R05 CAS 2025-R05 2M1          | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    633965 | PA      | $635889.72    | 0.12%             | 2045-07-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE CORPORATION                                               | BROOKFIELD RENEWABLE CORP COMMON STOCK                                 | CUSIP: 11285B108<br>LEI: N/A                  | Long             | EC               |  | US        |       955 | NS      | $32871.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                                                | ASTERA LABS INC COMMON STOCK                                           | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               |  | US        |       -48 | NS      | $-9398.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER FUNDING TRUST II                                                     | ALEXANDER FUNDING TRUST II 144A 7.467000% 07/31/2028                   | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $111203.84    | 0.02%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FANNIE MAE REMICS FNR 2016-77 DS                                       | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    589697 | PA      | $68555.01     | 0.01%             | 2046-10-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION.                                                      | KIMCO REALTY CORP REIT                                                 | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      6142 | NS      | $134202.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.4725%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1490000 | NC      | $34569.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                  | ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK                              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               |  | US        |       500 | NS      | $15040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                                 | CHARLES RIVER LABORATORIES COMMON STOCK                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               |  | US        |       256 | NS      | $40053.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                 | PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 A                              | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    136629 | PA      | $137439.22    | 0.03%             | 2031-10-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES INC.                                                           | VICI PROPERTIES INC REIT                                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     10554 | NS      | $344165.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028         | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   6654000 | PA      | $8523834.45   | 1.64%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GLAUKOS CORPORATION                                                            | GLAUKOS CORP COMMON STOCK                                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               |  | US        |       300 | NS      | $24465.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                             | EXELON CORP COMMON STOCK                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |      5193 | NS      | $233736.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                                             | HENRY SCHEIN INC COMMON STOCK                                          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |       639 | NS      | $42410.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                               | PHILIP MORRIS INTERNATIONAL INC 5.625000% 11/17/2029                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115744.30    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                                             | IQVIA HOLDINGS INC COMMON STOCK                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               |  | US        |       990 | NS      | $188040.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                                                    | QIAGEN N.V. COMMON STOCK                                               | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |      1021 | NS      | $45618.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                                        | DELEK US HOLDINGS INC COMMON STOCK                                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |      1529 | NS      | $49340.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                                        | CUSHMAN & WAKEFIELD PLC COMMON STOCK                                   | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               |  | US        |      2803 | NS      | $44623.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                                                   | VISTRA CORP 144A 7.000000% MATURITY: PERPETUAL                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    286000 | PA      | $290367.22    | 0.06%             | 2174-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SUGAR #11 (WORLD) MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        36 | NC      | $669312.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE, INC.                                                                  | MAGNITE INC COMMON STOCK                                               | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Short            | EC               |  | US        |     -1279 | NS      | $-27856.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                                                | ALKERMES PLC COMMON STOCK                                              | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |       624 | NS      | $18720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                  | FEDERAL FARM CREDIT BANK VARIABLE RATE 02/11/2028                      | CUSIP: 3133ER3M1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    600000 | PA      | $599890.24    | 0.12%             | 2028-02-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SOYBEAN MEAL FUTR JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $-222320.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 3.750000% 08/31/2026                                   | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $600018.75    | 0.12%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                                            | ELF BEAUTY INC COMMON STOCK                                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |       738 | NS      | $97770.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                     | AVIATION CAPITAL GROUP LLC 144A 4.875000% 10/01/2025                   | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    182000 | PA      | $182000.00    | 0.04%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-122 SA               | CUSIP: 38380GHH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    489055 | PA      | $67295.70     | 0.01%             | 2047-08-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                   | STRATEGY INC- CL A COMMON STOCK                                        | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               |  | US        |       256 | NS      | $82485.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.250000% 12/31/2026                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1100000 | PA      | $1107089.84   | 0.21%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                            | SOCIETE GENERALE SA 144A 5.519000% 01/19/2028                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    282000 | PA      | $285773.26    | 0.06%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                         | FAIR ISAAC CORP COMMON STOCK                                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |        23 | NS      | $34420.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                        | QUIDELORTHO CORP COMMON STOCK                                          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |       400 | NS      | $11780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                     | CHL MORTGAGE PASS-THROUGH TRUST 2006-13 CWHL 2006-13 1A19              | CUSIP: 12543TAU9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58393 | PA      | $25320.59     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MODERNA, INC.                                                                  | MODERNA INC COMMON STOCK                                               | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               |  | US        |      1712 | NS      | $44220.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                                                     | SAREPTA THERAPEUTICS INC COMMON STOCK                                  | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |       253 | NS      | $4875.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                  | VISTRA OPERATIONS CO LLC 144A 6.950000% 10/15/2033                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    199000 | PA      | $221952.66    | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS, INC.                                                             | DHT HOLDINGS INC COMMON STOCK                                          | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |      3578 | NS      | $42757.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                                                             | CONMED CORP COMMON STOCK                                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               |  | US        |       152 | NS      | $7148.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                                                      | Nexstar Media Group Inc COMMON STOCK                                   | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               |  | US        |      -318 | NS      | $-62881.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                   | ZIMMER BIOMET HOLDINGS INC COMMON STOCK                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |       986 | NS      | $97121.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                          | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.591000% 10/16/2028        | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    390000 | PA      | $393515.12    | 0.08%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UMH PROPERTIES, INC.                                                           | UMH PROPERTIES INC REIT                                                | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |      1366 | NS      | $20285.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                   | FLUTTER TREASURY DAC 144A 5.875000% 06/04/2031                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | NUSS              | IE        |    520000 | PA      | $527810.40    | 0.10%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                                 | TECHNIPFMC PLC COMMON STOCK                                            | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               |  | US        |      9152 | NS      | $361046.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                                                          | TARGA RESOURCES CORP 5.650000% 02/15/2036                              | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82937.02     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                                           | MILLICOM INTL CELLULAR S.A. COMMON STOCK                               | CUSIP: L6388F110<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               |  | US        |       669 | NS      | $32473.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK, INC.                                                                   | RUBRIK INC-A COMMON STOCK                                              | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               |  | US        |       146 | NS      | $12008.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                              | SYSCO CORP COMMON STOCK                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |      5864 | NS      | $482841.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                              | NATWEST GROUP PLC 3.032000% 11/28/2035                                 | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $190240.40    | 0.04%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                    | ONEOK INC 6.050000% 09/01/2033                                         | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $215258.87    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC.                                                            | Liberty Energy Inc COMMON STOCK                                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |      3093 | NS      | $38167.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital, L.P.                                                              | GLP CAPITAL LP / GLP FINANCING II INC 5.250000% 02/15/2033             | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    293000 | PA      | $293477.59    | 0.06%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                       | UNITED MEXICAN STATES 5.375000% 03/22/2033                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    259000 | PA      | $258223.00    | 0.05%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                            | TEEKAY TANKERS LTD-CLASS A COMMON STOCK                                | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |       348 | NS      | $17591.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                                    | REGENCY CENTERS CORP REIT                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      1710 | NS      | $124659.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                                                       | GUIDEWIRE SOFTWARE INC COMMON STOCK                                    | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               |  | US        |       128 | NS      | $29422.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS TRUST                                                                    | BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A                         | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    779000 | PA      | $778756.56    | 0.15%             | 2037-10-15      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Doximity Inc                                                                   | DOXIMITY INC-CLASS A COMMON STOCK                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               |  | US        |       727 | NS      | $53180.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE, INC.                                                          | AST SPACEMOBILE INC COMMON STOCK                                       | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               |  | US        |      1372 | NS      | $67337.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                                                | TRANSOCEAN LTD COMMON STOCK                                            | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               |  | US        |     16402 | NS      | $51174.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                                | REGENERON PHARMACEUTICALS COMMON STOCK                                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |       559 | NS      | $314308.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA U.S. FINANCING, INC.                                                    | TAKEDA US FINANCING INC 5.200000% 07/07/2035                           | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    397000 | PA      | $403526.37    | 0.08%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                  | BROADCOM INC COMMON STOCK                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               |  | US        |     -3441 | NS      | $-1135220.31  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                                | FEDERAL REALTY INVS TRUST REIT                                         | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |       796 | NS      | $80642.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.000000% 02/15/2026                                   | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $600093.75    | 0.12%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC.                                                             | OMNICOM GROUP COMMON STOCK                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               |  | US        |     -2361 | NS      | $-192492.33   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                  | LENDBUZZ SECURITIZATION TRUST 2023-1 LBZZ 2023-1A A2                   | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375087 | PA      | $380297.00    | 0.07%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| DATADOG, INC.                                                                  | DATADOG INC - CLASS A COMMON STOCK                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               |  | US        |       367 | NS      | $52260.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                                | COUSINS PROPERTIES INC REIT                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      2006 | NS      | $58053.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSF ISSUER LLC                                                                 | GS MORTGAGE SECURITIES TRUST 2021-1 AS                                 | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     26000 | PA      | $25225.30     | 0.00%             | 2026-08-17      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                                             | RYMAN HOSPITALITY PROPERTIES REIT                                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |       581 | NS      | $52051.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME NICKEL FUTURE DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $1368938.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                            | NELNET STUDENT LOAN TRUST 2021-D NSLT 2021-DA AFX                      | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    111251 | PA      | $105694.83    | 0.02%             | 2062-04-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| IDEAYA Biosciences Inc                                                         | IDEAYA BIOSCIENCES INC COMMON STOCK                                    | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               |  | US        |       212 | NS      | $5768.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                                 | CITIGROUP INC 4.643000% 05/07/2028                                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407800.96    | 0.08%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| THE MACERICH COMPANY                                                           | MACERICH CO/THE REIT                                                   | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |      2922 | NS      | $53180.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                       | WOODSIDE FINANCE LTD 5.400000% 05/19/2030                              | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | AU        |     60000 | PA      | $61616.12     | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | TTF NAT GAS F     NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |        -9 | NC      | $-239164.43   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                             | ORACLE CORP COMMON STOCK                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |      1707 | NS      | $480076.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                                                 | EXELIXIS INC COMMON STOCK                                              | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |      1535 | NS      | $63395.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                                 | ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK                              | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Short            | EC               |  | US        |       -37 | NS      | $-10994.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                                              | TALOS ENERGY INC COMMON STOCK                                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |      2600 | NS      | $24934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                                                  | APELLIS PHARMACEUTICALS INC COMMON STOCK                               | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               |  | US        |       667 | NS      | $15094.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                              | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 AFFRM 2025-X1 A              | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    314895 | PA      | $315552.60    | 0.06%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC.                                                            | OUTFRONT MEDIA INC REIT                                                | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      1930 | NS      | $35350.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NY HARB ULSD FUT  NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $1464183.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE, INC.                                                     | BROADSTONE NET LEASE INC REIT                                          | CUSIP: N/A<br>LEI: 549300U8D7PT70B49V21       | Long             | EC               |  | US        |      1241 | NS      | $22176.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                                                    | H2O AMERICA COMMON STOCK                                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |       212 | NS      | $10324.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                             | TELEDYNE TECHNOLOGIES INC COMMON STOCK                                 | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               |  | US        |       -38 | NS      | $-22269.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2022-DNA5 STACR 2022-DNA5 M1A            | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    331288 | PA      | $337884.69    | 0.07%             | 2042-06-25      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2          | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1023263 | PA      | $1037496.59   | 0.20%             | 2041-12-25      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                    | PILGRIM'S PRIDE CORP COMMON STOCK                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |       314 | NS      | $12786.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                     | CATERPILLAR FINANCIAL SERVICES CORP 4.450000% 10/16/2026               | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    441000 | PA      | $443797.25    | 0.09%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                             | ALTRIA GROUP INC COMMON STOCK                                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     20165 | NS      | $1332099.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                   | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     15282 | NS      | $954666.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                                                       | TYLER TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |        31 | NS      | $16217.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                                            | GENERAL MILLS INC 4.700000% 01/30/2027                                 | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135032.74    | 0.03%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                   | MARRIOTT INTERNATIONAL INC/MD 4.200000% 07/15/2027                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    388000 | PA      | $389201.61    | 0.07%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTANIX, INC.                                                                  | NUTANIX INC - A COMMON STOCK                                           | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               |  | US        |       339 | NS      | $25218.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, INC.                                                                      | UDR INC REIT                                                           | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |      3419 | NS      | $127391.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                                                       | ORMAT TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               |  | US        |       400 | NS      | $38500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1          | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    514873 | PA      | $525494.51    | 0.10%             | 2043-05-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                                                    | VITA COCO CO INC/THE COMMON STOCK                                      | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               |  | US        |       271 | NS      | $11509.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                                      | SCHOLAR ROCK HOLDING CORP COMMON STOCK                                 | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               |  | US        |       375 | NS      | $13965.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                                            | CENTENE CORP COMMON STOCK                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |      2515 | NS      | $89735.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC.                                                          | WEC ENERGY GROUP INC COMMON STOCK                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |      1655 | NS      | $189646.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M2          | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    211136 | PA      | $216908.46    | 0.04%             | 2042-03-25      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                               | MEDTRONIC PLC COMMON STOCK                                             | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |      6503 | NS      | $619345.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                                             | ZILLOW GROUP INC - C COMMON STOCK                                      | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |      1566 | NS      | $120660.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                  | VOLCAN CIA MINERA SAA 144A 8.750000% 01/24/2030                        | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | NUSS              | PE        |     55000 | PA      | $57189.00     | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                     | LAD AUTO RECEIVABLES TRUST 2022-1 LADAR 2022-1A A                      | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7355 | PA      | $7356.68      | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC VARIABLE RATE 10/16/2026                                   | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    700000 | PA      | $700470.54    | 0.13%             | 2026-10-16      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LME COPPER FUTURE DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $3081428.91   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America                                                                | Credit Default Swap                                                    | CUSIP: CD2143911<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   2000000 | NC      | $-152946.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger N.V.                                                              | SCHLUMBERGER NV COMMON STOCK                                           | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |     35270 | NS      | $1212224.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST, INC.                                                | EMPIRE STATE REALTY TRUST-A REIT                                       | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |      1063 | NS      | $8142.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                          | GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A ARR                | CUSIP: 38138LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650890 | PA      | $649335.67    | 0.13%             | 2034-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                             | DTE ENERGY COMPANY COMMON STOCK                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |      1047 | NS      | $148077.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                              | NATIONAL STORAGE AFFILIATES REIT                                       | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |       723 | NS      | $21849.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY                                   | BANK OF IRELAND GROUP PLC 144A 5.601000% 03/20/2030                    | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | NUSS              | IE        |    212000 | PA      | $219855.51    | 0.04%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP, INC.                                                        | TRANSMEDICS GROUP INC COMMON STOCK                                     | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               |  | US        |       170 | NS      | $19074.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                          | HONDA MOTOR CO LTD 4.436000% 07/08/2028                                | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | NUSS              | JP        |    396000 | PA      | $398267.79    | 0.08%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                                                        | NATIONAL BEVERAGE CORP COMMON STOCK                                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               |  | US        |        70 | NS      | $2584.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET, INC.                                                                 | FRESHPET INC COMMON STOCK                                              | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               |  | US        |       598 | NS      | $32955.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS, INCORPORATED                                                  | BENTLEY SYSTEMS INC-CLASS B COMMON STOCK                               | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               |  | US        |       111 | NS      | $5714.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                                            | KINDER MORGAN INC COMMON STOCK                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |     43765 | NS      | $1238987.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                                        | APPLIED MATERIALS INC 4.000000% 01/15/2031                             | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    389000 | PA      | $385154.33    | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                  | MOLSON COORS BEVERAGE CO - B COMMON STOCK                              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |      1919 | NS      | $86834.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                                                              | TXNM ENERGY INC COMMON STOCK                                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               |  | US        |       422 | NS      | $23864.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                                          | MICROSOFT CORP COMMON STOCK                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      7328 | NS      | $3795537.60   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                              | LIMA METRO LINE 2 FINANCE LTD 144A 4.350000% 04/05/2036                | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | PE        |    175283 | PA      | $169150.97    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC.                                                                 | TIDEWATER INC COMMON STOCK                                             | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               |  | US        |      1591 | NS      | $84848.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                                                | ESTEE LAUDER COMPANIES-CL A COMMON STOCK                               | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |      2866 | NS      | $252551.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                                           | SOUTHERN CO/THE COMMON STOCK                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |      5612 | NS      | $531849.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                                                | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300LO13MQ9HYSTR83       | Long             | EC               |  | US        |      5925 | NS      | $353959.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                 | SBA COMMUNICATIONS CORP REIT                                           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1101 | NS      | $212878.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                                                    | ONEOK INC 5.400000% 10/15/2035                                         | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    337000 | PA      | $338267.02    | 0.07%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LOW SU GASOIL G   NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        48 | NC      | $3297600.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                                                       | EXTRA SPACE STORAGE INC REIT                                           | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      2441 | NS      | $344034.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                                          | TWIST BIOSCIENCE CORP COMMON STOCK                                     | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               |  | US        |       257 | NS      | $7231.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC                                                             | ANDERSONS INC/THE COMMON STOCK                                         | CUSIP: N/A<br>LEI: L38MWB8MVRFV7HVJPU11       | Long             | EC               |  | US        |       211 | NS      | $8399.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                                             | ZILLOW GROUP INC - A COMMON STOCK                                      | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |       403 | NS      | $29999.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyMiles IP Ltd.                                                               | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025        | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |     34054 | PA      | $34011.96     | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                            | HALLIBURTON CO COMMON STOCK                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |     19621 | NS      | $482676.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                     | ALBERTSONS COS INC - CLASS A COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300YKWOC0AOR16R51       | Long             | EC               |  | US        |      5244 | NS      | $91822.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                                                | THE CIGNA GROUP COMMON STOCK                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      1485 | NS      | $428051.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                                                     | JABIL INC COMMON STOCK                                                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Short            | EC               |  | US        |      -102 | NS      | $-22151.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                      | AT&T INC COMMON STOCK                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     56688 | NS      | $1600869.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                                           | META PLATFORMS INC COMMON STOCK                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      1664 | NS      | $1222008.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                      | CHURCH & DWIGHT CO INC COMMON STOCK                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |      2911 | NS      | $255090.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                          | FANNIE MAE REMICS FNR 2017-97 LS                                       | CUSIP: 3136B0CN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    930626 | PA      | $115102.06    | 0.02%             | 2047-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATING LP                                                  | TERRAFORM GLOBAL OPERATING LP 144A 6.125000% 03/01/2026                | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25671.37     | 0.00%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL, INC.                                                              | ICU MEDICAL INC COMMON STOCK                                           | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               |  | US        |        61 | NS      | $7317.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                 | MARATHON PETROLEUM CORP COMMON STOCK                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |      6965 | NS      | $1342434.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                 | CARVANA AUTO RECEIVABLES TRUST 2021-P4 CRVNA 2021-P4 D                 | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    441000 | PA      | $423490.23    | 0.08%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE, INC.                                            | SOLARIS ENERGY INFRASTRUCTUR COMMON STOCK                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               |  | US        |       638 | NS      | $25500.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                                                      | AKAMAI TECHNOLOGIES INC COMMON STOCK                                   | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               |  | US        |       158 | NS      | $11970.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                   | BARCLAYS PLC 5.335000% 09/10/2035                                      | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    213000 | PA      | $216075.03    | 0.04%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2             | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    923836 | PA      | $926292.99    | 0.18%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                               | NMEF FUNDING 2022-B LLC NMEF 2022-B A2                                 | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19475 | PA      | $19500.27     | 0.00%             | 2029-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| PBF ENERGY INC.                                                                | PBF ENERGY INC-CLASS A COMMON STOCK                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |      2933 | NS      | $88488.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL COMMON STOCK                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |      1828 | NS      | $101051.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                               | P G & E CORP COMMON STOCK                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |     11592 | NS      | $174807.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                                                   | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                                | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               |  | US        |       387 | NS      | $30317.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                                  | ALPHABET INC-CL C COMMON STOCK                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      3601 | NS      | $877023.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                                                         | PTC THERAPEUTICS INC COMMON STOCK                                      | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               |  | US        |       419 | NS      | $25714.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                                    | VAXCYTE INC COMMON STOCK                                               | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               |  | US        |       566 | NS      | $20387.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY, INC.                                                       | MARVELL TECHNOLOGY INC COMMON STOCK                                    | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               |  | US        |      -414 | NS      | $-34804.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                                        | KRAFT HEINZ CO/THE COMMON STOCK                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     10875 | NS      | $283185.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, INC.                                                                      | BXP INC REIT                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      1420 | NS      | $105562.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP, INC.                                                      | PRIVIA HEALTH GROUP INC COMMON STOCK                                   | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               |  | US        |       837 | NS      | $20841.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                                                   | CACTUS INC - A COMMON STOCK                                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |      1566 | NS      | $61810.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC.                                                       | DARLING INGREDIENTS INC COMMON STOCK                                   | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               |  | US        |      1942 | NS      | $59949.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                                                 | PERFORMANCE FOOD GROUP CO COMMON STOCK                                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               |  | US        |      1697 | NS      | $176555.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 11/04/2025                                     | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $946402.14    | 0.18%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                                                 | MEDICAL PROPERTIES TRUST INC REIT                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      4477 | NS      | $22698.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                       | AMERICAN EXPRESS CO 5.098000% 02/16/2028                               | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    474000 | PA      | $480361.05    | 0.09%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                            | VERTEX PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      1308 | NS      | $512265.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                 | MORGAN STANLEY MTN 2.239000% 07/21/2032                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2649.58      | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Marcus & Millichap Inc                                                         | MARCUS & MILLICHAP INC COMMON STOCK                                    | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               |  | US        |       315 | NS      | $9245.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                                        | BLACK HILLS CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 3MGELCRSTNSAMJ962671       | Long             | EC               |  | US        |       352 | NS      | $21679.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                                                | S&P GLOBAL INC 4.250000% 05/01/2029                                    | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166746.36    | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 01/31/2027                               | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2100000 | PA      | $2097448.10   | 0.40%             | 2027-01-31      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                                                  | LIBERTY BROADBAND-A COMMON STOCK                                       | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Short            | EC               |  | US        |       -48 | NS      | $-3039.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                         | SEMPRA COMMON STOCK                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |      3503 | NS      | $315199.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CATTLE FEEDER FUT NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $2515450.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. CAREY INC.                                                                | WP CAREY INC REIT                                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      2052 | NS      | $138653.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                       | ACM AUTO TRUST 2025-3 ACMAT 2025-3A A                                  | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    233983 | PA      | $233115.36    | 0.04%             | 2030-01-22      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                         | KYNDRYL HOLDINGS INC COMMON STOCK                                      | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               |  | US        |       176 | NS      | $5285.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PLC                                                                   | INDIVIOR PLC COMMON STOCK                                              | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               |  | US        |      1108 | NS      | $26713.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 11/28/2025                                     | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $645826.82    | 0.12%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP, INC.                                                            | NEWMARK GROUP INC-CLASS A COMMON STOCK                                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |      1019 | NS      | $19004.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 10/16/2025                                     | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13165000 | PA      | $13142761.02  | 2.53%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORE NATURAL RESOURCES, INC.                                                   | CORE NATURAL RESOURCES INC COMMON STOCK                                | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               |  | US        |      1702 | NS      | $142082.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                             | FORD MOTOR CO 3.250000% 02/12/2032                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    434000 | PA      | $379738.56    | 0.07%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                 | VAR ENERGI ASA 144A 7.500000% 01/15/2028                               | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |    314000 | PA      | $332779.19    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 3.875000% 05/31/2027                                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $501738.28    | 0.10%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 2.717000% 01/07/2029                        | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55811.72     | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                            | EOG RESOURCES INC COMMON STOCK                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |     11960 | NS      | $1340955.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                                        | LEMAITRE VASCULAR INC COMMON STOCK                                     | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |       122 | NS      | $10676.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                     | ALLIANT ENERGY CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 5493009ML300G373MZ12       | Long             | EC               |  | US        |      1429 | NS      | $96328.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                          | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2025-A A                   | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    444000 | PA      | $449181.44    | 0.09%             | 2030-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                                          | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK                               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               |  | US        |       525 | NS      | $21588.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                                                 | TERADYNE INC COMMON STOCK                                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               |  | US        |       -80 | NS      | $-11011.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                               | SOLSTICE ADVANCED MATERIALS INC 144A 5.625000% 09/30/2033              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169558.35    | 0.03%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                | TOYOTA MOTOR CREDIT CORP MTN 4.650000% 09/03/2032                      | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392656.73    | 0.08%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                                      | MILLROSE PROPERTIES REIT                                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |       975 | NS      | $32769.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST                                                        | HOMEBANC MORTGAGE TRUST 2005-1 HMBT 2005-1 A1                          | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37683 | PA      | $30891.32     | 0.01%             | 2035-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                                         | MURPHY OIL CORP COMMON STOCK                                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |      2935 | NS      | $83383.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                               | CALIFORNIA RESOURCES CORP COMMON STOCK                                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |      1378 | NS      | $73282.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW OWNER TRUST                                                                | MVW 2021-2 LLC MVWOT 2021-2A B                                         | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122971 | PA      | $116473.44    | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY                                    | JAZZ PHARMACEUTICALS PLC COMMON STOCK                                  | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |       367 | NS      | $48370.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NOVARTIS AG - CVR 1 SHARE OF 66987VCVR AND 40 USD PER KDNY             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       800 | NS      | $312.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                                                | UGI CORP COMMON STOCK                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |      1084 | NS      | $36053.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD.                                                                 | HERBALIFE LTD COMMON STOCK                                             | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |      1741 | NS      | $14694.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                                                        | J & J SNACK FOODS CORP COMMON STOCK                                    | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               |  | US        |       156 | NS      | $14990.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                                                 | ILLUMINA INC COMMON STOCK                                              | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               |  | US        |       730 | NS      | $69328.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | KC HRW WHEAT FUT  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -38 | NC      | $-945725.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC D                    | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    162478 | PA      | $160040.83    | 0.03%             | 2034-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                       | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A2                      | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    665336 | PA      | $666939.10    | 0.13%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                 | SYNOPSYS INC COMMON STOCK                                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |       221 | NS      | $109039.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                           | ROCHE HOLDINGS INC 144A 4.203000% 09/09/2029                           | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441862.03    | 0.09%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                          | NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2                               | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    762450 | PA      | $772347.44    | 0.15%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                             | KOSMOS ENERGY LTD COMMON STOCK                                         | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               |  | US        |      9707 | NS      | $16113.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS, INC.                                                     | TURNING POINT BRANDS INC COMMON STOCK                                  | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               |  | US        |       307 | NS      | $30350.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.750000% 09/16/2030       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    616000 | PA      | $628017.99    | 0.12%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                               | DEUTSCHE BANK AG/NEW YORK NY 2.129000% 11/24/2026                      | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    347000 | PA      | $345729.39    | 0.07%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.33%                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   6110000 | NC      | $145824.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RESMED INC.                                                                    | RESMED INC COMMON STOCK                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |       755 | NS      | $206666.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE, INC.                                                                  | LINEAGE INC REIT                                                       | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |       728 | NS      | $28129.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                                          | NOBLE CORP PLC COMMON STOCK                                            | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               |  | US        |      2706 | NS      | $76525.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN OIL FUTR  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        13 | NC      | $386022.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                                                | PPL CORP COMMON STOCK                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |      3760 | NS      | $139721.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS FHR 4693 SL                                         | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    802885 | PA      | $96932.25     | 0.02%             | 2047-06-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| DOLE PUBLIC LIMITED COMPANY                                                    | DOLE PLC COMMON STOCK                                                  | CUSIP: G27907107<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               |  | US        |      1506 | NS      | $20240.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                 | CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 C                 | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33098 | PA      | $32092.70     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2025-DNA2 STACR 2025-DNA2 A1             | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    172271 | PA      | $172699.26    | 0.03%             | 2045-05-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Roivant Sciences Ltd                                                           | ROIVANT SCIENCES LTD COMMON STOCK                                      | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               |  | US        |      2000 | NS      | $30260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVEX INTERNATIONAL, INC.                                                    | INNOVEX INTERNATIONAL INC COMMON STOCK                                 | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               |  | US        |      1031 | NS      | $19114.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                                                       | PTC INC COMMON STOCK                                                   | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |       135 | NS      | $27407.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                 | CONOCOPHILLIPS COMMON STOCK                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |     28577 | NS      | $2703098.43   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                                                    | HALOZYME THERAPEUTICS INC COMMON STOCK                                 | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |       693 | NS      | $50824.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 11/25/2025                                     | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $496948.27    | 0.10%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                                             | AMERICAN WATER WORKS CO INC COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300DXHIJQMD5WFW18       | Long             | EC               |  | US        |      1000 | NS      | $139190.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                              | INTEL CORP COMMON STOCK                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               |  | US        |     -2714 | NS      | $-91054.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                                                       | WORLD KINECT CORP COMMON STOCK                                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |       961 | NS      | $24937.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                   | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               |  | US        |      2577 | NS      | $215076.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY, INC.                                                             | VIPER ENERGY INC-CL A COMMON STOCK                                     | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      4232 | NS      | $161730.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                                                        | SIRIUS XM HOLDINGS INC COMMON STOCK                                    | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               |  | US        |     -2172 | NS      | $-50553.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 10/28/2025                                     | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8573909.75   | 1.65%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                        | QNITY ELECTRONICS INC 144A 5.750000% 08/15/2032                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    304000 | PA      | $306318.54    | 0.06%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                           | ERAC USA FINANCE LLC 144A 4.600000% 05/01/2028                         | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    278000 | PA      | $281597.06    | 0.05%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 11/28/2025                                     | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $794845.09    | 0.15%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WD-40 COMPANY                                                                  | WD-40 CO COMMON STOCK                                                  | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |       161 | NS      | $31813.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                    | NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028                   | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    319000 | PA      | $313156.74    | 0.06%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                            | INTESA SANPAOLO SPA 144A 7.200000% 11/28/2033                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    327000 | PA      | $372646.01    | 0.07%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                                                   | CHARTER COMMUNICATIONS INC-A COMMON STOCK                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               |  | US        |      -905 | NS      | $-248970.03   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                                               | SERVICENOW INC COMMON STOCK                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |       232 | NS      | $213504.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GSF ISSUER LLC                                                                 | GS MORTGAGE SECURITIES TRUST 2021-1 A2                                 | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    769000 | PA      | $754181.37    | 0.15%             | 2026-08-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                          | AMERICAN ELECTRIC POWER CO INC 6.950000% 12/15/2054                    | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $297619.53    | 0.06%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                                | DORIAN LPG LTD COMMON STOCK                                            | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               |  | US        |       593 | NS      | $17671.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                                 | KROGER CO COMMON STOCK                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      7273 | NS      | $490272.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS, INC.                                                    | IONIS PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               |  | US        |       457 | NS      | $29896.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                                                | NATL HEALTH INVESTORS INC REIT                                         | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       336 | NS      | $26712.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                                                 | JPMORGAN CHASE BANK NA - CHASE CHASE 2019-CL1 M3                       | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73927 | PA      | $75098.99     | 0.01%             | 2047-04-25      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                                  | HOLOGIC INC COMMON STOCK                                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |      1055 | NS      | $71201.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                                                  | NISOURCE INC COMMON STOCK                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |      2374 | NS      | $102794.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC.                                                                    | KENVUE INC COMMON STOCK                                                | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               |  | US        |     22525 | NS      | $365580.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                          | CHILE ELECTRICITY LUX MPC II SARL 144A 5.580000% 10/20/2035            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    421305 | PA      | $435114.34    | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                      | BRK: JP MORGAN CHASE BANK NA PAY: 2.401                                | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | US        |  55859000 | NC      | $2245214.42   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear Inc                                                                  | MAPLEBEAR INC COMMON STOCK                                             | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               |  | US        |      1971 | NS      | $72453.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN, INC.                                                                 | DOCUSIGN INC COMMON STOCK                                              | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               |  | US        |       300 | NS      | $21627.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                                                           | CARETRUST REIT INC REIT                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      1850 | NS      | $64158.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.                                        | MID-AMERICA APARTMENT COMM REIT                                        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      1152 | NS      | $160968.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                                              | MCCORMICK & CO-NON VTG SHRS COMMON STOCK                               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |      3117 | NS      | $208558.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED ENERGY COMPANY PLC                                                 | DIVERSIFIED ENERGY CO PLC COMMON STOCK                                 | CUSIP: G2891G204<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               |  | US        |      1377 | NS      | $19291.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                                                    | ZOETIS INC COMMON STOCK                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |      2351 | NS      | $343998.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                    | KEYSIGHT TECHNOLOGIES IN COMMON STOCK                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Short            | EC               |  | US        |       -73 | NS      | $-12769.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                               | ACCENTURE PLC-CL A COMMON STOCK                                        | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               |  | US        |       722 | NS      | $178045.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN FUTURE    NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        66 | NC      | $3305775.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                                                   | NEUROCRINE BIOSCIENCES INC COMMON STOCK                                | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |       478 | NS      | $67101.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GCI LIBERTY INC - CLASS A ESCROW COMMON STOCK                          | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               |  | US        |      1700 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                                       | AGREE REALTY CORP REIT                                                 | CUSIP: N/A<br>LEI: 98450090H010B37OEB68       | Long             | EC               |  | US        |      1161 | NS      | $82477.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC E                    | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    655672 | PA      | $639280.20    | 0.12%             | 2034-04-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 5.583000% 01/09/2029                        | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21703.29     | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1          | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280278 | PA      | $285359.33    | 0.05%             | 2043-01-25      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.                                           | EASTERLY GOVERNMENT PROPERTI REIT                                      | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       720 | NS      | $16518.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  JUN27 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-252070.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                                                      | REGAL REXNORD CORP 6.050000% 02/15/2026                                | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    789000 | PA      | $792819.21    | 0.15%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                                                  | STERIS PLC COMMON STOCK                                                | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |       527 | NS      | $130400.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA, INC.                                                         | BRIDGEBIO PHARMA INC COMMON STOCK                                      | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               |  | US        |       700 | NS      | $36358.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.500000% 04/15/2027                                   | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $607406.25    | 0.12%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADMA BIOLOGICS, INC.                                                           | ADMA BIOLOGICS INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       787 | NS      | $11537.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                                              | RLJ LODGING TRUST REIT                                                 | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      2622 | NS      | $18878.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                                                   | FISERV INC 4.550000% 02/15/2031                                        | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    246000 | PA      | $246912.08    | 0.05%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                                   | ADVANCED MICRO DEVICES COMMON STOCK                                    | CUSIP: N/A<br>LEI: R2I72C950HOYXII45366       | Short            | EC               |  | US        |     -1184 | NS      | $-191559.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                                                    | ARCELLX INC COMMON STOCK                                               | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               |  | US        |       307 | NS      | $25204.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH COMPANY                                                          | SOTERA HEALTH CO COMMON STOCK                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               |  | US        |       203 | NS      | $3193.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                               | PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    549000 | PA      | $573329.09    | 0.11%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                              | FIRSTENERGY CORP COMMON STOCK                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |      2798 | NS      | $128204.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                                                  | EQUINIX INC REIT                                                       | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       955 | NS      | $747994.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                          | THERMO FISHER SCIENTIFIC INC COMMON STOCK                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      1991 | NS      | $965674.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                                              | T-MOBILE US INC COMMON STOCK                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |      3676 | NS      | $879960.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                             | ORACLE CORP 5.200000% 09/26/2035                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28154.18     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                                              | CIENA CORP COMMON STOCK                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               |  | US        |       -62 | NS      | $-9031.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                    | FEDERAL HOME LOAN BANK 4.000000% 10/09/2026                            | CUSIP: 3130B3A29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    300000 | PA      | $301086.12    | 0.06%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC.                                                                   | TRIMBLE INC COMMON STOCK                                               | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               |  | US        |      -110 | NS      | $-8981.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                                                   | SPROUTS FARMERS MARKET INC COMMON STOCK                                | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |      1122 | NS      | $122073.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENA MASTER TRUST                                                               | ENA MASTER TRUST 144A 4.000000% 05/19/2048                             | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | NUSS              | PA        |    272000 | PA      | $205999.20    | 0.04%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                                       | PALO ALTO NETWORKS INC COMMON STOCK                                    | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |       754 | NS      | $153529.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                                                  | LIBERTY BROADBAND-C COMMON STOCK                                       | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               |  | US        |     -1293 | NS      | $-82157.22    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                      | JM SMUCKER CO/THE COMMON STOCK                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      1253 | NS      | $136075.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                                                      | MDU RESOURCES GROUP INC COMMON STOCK                                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               |  | US        |      1542 | NS      | $27463.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                                       | LUMEN TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |      7325 | NS      | $44829.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL CONTAINER INTERNATIONAL                                                 | GCI FUNDING I LLC GCI 2021-1 A                                         | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    203406 | PA      | $188630.09    | 0.04%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                     | WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027                          | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143006.25    | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                                                   | GROCERY OUTLET HOLDING CORP COMMON STOCK                               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |      1388 | NS      | $22277.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                                        | HP INC COMMON STOCK                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               |  | US        |      -568 | NS      | $-15466.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                                               | ELME COMMUNITIES REIT                                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |      1207 | NS      | $20350.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                      | BRK: JP MORGAN CHASE BANK NA PAY: 2.367                                | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | US        |  13820000 | NC      | $568140.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                            | LIVE CATTLE FUTR  OCT25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        22 | NC      | $2040280.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        27 | NC      | $1809600.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                                                | CDW CORP/DE COMMON STOCK                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               |  | US        |      -153 | NS      | $-24369.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                                         | MEDPACE HOLDINGS INC COMMON STOCK                                      | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |       130 | NS      | $66840.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA, INC.                                                                     | OKTA INC COMMON STOCK                                                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               |  | US        |       226 | NS      | $20724.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC.                                                    | ACADIA PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: N/A<br>LEI: 529900O3044NO0PEA039       | Long             | EC               |  | US        |      1934 | NS      | $41271.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED                                            | LIGAND PHARMACEUTICALS COMMON STOCK                                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               |  | US        |       159 | NS      | $28165.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                         | CVS HEALTH CORP COMMON STOCK                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      6338 | NS      | $477821.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                                                       | OPTION CARE HEALTH INC COMMON STOCK                                    | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |      1055 | NS      | $29286.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                                              | DOLLAR TREE INC COMMON STOCK                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |      2287 | NS      | $215824.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                       | LG ENERGY SOLUTION LTD 144A 5.375000% 04/02/2030                       | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | NUSS              | KR        |    682000 | PA      | $698103.62    | 0.13%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 10X Genomics Inc                                                               | 10X GENOMICS INC-CLASS A COMMON STOCK                                  | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               |  | US        |       859 | NS      | $10041.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                                                     | SPIRE INC COMMON STOCK                                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |       419 | NS      | $34156.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL FARMS, INC.                                                              | VITAL FARMS INC COMMON STOCK                                           | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               |  | US        |       396 | NS      | $16295.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                             | ALTRIA GROUP INC 3.400000% 05/06/2030                                  | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    745000 | PA      | $714861.66    | 0.14%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 07/31/2027                               | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3500000 | PA      | $3497234.44   | 0.67%             | 2027-07-31      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  DEC26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        59 | NC      | $2678010.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                             | CHASE MORTGAGE FINANCE TRUST SERIES 2007-S5 CHASE 2007-S5 1A17         | CUSIP: 161631AS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     89786 | PA      | $38756.63     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                        | MICRON TECHNOLOGY INC COMMON STOCK                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               |  | US        |      -861 | NS      | $-144062.52   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                          | FANNIE MAE REMICS FNR 2014-78 SE                                       | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    565003 | PA      | $64436.16     | 0.01%             | 2044-12-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                       | ADVANCE AUTO PARTS INC 144A 7.000000% 08/01/2030                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    382000 | PA      | $393021.77    | 0.08%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Biohaven Ltd                                                                   | BIOHAVEN LTD COMMON STOCK                                              | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               |  | US        |       524 | NS      | $7865.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                                                   | GODADDY INC - CLASS A COMMON STOCK                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |        82 | NS      | $11220.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                                            | AES CORP COMMON STOCK                                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |      5061 | NS      | $66602.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                        | AS MILEAGE PLAN IP LTD 144A 5.021000% 10/20/2029                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     48000 | PA      | $48025.08     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-3A A               | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    554000 | PA      | $562056.49    | 0.11%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.250000% 02/15/2028                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1000000 | PA      | $1014179.69   | 0.20%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                                             | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK                              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               |  | US        |      3440 | NS      | $22566.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                                                           | BAKER HUGHES CO COMMON STOCK                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |     22348 | NS      | $1088794.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFY ABS LLC                                                                 | EQUIFY ABS 2024-1 LLC EQFY 2024-1A A                                   | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    226919 | PA      | $227115.20    | 0.04%             | 2033-04-18      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FLOWERS FOODS, INC.                                                            | FLOWERS FOODS INC COMMON STOCK                                         | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |      2255 | NS      | $29427.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                            | SUMITOMO MITSUI TRUST BANK LTD MTN 4.450000% 09/10/2027                | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | NUSS              | JP        |    203000 | PA      | $204475.76    | 0.04%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH, INC.                                                          | GUARDANT HEALTH INC COMMON STOCK                                       | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               |  | US        |       440 | NS      | $27491.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.455%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1490000 | NC      | $34588.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                                                    | AMERICAN ASSETS TRUST INC REIT                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       794 | NS      | $16134.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 04/30/2026                               | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3900000 | PA      | $3899237.78   | 0.75%             | 2026-04-30      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.                                         | INNOVATIVE INDUSTRIAL PROPER REIT                                      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       353 | NS      | $18913.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                            | SYNCHRONY FINANCIAL 5.450000% 03/06/2031                               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134503.49    | 0.03%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                          | ALEXANDRIA REAL ESTATE EQUIT REIT                                      | CUSIP: N/A<br>LEI: MGCJBT4MKTQBVLNUIS88       | Long             | EC               |  | US        |      1662 | NS      | $138511.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                            | COMCAST CORP-CLASS A COMMON STOCK                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               |  | US        |    -39467 | NS      | $-1240053.14  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  JUN28 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-206040.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc                                                       | ARIS WATER SOLUTIONS INC-A COMMON STOCK                                | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               |  | US        |       650 | NS      | $16029.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        62 | NC      | $2047860.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT WATER SOLUTIONS, INC.                                                   | SELECT WATER SOLUTIONS, INC COMMON STOCK                               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               |  | US        |      2495 | NS      | $26671.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                                               | EDWARDS LIFESCIENCES CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: YA13X31F3V31L8TMPR58       | Long             | EC               |  | US        |      2825 | NS      | $219700.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                                          | ELI LILLY & CO COMMON STOCK                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |      4062 | NS      | $3099306.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                                             | EQUITY RESIDENTIAL REIT                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      3678 | NS      | $238076.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN OIL FUTR  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        13 | NC      | $388752.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                                   | ON SEMICONDUCTOR COMMON STOCK                                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               |  | US        |       -75 | NS      | $-3698.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corporation                                                    | KIOXIA HOLDINGS CORP 144A 6.625000% 07/24/2033                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | NUSS              | JP        |    391000 | PA      | $401959.73    | 0.08%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                                                     | MANHATTAN ASSOCIATES INC COMMON STOCK                                  | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |        91 | NS      | $18653.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                                        | KYMERA THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               |  | US        |        39 | NS      | $2207.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                                             | MASIMO CORP COMMON STOCK                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               |  | US        |       273 | NS      | $40281.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                    | FEDERAL HOME LOAN BANK 0.620000% 02/26/2026                            | CUSIP: 3130AKXZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    200000 | PA      | $197390.97    | 0.04%             | 2026-02-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NORDIC AMERICAN TANKERS LIMITED                                                | NORDIC AMERICAN TANKERS LTD COMMON STOCK                               | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               |  | US        |      7200 | NS      | $22608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS, INC.                                                  | ALNYLAM PHARMACEUTICALS INC COMMON STOCK                               | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               |  | US        |       718 | NS      | $327408.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI S.P.A.                                                                     | ENI SPA 144A 5.750000% 05/19/2035                                      | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    402000 | PA      | $418731.20    | 0.08%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 2.550000% 11/19/2030                        | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32681.91     | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                               | PHILIP MORRIS INTERNATIONAL COMMON STOCK                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     18593 | NS      | $3015784.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                                                   | NUVALENT INC-A COMMON STOCK                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               |  | US        |       301 | NS      | $26030.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                                                   | XENIA HOTELS & RESORTS INC REIT                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      1562 | NS      | $21430.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                 | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    756000 | PA      | $747495.76    | 0.14%             | 2174-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                | ALTERNATIVE LOAN TRUST 2005-20CB CWALT 2005-20CB 3A6                   | CUSIP: 12667GQL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36082 | PA      | $23954.83     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRUKER CORPORATION                                                             | BRUKER CORP COMMON STOCK                                               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               |  | US        |       410 | NS      | $13320.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                                          | TELEFLEX INC COMMON STOCK                                              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |       214 | NS      | $26185.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                       | OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A B                         | CUSIP: 67578AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    308102 | PA      | $306575.05    | 0.06%             | 2028-09-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                          | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035            | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    202000 | PA      | $208180.74    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                | ALTERNATIVE LOAN TRUST 2006-24CB CWALT 2006-24CB A16                   | CUSIP: 02146TAR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    217439 | PA      | $105715.82    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST, INC                                                 | INDEPENDENCE REALTY TRUST IN REIT                                      | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |      2051 | NS      | $33615.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                                                  | PERMIAN RESOURCES CORP COMMON STOCK                                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |     15602 | NS      | $199705.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                     | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C22 XA   | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    963886 | PA      | $10.02        | 0.00%             | 2047-09-15      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                   | BIOMARIN PHARMACEUTICAL INC COMMON STOCK                               | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |       917 | NS      | $49664.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 10/02/2025                                     | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $294967.12    | 0.06%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                       | PRIMO BRANDS CORP COMMON STOCK                                         | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               |  | US        |      3079 | NS      | $68045.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  FEB26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        56 | NC      | $3442880.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                                               | CBRE GROUP INC - A COMMON STOCK                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |      2877 | NS      | $453300.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                                          | BORR DRILLING LTD COMMON STOCK                                         | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               |  | US        |     16499 | NS      | $44382.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                                                          | BANCO SANTANDER SA 6.921000% 08/08/2033                                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $444833.42    | 0.09%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                | CAIXABANK SA 144A 6.037000% 06/15/2035                                 | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $212510.26    | 0.04%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| STAG INDUSTRIAL, INC.                                                          | STAG INDUSTRIAL INC REIT                                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |      1926 | NS      | $67968.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                                                     | POTLATCHDELTIC CORP REIT                                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |       633 | NS      | $25794.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                                                   | ANTERO MIDSTREAM CORP COMMON STOCK                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               |  | US        |      7607 | NS      | $147880.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 11/18/2025                                     | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1392549.94   | 0.27%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                     | AVIATION CAPITAL GROUP LLC 144A 1.950000% 09/20/2026                   | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149507.94    | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BIO-TECHNE CORPORATION                                                         | BIO-TECHNE CORP COMMON STOCK                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |       800 | NS      | $44504.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                      | NATIONAL FUEL GAS CO COMMON STOCK                                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |       439 | NS      | $40550.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                     | AMERICAN TOWER CORP 3.650000% 03/15/2027                               | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129033.61    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                          | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A                   | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    728000 | PA      | $735135.64    | 0.14%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                            | HERSHEY CO/THE COMMON STOCK                                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      1754 | NS      | $328085.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                                                        | SOLENO THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               |  | US        |       164 | NS      | $11086.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                                                     | EASTGROUP PROPERTIES INC REIT                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       534 | NS      | $90384.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS INC.                                                          | KINETIK HOLDINGS INC COMMON STOCK                                      | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               |  | US        |      2082 | NS      | $88984.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                      | MATADOR RESOURCES CO COMMON STOCK                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |      2395 | NS      | $107607.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES, INC.                                                       | TETRA TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               |  | US        |     10710 | NS      | $61582.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2          | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    319295 | PA      | $320741.41    | 0.06%             | 2041-12-25      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Elastic N.V.                                                                   | ELASTIC NV COMMON STOCK                                                | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               |  | US        |       317 | NS      | $26783.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS, INC.                                                         | SURGERY PARTNERS INC COMMON STOCK                                      | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               |  | US        |        75 | NS      | $1623.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                                               | CHESAPEAKE UTILITIES CORP COMMON STOCK                                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |       200 | NS      | $26938.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC.                                                                  | SAFEHOLD INC REIT                                                      | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |      1019 | NS      | $15784.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        50 | NC      | $3301500.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                       | LLOYDS BANKING GROUP PLC 4.976000% 08/11/2033                          | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    404000 | PA      | $409599.11    | 0.08%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                   | EVERGY INC COMMON STOCK                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |      1131 | NS      | $85978.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TRADE DESK, INC.                                                           | TRADE DESK INC/THE -CLASS A COMMON STOCK                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               |  | US        |     -4640 | NS      | $-227406.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 11/12/2025                                     | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $9157001.22   | 1.76%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                                                     | SIMON PROPERTY GROUP INC REIT                                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      3212 | NS      | $602796.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE LABORATORIES INC.                                                         | CORE LABORATORIES INC COMMON STOCK                                     | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               |  | US        |       900 | NS      | $11124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                                                   | FRESH DEL MONTE PRODUCE INC COMMON STOCK                               | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |       454 | NS      | $15762.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                                          | EXCELERATE ENERGY INC-A COMMON STOCK                                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               |  | US        |       697 | NS      | $17557.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                                                   | CASEY'S GENERAL STORES INC COMMON STOCK                                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |       428 | NS      | $241956.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                                               | NEWS CORP - CLASS A COMMON STOCK                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               |  | US        |     -3856 | NS      | $-118417.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                          | FANNIE MAE VARIABLE RATE 11/05/2027                                    | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    500000 | PA      | $501195.72    | 0.10%             | 2027-11-05      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NETAPP, INC.                                                                   | NETAPP INC COMMON STOCK                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               |  | US        |      -108 | NS      | $-12793.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS, INC.                                                          | BELLRING BRANDS INC COMMON STOCK                                       | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               |  | US        |      1459 | NS      | $53034.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPORTUN FUNDING LLC                                                            | OPORTUN FUNDING TRUST 2024-3 OPTN 2024-3 A                             | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127559 | PA      | $127665.19    | 0.02%             | 2029-08-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                         | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 SDART 2024-4 A2          | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25426 | PA      | $25437.65     | 0.00%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                                                     | CYTOKINETICS INC COMMON STOCK                                          | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               |  | US        |       323 | NS      | $17752.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                                          | ARISTA NETWORKS INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: 635400H1WKBLOQERUU95       | Short            | EC               |  | US        |      -690 | NS      | $-100539.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                                                        | VIKING THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               |  | US        |       707 | NS      | $18579.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC.                                                                      | COTY INC-CL A COMMON STOCK                                             | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               |  | US        |      5808 | NS      | $23464.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                                                        | VERIS RESIDENTIAL INC REIT                                             | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |      1108 | NS      | $16841.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                          | FANNIE MAE REMICS FNR 2017-62 AS                                       | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    666275 | PA      | $76854.25     | 0.01%             | 2047-08-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                   | COCA-COLA CONSOLIDATED INC COMMON STOCK                                | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               |  | US        |       562 | NS      | $65843.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                             | ORACLE CORP 5.500000% 08/03/2035                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354903.56    | 0.07%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 2.21%                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |  10400000 | NC      | $194076.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS, INC.                                                         | CELSIUS HOLDINGS INC COMMON STOCK                                      | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               |  | US        |      1916 | NS      | $110150.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                               | SALESFORCE INC COMMON STOCK                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      1050 | NS      | $248850.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SILA REALTY TRUST, INC.                                                        | SILA REALTY TRUST INC REIT                                             | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               |  | US        |      1438 | NS      | $36093.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                                           | SFL CORP LTD COMMON STOCK                                              | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |      3000 | NS      | $22590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                                         | PERRIGO CO PLC COMMON STOCK                                            | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |       900 | NS      | $20043.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                                              | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |       315 | NS      | $19656.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CRUDE OIL FUT OPT Nov25C    68 LONG                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        18 | NC      | $5580.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 10/09/2025                                     | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149865.05    | 0.03%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                    | Credit Default Swap                                                    | CUSIP: CD2136293<br>LEI: 74KKBLHM4AWY05GPNY79 | N/A              | DCR              |  | US        |   9740000 | NC      | $-157515.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 10/07/2025                                     | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10280000 | PA      | $10273052.67  | 1.98%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                  | FEDERAL FARM CREDIT BANK VARIABLE RATE 11/06/2025                      | CUSIP: 3133ER2W0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    600000 | PA      | $600004.98    | 0.12%             | 2025-11-06      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                             | TRICOLOR AUTO SECURITIZATION TRUST TAST 2025-2A A                      | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600292 | PA      | $432584.58    | 0.08%             | 2029-01-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | SUGAR #11 (WORLD) MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       110 | NC      | $2045120.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.                                           | FRONTIER COMMUNICATIONS PARE COMMON STOCK                              | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               |  | US        |      1655 | NS      | $61814.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1A            | CUSIP: 35564KP37<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    291277 | PA      | $295400.68    | 0.06%             | 2043-03-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| KBC GROEP NV                                                                   | KBC GROUP NV 144A 4.454000% 09/23/2031                                 | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |    389000 | PA      | $386940.00    | 0.07%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                        | DUKE ENERGY CORP COMMON STOCK                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |      3538 | NS      | $437827.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.050000% 03/01/2035           | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404262.80    | 0.08%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                                | KLA CORP COMMON STOCK                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               |  | US        |      -115 | NS      | $-124039.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                                                   | INGLES MARKETS INC-CLASS A COMMON STOCK                                | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |       244 | NS      | $16972.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP, INC.                                                | NORTHWESTERN ENERGY GROUP COMMON STOCK                                 | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               |  | US        |       312 | NS      | $18286.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 1.985000% 08/19/2028                        | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145539.44    | 0.03%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                | CAIXABANK SA 144A 6.684000% 09/13/2027                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    343000 | PA      | $350471.15    | 0.07%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2025-DNA2 STACR 2025-DNA2 M1             | CUSIP: 35564NHZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    178972 | PA      | $179210.44    | 0.03%             | 2045-05-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST                                   | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019- NCMS 2019-MILE A    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265991 | PA      | $255688.57    | 0.05%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP.                                                               | OGE ENERGY CORP COMMON STOCK                                           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |      1237 | NS      | $57235.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                                                           | REPLIGEN CORP COMMON STOCK                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |       337 | NS      | $45046.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                         | THE CAMPBELL'S COMPANY COMMON STOCK                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |      2382 | NS      | $75223.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NY HARB ULSD FUT  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        23 | NC      | $2205571.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET, INC.                                                                  | CALUMET INC COMMON STOCK                                               | CUSIP: 131428104<br>LEI: N/A                  | Long             | EC               |  | US        |      1559 | NS      | $28451.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP B.V.                                                                       | NXP BV / NXP FUNDING LLC 5.550000% 12/01/2028                          | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | NL        |    317000 | PA      | $328126.11    | 0.06%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                                                   | ENCOMPASS HEALTH CORP COMMON STOCK                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |       577 | NS      | $73290.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                 | WALGREENS BOOTS ALLIANCE INC COMMON STOCK                              | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |      7869 | NS      | $4170.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                                                     | TEGNA INC COMMON STOCK                                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Short            | EC               |  | US        |      -554 | NS      | $-11262.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON & COMPANY, INC.                                                | PHILLIPS EDISON & COMPANY IN REIT                                      | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |      1007 | NS      | $34570.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                                                     | HIGHWOODS PROPERTIES INC REIT                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       761 | NS      | $24215.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                        | EXXON MOBIL CORP COMMON STOCK                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     95696 | NS      | $10789724.00  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                                            | ENTERGY CORP COMMON STOCK                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |      2303 | NS      | $214616.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST, INC.                                                   | AMERICOLD REALTY TRUST INC REIT                                        | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |      3020 | NS      | $36964.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                                             | CLOROX COMPANY COMMON STOCK                                            | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |      1535 | NS      | $189265.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                       | LAM RESEARCH CORP COMMON STOCK                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               |  | US        |     -1143 | NS      | $-153047.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                                      | SUNOCO LP 144A 5.625000% 03/15/2031                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226318.04    | 0.04%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                                              | FOUR CORNERS PROPERTY TRUST REIT                                       | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       763 | NS      | $18617.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2021-DNA5 STACR 2021-DNA5 M2             | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     83871 | PA      | $84132.28     | 0.02%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                                         | ALIGN TECHNOLOGY INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300N5YSE0U3LCP840       | Long             | EC               |  | US        |       639 | NS      | $80015.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                                                  | ARCHROCK INC COMMON STOCK                                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               |  | US        |      3401 | NS      | $89480.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSF ISSUER LLC                                                                 | GS MORTGAGE SECURITIES TRUST 2021-1 A1                                 | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    203006 | PA      | $200849.55    | 0.04%             | 2026-08-17      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| L STREET SECURITIES                                                            | WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 2M2     | CUSIP: 949771AG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26327 | PA      | $27607.23     | 0.01%             | 2025-11-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS INC.                                                    | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                                | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               |  | US        |      1496 | NS      | $17009.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR, INC.                                                                  | AVANTOR INC COMMON STOCK                                               | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               |  | US        |      3200 | NS      | $39936.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                       | BROWN-FORMAN CORP-CLASS B COMMON STOCK                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |      1551 | NS      | $42001.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                    | CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026                 | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1023547.80   | 0.20%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Amdocs Limited                                                                 | AMDOCS LTD COMMON STOCK                                                | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |       208 | NS      | $17066.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                                          | CLEARWAY ENERGY INC-C COMMON STOCK                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |       542 | NS      | $15311.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                                                    | SAMSARA INC-CL A COMMON STOCK                                          | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               |  | US        |       682 | NS      | $25404.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME COPPER FUTURE JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $3081471.09   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                                         | CRISPR THERAPEUTICS AG COMMON STOCK                                    | CUSIP: H17182108<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               |  | US        |       980 | NS      | $63513.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                                               | MGE ENERGY INC COMMON STOCK                                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               |  | US        |       134 | NS      | $11280.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                                                        | APOGEE THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               |  | US        |        37 | NS      | $1470.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH, INC.                                                       | HIMS & HERS HEALTH INC COMMON STOCK                                    | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               |  | US        |       884 | NS      | $50140.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                             | NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD NEUB 2021-42A AR             | CUSIP: 64133WAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140822 | PA      | $1141252.09   | 0.22%             | 2036-07-16      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| THE ISRAEL ELECTRIC CORP. LTD.                                                 | ISRAEL ELECTRIC CORP LTD MTN 4.250000% 08/14/2028                      | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    441000 | PA      | $434527.88    | 0.08%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WATERS CORPORATION                                                             | WATERS CORP COMMON STOCK                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |       306 | NS      | $91741.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA, INC.                                                                   | NATERA INC COMMON STOCK                                                | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               |  | US        |       853 | NS      | $137307.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                                           | GENEDX HOLDINGS CORP COMMON STOCK                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               |  | US        |       187 | NS      | $20147.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2021-R02 CAS 2021-R02 2M2          | CUSIP: 20754KAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    437507 | PA      | $442770.22    | 0.09%             | 2041-11-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS TRUST                                            | PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1 POSH 2025-1 A       | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    217622 | PA      | $220170.20    | 0.04%             | 2034-01-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                          | TARGA RESOURCES CORP 4.900000% 09/15/2030                              | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76179.55     | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LME LEAD FUTURE   DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-1040534.25  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION                                             | REX AMERICAN RESOURCES CORP COMMON STOCK                               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |       654 | NS      | $20025.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                                                      | ZOOM COMMUNICATIONS INC COMMON STOCK                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |       390 | NS      | $32175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                                            | DANAHER CORP COMMON STOCK                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |      3316 | NS      | $657430.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                              | NATWEST GROUP PLC 5.115000% 05/23/2031                                 | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    213000 | PA      | $218407.23    | 0.04%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                  | GARTNER INC COMMON STOCK                                               | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |       105 | NS      | $27601.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.3945%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |  18720000 | NC      | $1931619.26   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| JBG SMITH PROPERTIES                                                           | JBG SMITH PROPERTIES REIT                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |       458 | NS      | $10190.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                                            | ALLY FINANCIAL INC 5.737000% 05/15/2029                                | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83933.91     | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY                               | WEATHERFORD INTERNATIONAL PL COMMON STOCK                              | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |      1489 | NS      | $101892.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR DEC26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-1090356.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC.                                                                    | TWILIO INC - A COMMON STOCK                                            | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               |  | US        |       193 | NS      | $19317.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                                      | ESSENTIAL UTILITIES INC COMMON STOCK                                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               |  | US        |      1192 | NS      | $47560.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCA VINTAGE 2026  DEC26                                                        | CCA VINTAGE 2026  DEC26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        40 | NC      | $1312400.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                                          | URBAN EDGE PROPERTIES REIT                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |      1047 | NS      | $21432.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                               | DEUTSCHE BANK AG/NEW YORK NY 7.146000% 07/13/2027                      | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    177000 | PA      | $180788.15    | 0.03%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR HOLDINGS LTD                                                         | NAVIGATOR HOLDINGS LTD COMMON STOCK                                    | CUSIP: Y62132108<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               |  | US        |      2206 | NS      | $34170.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 07/31/2026                               | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1700000 | PA      | $1699969.89   | 0.33%             | 2026-07-31      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, INC                                                 | REXFORD INDUSTRIAL REALTY IN REIT                                      | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |      2431 | NS      | $99938.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                                                     | CROWDSTRIKE HOLDINGS INC - A COMMON STOCK                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               |  | US        |       282 | NS      | $138287.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC                                     | DUKE ENERGY CAROLINAS NC STORM FUNDING LLC 2.617000% 07/01/2043        | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $318247.19    | 0.06%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GROUP, INC.                                                          | PARAMOUNT GROUP INC REIT                                               | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               |  | US        |      3062 | NS      | $20025.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                              | CAPITAL ONE FINANCIAL CORP 6.377000% 06/08/2034                        | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    486000 | PA      | $525693.23    | 0.10%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SILVER FUTURE     DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $2332000.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Physical Uranium Trust                                                  | SPROTT PHYSICAL URANIUM TR MUTUAL FUND                                 | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               |  | CA        |     80600 | NS      | $1612115.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                                     | NORTHERN OIL AND GAS INC COMMON STOCK                                  | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |      2009 | NS      | $49823.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                                   | EAGLE FUNDING LUXCO SARL 144A 5.500000% 08/17/2030                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | MX        |    390000 | PA      | $395678.40    | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                             | CREDIT AGRICOLE SA MTN 6.251000% 01/10/2035                            | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    324000 | PA      | $341882.27    | 0.07%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 SE               | CUSIP: 38380GQ64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    425684 | PA      | $56428.33     | 0.01%             | 2047-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C       | CUSIP: 95000KBH7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $890809.97    | 0.17%             | 2049-11-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                                    | VFI ABS 2025-1 LLC VFI 2025-1A A                                       | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    459890 | PA      | $461779.55    | 0.09%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VENTAS, INC.                                                                   | VENTAS INC REIT                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      4106 | NS      | $287378.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                | PRESTIGE AUTO RECEIVABLES TRUST 2025-1 PART 2025-1A A2                 | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    542000 | PA      | $542644.49    | 0.10%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                     | CHL MORTGAGE PASS-THROUGH TRUST 2006-10 CWHL 2006-10 1A8               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | US        |    112289 | PA      | $43787.77     | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                  | FX Forward Contract: USD/EUR SETTLE 2025-11-21                         | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $173.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                                              | NORTHWEST NATURAL HOLDING CO COMMON STOCK                              | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               |  | US        |       378 | NS      | $16983.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                             | BOEING CO/THE 3.250000% 02/01/2028                                     | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    227000 | PA      | $221715.04    | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                       | ACM AUTO TRUST 2024-2 ACMAT 2024-2A A                                  | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    189306 | PA      | $189189.40    | 0.04%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                                             | WEST PHARMACEUTICAL SERVICES COMMON STOCK                              | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |       344 | NS      | $90241.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.950000% 08/15/2035           | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12952.88     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                   | ANTERO RESOURCES CORP COMMON STOCK                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               |  | US        |      6858 | NS      | $230154.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                                             | EPAM SYSTEMS INC COMMON STOCK                                          | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |        72 | NS      | $10856.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                          | AMERICAN ELECTRIC POWER COMMON STOCK                                   | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EC               |  | US        |      2665 | NS      | $299812.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L STREET SECURITIES                                                            | WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 1M2     | CUSIP: 949771AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115140 | PA      | $120515.41    | 0.02%             | 2025-11-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        28 | NC      | $1746360.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                | GE HEALTHCARE TECHNOLOGY COMMON STOCK                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               |  | US        |      2338 | NS      | $175583.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                                           | SCORPIO TANKERS INC COMMON STOCK                                       | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |       858 | NS      | $48090.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                                  | BROADCOM INC 4.150000% 02/15/2028                                      | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110286.90    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REVVITY, INC.                                                                  | REVVITY INC COMMON STOCK                                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |       641 | NS      | $56183.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY, INC.                                                             | VITAL ENERGY INC COMMON STOCK                                          | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               |  | US        |      1672 | NS      | $28240.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                                                        | MIRATI THERAPEUTICS INC CONTINGENT VALUE RIGHT - MRTX US               | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               |  | US        |       600 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegea Finance S.a r.l.                                                         | AEGEA FINANCE SARL 6.750000% 05/20/2029                                | CUSIP: L01343AA7<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | NUSS              | BR        |    223000 | PA      | $227400.46    | 0.04%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A            | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    365545 | PA      | $369313.57    | 0.07%             | 2052-03-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                          | GILEAD SCIENCES INC COMMON STOCK                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |      6427 | NS      | $713397.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                                                     | PARK HOTELS & RESORTS INC REIT                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      1612 | NS      | $17860.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 3.375000% 09/15/2027                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $597234.37    | 0.11%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP.                                                          | SL GREEN REALTY CORP REIT                                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |       768 | NS      | $45934.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN MEAL FUTR DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-546600.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI, INC                                                                 | TEMPUS AI INC COMMON STOCK                                             | CUSIP: 88023B103<br>LEI: N/A                  | Long             | EC               |  | US        |       473 | NS      | $38175.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS, INC.                                                 | MADRIGAL PHARMACEUTICALS INC COMMON STOCK                              | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               |  | US        |       108 | NS      | $49535.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CORN FUTURE       MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        51 | NC      | $1101600.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                                             | TARGET CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 8WDDFXB5T1Z6J0XC1L66       | Long             | EC               |  | US        |      5693 | NS      | $510662.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                                              | CONSTELLATION ENERGY COMMON STOCK                                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |      1607 | NS      | $528815.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                                     | PEABODY ENERGY CORP COMMON STOCK                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               |  | US        |      2767 | NS      | $73380.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES INC                                                     | CORE NATURAL RESOURCES INC COMMON STOCK                                | CUSIP: 218937100<br>LEI: N/A                  | Short            | EC               |  | US        |      -208 | NS      | $-17363.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                                | DANSKE BANK A/S 144A 4.613000% 10/02/2030                              | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    217000 | PA      | $218134.71    | 0.04%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                                               | NEW JERSEY RESOURCES CORP COMMON STOCK                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |       445 | NS      | $21426.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                                               | NEXPOINT RESIDENTIAL REIT                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |       237 | NS      | $7636.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                 | TEXAS INSTRUMENTS INC COMMON STOCK                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               |  | US        |      -798 | NS      | $-146616.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                                            | ACADIA REALTY TRUST REIT                                               | CUSIP: N/A<br>LEI: 254900C5XLB1YYJQSH07       | Long             | EC               |  | US        |       789 | NS      | $15898.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND ISSUER LLC                                                             | DIAMOND ISSUER SHINE 2021-1A A                                         | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    839158 | PA      | $798421.83    | 0.15%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| VAALCO ENERGY, INC.                                                            | VAALCO ENERGY INC COMMON STOCK                                         | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               |  | US        |      3606 | NS      | $14496.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                              | JOHNSON & JOHNSON COMMON STOCK                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     11900 | NS      | $2206498.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                       | BROWN-FORMAN CORP-CLASS A COMMON STOCK                                 | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |       805 | NS      | $21662.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                                        | DENALI THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               |  | US        |       876 | NS      | $12719.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG LTD.                                                                  | FLEX LNG LTD COMMON STOCK                                              | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               |  | US        |       616 | NS      | $15523.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                        | HELMERICH & PAYNE COMMON STOCK                                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |      2059 | NS      | $45483.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WHEAT FUTURE(CBT) DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-482600.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                                | DIAMONDROCK HOSPITALITY CO REIT                                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |      2869 | NS      | $22837.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                                                           | ANALOG DEVICES INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: GYVOE5EZ4GDAVTU4CQ61       | Short            | EC               |  | US        |      -447 | NS      | $-109827.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                                                     | ESSEX PROPERTY TRUST INC REIT                                          | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       634 | NS      | $169696.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP.                                                           | CENTRUS ENERGY CORP-CLASS A COMMON STOCK                               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               |  | US        |       300 | NS      | $93021.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                                         | ENSIGN GROUP INC/THE COMMON STOCK                                      | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |       243 | NS      | $41983.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                        | HYUNDAI CAPITAL AMERICA 144A 5.275000% 06/24/2027                      | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85295.33     | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | COPPER FUTURE     DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $1699775.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.                                                 | SUNSTONE HOTEL INVESTORS INC REIT                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |      1665 | NS      | $15601.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                           | LXP INDUSTRIAL TRUST REIT                                              | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      1673 | NS      | $14990.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                                                    | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK                               | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               |  | US        |        87 | NS      | $6455.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                     | AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026                   | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475756.25    | 0.09%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                   | BARCLAYS PLC 5.674000% 03/12/2028                                      | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    216000 | PA      | $220200.87    | 0.04%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                                     | RHYTHM PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               |  | US        |       168 | NS      | $16966.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                   | PROCTER & GAMBLE CO/THE COMMON STOCK                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     27867 | NS      | $4281764.55   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                                          | CAL-MAINE FOODS INC COMMON STOCK                                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |       472 | NS      | $44415.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                   | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 D                  | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    605000 | PA      | $595971.22    | 0.11%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                    | Credit Default Swap                                                    | CUSIP: CD2122445<br>LEI: 74KKBLHM4AWY05GPNY79 | N/A              | DCR              |  | US        |  18090000 | NC      | $-490948.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                          | KEURIG DR PEPPER INC COMMON STOCK                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |     15427 | NS      | $393542.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FHF TRUST                                                                      | FHF TRUST 2023-1 FHF 2023-1A A2                                        | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92517 | PA      | $93208.18     | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                          | ELEVANCE HEALTH INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: 8MYN82XMYQH89CTMTH67       | Long             | EC               |  | US        |      1131 | NS      | $365448.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                     | FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 A                        | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148559 | PA      | $148964.39    | 0.03%             | 2028-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                 | ECOPETROL SA 8.375000% 01/19/2036                                      | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    115000 | PA      | $118770.06    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                          | DOMINION ENERGY INC COMMON STOCK                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      4442 | NS      | $271717.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision Federal de Electricidad                                               | COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    268000 | PA      | $264063.27    | 0.05%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 4.875000% 05/31/2026                                   | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $603993.75    | 0.12%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | U.S. TREASURY INFLATION-PROTECTED SECURITIES .25%  07/15/29            | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  63594800 | PA      | $77904416.67  | 15.00%            | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                                                     | ADDUS HOMECARE CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 52990090ZT33AKPDBX62       | Long             | EC               |  | US        |       154 | NS      | $18170.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                                             | HAWAIIAN ELECTRIC INDS COMMON STOCK                                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |      1410 | NS      | $15566.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                                             | CORVEL CORP COMMON STOCK                                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               |  | US        |       145 | NS      | $11225.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                | JONES LANG LASALLE INC COMMON STOCK                                    | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |       464 | NS      | $138401.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        52 | NC      | $3412240.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT, INC.                                                           | DOUGLAS EMMETT INC REIT                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |      2051 | NS      | $31934.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDECADE CORPORATION                                                         | NEXTDECADE CORP COMMON STOCK                                           | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               |  | US        |      4738 | NS      | $32171.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                                 | CITIGROUP INC 7.625000% MATURITY: PERPETUAL                            | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16797.70     | 0.00%             | 2174-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                        | REPUBLIC SERVICES INC 4.750000% 07/15/2030                             | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    411000 | PA      | $421010.61    | 0.08%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                         | KALLPA GENERACION SA 144A 5.875000% 01/30/2032                         | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | NUSS              | PE        |    208000 | PA      | $217568.00    | 0.04%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                                                 | DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERI DBALT 2006-AR4 A2   | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    301411 | PA      | $94601.75     | 0.02%             | 2036-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                  | PEPSICO INC COMMON STOCK                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     16296 | NS      | $2288610.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                                                  | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 2.875000% 04/30/2028  | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $228853.58    | 0.04%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                                                   | MONSTER BEVERAGE CORP COMMON STOCK                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |      8431 | NS      | $567490.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE.                                                                | PUBLIC STORAGE REIT                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      1633 | NS      | $471692.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                   | PAGAYA AI DEBT GRANTOR TRUST 2024-5 PAID 2024-5 A                      | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    129064 | PA      | $130191.09    | 0.03%             | 2031-10-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                              | HSBC HOLDINGS PLC 5.597000% 05/17/2028                                 | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    453000 | PA      | $462513.26    | 0.09%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC.                                                | REYNOLDS CONSUMER PRODUCTS I COMMON STOCK                              | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               |  | US        |       741 | NS      | $18132.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GOLD 100 OZ FUTR  DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        31 | NC      | $12006920.00  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                      | COLGATE-PALMOLIVE CO COMMON STOCK                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |      9694 | NS      | $774938.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOSTON BEER COMPANY, INC.                                                  | BOSTON BEER COMPANY INC-A COMMON STOCK                                 | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               |  | US        |       129 | NS      | $27273.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                                             | CHEMED CORP COMMON STOCK                                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |        80 | NS      | $35819.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO LTD                                                                    | AGL CLO 12 LTD AGL 2021-12A A1                                         | CUSIP: 00120BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    969599 | PA      | $970416.37    | 0.19%             | 2034-07-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENUMBRA, INC.                                                                 | PENUMBRA INC COMMON STOCK                                              | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               |  | US        |       187 | NS      | $47370.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                  | LENDBUZZ SECURITIZATION TRUST 2023-2 LBZZ 2023-2A A2                   | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161499 | PA      | $164130.92    | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORPORATION                                                       | HORMEL FOODS CORP COMMON STOCK                                         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |      3455 | NS      | $85476.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                                            | SELECT MEDICAL HOLDINGS CORP COMMON STOCK                              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               |  | US        |       800 | NS      | $10272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE, INC.                                                               | CLOUDFLARE INC - CLASS A COMMON STOCK                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               |  | US        |       283 | NS      | $60728.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                  | BECTON DICKINSON AND CO COMMON STOCK                                   | CUSIP: N/A<br>LEI: ICE2EP6D98PQUILVRZ91       | Long             | EC               |  | US        |      1465 | NS      | $274204.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORPORATION                                                              | TELUS CORP 7.000000% 10/15/2055                                        | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | NUSS              | CA        |    262000 | PA      | $276257.25    | 0.05%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP.                                                             | GETTY REALTY CORP REIT                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |       790 | NS      | $21195.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABLE OFFSHORE CORP.                                                           | SABLE OFFSHORE CORP COMMON STOCK                                       | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               |  | US        |      1818 | NS      | $31742.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                                                      | XENON PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               |  | US        |      3186 | NS      | $127917.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.965%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   4220000 | NC      | $200763.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                            | VIRGINIA ELECTRIC AND POWER CO 4.900000% 09/15/2035                    | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    332000 | PA      | $330262.93    | 0.06%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK, INC.                                                                 | AUTODESK INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: FRKKVKAIQEF3FCSTPG55       | Long             | EC               |  | US        |       193 | NS      | $61310.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                   | WILLIAMS COS INC COMMON STOCK                                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     27307 | NS      | $1729898.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP.                                                                | NETSTREIT CORP REIT                                                    | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |       508 | NS      | $9174.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                    | VERIZON COMMUNICATIONS INC COMMON STOCK                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     34228 | NS      | $1504320.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                   | COSTCO WHOLESALE CORP COMMON STOCK                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      5371 | NS      | $4971558.73   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                                           | VORNADO REALTY TRUST REIT                                              | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      1852 | NS      | $75061.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                                             | UNITY SOFTWARE INC COMMON STOCK                                        | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               |  | US        |       587 | NS      | $23503.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                                         | OTTER TAIL CORP COMMON STOCK                                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |       200 | NS      | $16394.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | PLATINUM FUTURE   JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $1123990.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                                      | REALTY INCOME CORP REIT                                                | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      8840 | NS      | $537383.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                                                       | IDEXX LABORATORIES INC COMMON STOCK                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               |  | US        |       395 | NS      | $252361.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                                                     | NEW YORK TIMES CO-A COMMON STOCK                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Short            | EC               |  | US        |     -1674 | NS      | $-96087.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 10/21/2025                                     | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $598652.00    | 0.12%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SOYBEAN FUTURE    JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $510125.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY COMPANY                                                        | CRESCENT ENERGY INC-A COMMON STOCK                                     | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               |  | US        |      3244 | NS      | $28936.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                                | BUNGE GLOBAL SA COMMON STOCK                                           | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |      1861 | NS      | $151206.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                                           | AMPHENOL CORP-CL A COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300D3L3G0R4U4VT04       | Short            | EC               |  | US        |     -1140 | NS      | $-141075.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                                                     | ADOBE INC COMMON STOCK                                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |       452 | NS      | $159443.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                                                    | MERIT MEDICAL SYSTEMS INC COMMON STOCK                                 | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |       239 | NS      | $19891.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                      | EXPAND ENERGY CORP COMMON STOCK                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      4942 | NS      | $525038.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                                                  | WORKDAY INC-CLASS A COMMON STOCK                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |       199 | NS      | $47905.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                              | MICROCHIP TECHNOLOGY INC COMMON STOCK                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               |  | US        |      -180 | NS      | $-11559.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC.                                                                 | WELLTOWER INC REIT                                                     | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      6322 | NS      | $1126201.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                                          | BEAM THERAPEUTICS INC COMMON STOCK                                     | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               |  | US        |        30 | NS      | $728.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORPORATION                                                     | EXACT SCIENCES CORP COMMON STOCK                                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               |  | US        |       827 | NS      | $45245.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                                                            | ST JOE CO/THE COMMON STOCK                                             | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               |  | US        |       275 | NS      | $13607.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                 | CARVANA AUTO RECEIVABLES TRUST 2024-P3 CRVNA 2024-P3 A2                | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120902 | PA      | $120916.04    | 0.02%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS, INC.                                                    | MIRUM PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               |  | US        |       142 | NS      | $10410.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oleoducto Central S.A                                                          | OLEODUCTO CENTRAL SA 144A 4.000000% 07/14/2027                         | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | NUSS              | CO        |    221000 | PA      | $217261.85    | 0.04%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                           | ECHOSTAR CORP-A COMMON STOCK                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               |  | US        |     -1089 | NS      | $-83156.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                                                  | ORGANON & CO COMMON STOCK                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |      1600 | NS      | $17088.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                                                     | TERRENO REALTY CORP REIT                                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |       854 | NS      | $48464.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                | SANTANDER UK GROUP HOLDINGS PLC 4.320000% 09/22/2029                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    389000 | PA      | $387916.86    | 0.07%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| PINTEREST, INC.                                                                | PINTEREST INC- CLASS A COMMON STOCK                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               |  | US        |       308 | NS      | $9908.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                       | SVENSKA HANDELSBANKEN AB 4.750000% MATURITY: PERPETUAL                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | NUSS              | SE        |    800000 | PA      | $760923.57    | 0.15%             | 2174-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                                   | CENTRAL GARDEN AND PET CO-A COMMON STOCK                               | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |       841 | NS      | $24834.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                                        | LANTHEUS HOLDINGS INC COMMON STOCK                                     | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |       298 | NS      | $15284.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                                                     | DIGITAL REALTY TRUST INC REIT                                          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      3511 | NS      | $606981.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                    | AVALONBAY COMMUNITIES INC REIT                                         | CUSIP: N/A<br>LEI: K9G90K85RBWD2LAGQX17       | Long             | EC               |  | US        |      1442 | NS      | $278551.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                         | STANDARD CHARTERED PLC 144A 5.244000% 05/13/2031                       | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    402000 | PA      | $413249.81    | 0.08%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES, INC.                                                          | SUN COMMUNITIES INC REIT                                               | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      1404 | NS      | $181116.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A A2               | CUSIP: 37989AAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    117272 | PA      | $117408.94    | 0.02%             | 2027-08-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.27%                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   2230000 | NC      | $172695.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                                                     | TARSUS PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               |  | US        |       584 | NS      | $34707.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                              | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 AFFRM 2024-X2 A              | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    107665 | PA      | $107761.93    | 0.02%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -55 | NC      | $-6329296.88  | -1.22%            |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                                                       | INTUITIVE SURGICAL INC COMMON STOCK                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |      1896 | NS      | $847948.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPARFUMS INC                                                               | INTERPARFUMS INC COMMON STOCK                                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |       162 | NS      | $15937.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                               | BRASKEM NETHERLANDS FINANCE BV 4.500000% 01/10/2028                    | CUSIP: N15516AB8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |    227000 | PA      | $97757.55     | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                       | TSMC ARIZONA CORP 3.875000% 04/22/2027                                 | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |    406000 | PA      | $405069.03    | 0.08%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUBSPOT, INC.                                                                  | HUBSPOT INC COMMON STOCK                                               | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               |  | US        |        33 | NS      | $15437.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LIVE CATTLE FUTR  FEB26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        17 | NC      | $1612790.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                                        | TEXAS PACIFIC LAND CORP COMMON STOCK                                   | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               |  | US        |       451 | NS      | $421071.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                                          | ELI LILLY & CO 4.000000% 10/15/2028                                    | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    388000 | PA      | $388670.91    | 0.07%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROPETRO HOLDING CORP.                                                         | PROPETRO HOLDING CORP COMMON STOCK                                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               |  | US        |      2754 | NS      | $14430.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BLUEPRINT MEDICINES CORP - CVR CONTINGENT VALUE RIGHT                  | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               |  | US        |       389 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                                             | BRISTOW GROUP INC COMMON STOCK                                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |       800 | NS      | $28864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                                               | GEN DIGITAL INC COMMON STOCK                                           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |       326 | NS      | $9255.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST                                   | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025- ARIVO 2025-1A A2    | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    324000 | PA      | $324304.79    | 0.06%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                            | GENERAL MILLS INC COMMON STOCK                                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |      6832 | NS      | $344469.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                                                       | NOV INC COMMON STOCK                                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |      8007 | NS      | $106092.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                                | UNITED THERAPEUTICS CORP COMMON STOCK                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |       156 | NS      | $65396.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                                                    | HEALTHPEAK PROPERTIES INC REIT                                         | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |      6291 | NS      | $120472.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT, INC.                                          | CONCENTRA GROUP HOLDINGS PAR COMMON STOCK                              | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               |  | US        |       267 | NS      | $5588.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 2.4%                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1190000 | NC      | $128035.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                             | ROYALTY PHARMA PLC- CL A COMMON STOCK                                  | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |      1803 | NS      | $63609.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                        | MOLINA HEALTHCARE INC COMMON STOCK                                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |       283 | NS      | $54154.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M2             | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    668163 | PA      | $674844.63    | 0.13%             | 2041-12-25      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                                                     | PALANTIR TECHNOLOGIES INC-A COMMON STOCK                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               |  | US        |      2250 | NS      | $410445.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                                      | DOUBLEVERIFY HOLDINGS INC COMMON STOCK                                 | CUSIP: 25862V105<br>LEI: N/A                  | Short            | EC               |  | US        |     -1503 | NS      | $-18005.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES, INC.                                                      | KODIAK GAS SERVICES INC COMMON STOCK                                   | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               |  | US        |      2007 | NS      | $74198.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                                             | CREDO TECHNOLOGY GROUP HOLDI COMMON STOCK                              | CUSIP: G25457105<br>LEI: N/A                  | Short            | EC               |  | US        |       -47 | NS      | $-6843.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                       | ELECTRICITE DE FRANCE SA 144A 9.125000% MATURITY: PERPETUAL            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    238000 | PA      | $275776.07    | 0.05%             | 2173-12-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                       | CHORD ENERGY CORP COMMON STOCK                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |      1785 | NS      | $177375.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAREX FINANCIAL                                                                | LME ZINC FUTURE   DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $371142.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                                     | LAMB WESTON HOLDINGS INC COMMON STOCK                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |      1614 | NS      | $93741.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                                                | VALARIS LTD COMMON STOCK                                               | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               |  | US        |      2105 | NS      | $102660.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                                               | NEWS CORP - CLASS B COMMON STOCK                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               |  | US        |     -1134 | NS      | $-39179.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                                                    | IRIDIUM COMMUNICATIONS INC COMMON STOCK                                | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |       377 | NS      | $6582.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                | ALTERNATIVE LOAN TRUST 2006-J1 CWALT 2006-J1 1A13                      | CUSIP: 12668BKK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     85980 | PA      | $57699.97     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | COTTON NO.2 FUTR  MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        65 | NC      | $2196025.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TSY INFL IX N/B 1.625000% 04/15/2030                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  18287700 | PA      | $18842953.35  | 3.63%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                               | NRG ENERGY INC 144A 4.734000% 10/15/2030                               | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69977.85     | 0.01%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                                                      | AGIOS PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               |  | US        |       122 | NS      | $4897.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                                                   | DEXCOM INC COMMON STOCK                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |      1870 | NS      | $125832.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB, INC.                                                                  | MONGODB INC COMMON STOCK                                               | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               |  | US        |        77 | NS      | $23899.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                                       | NEW FORTRESS ENERGY INC COMMON STOCK                                   | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               |  | US        |      1810 | NS      | $4000.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                                         | EXP WORLD HOLDINGS INC COMMON STOCK                                    | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               |  | US        |       250 | NS      | $2665.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer