# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182706
**Filing Date:** 2025-7
**Character Count:** 491230
**Document Hash:** ff679948b9874b6cced87ddcaffbbc33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182706.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182706

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162824

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT Multi-Asset Real Return Fund (Series ID: S000033123)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000102014 | SIIT Multi-Asset Real Return Fund - Class A | SEIAX           |

## 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 INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT MULTI-ASSET REAL RETURN FUND

- **b. EDGAR series identifier (if any):** S000033123

- **c. LEI of Series:** RLBJSW7LJOPG225GSL87

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $806477094.62

**Total Liabilities:** $25191737.91

**Net Assets:** $781285356.71

**Amount of Assets Invested in Other Investment Companies:** $144570246.24

**Cash Not Reported:** $32948595.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -463.09354204 | **1-Year:** -5357.63161169 | **5-Year:** -12072.81057281 | **10-Year:** -8154.23033151 | **30-Year:** -275.79178447

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

- **3-Month:** -198.76715756 | **1-Year:** -2209.01243975 | **5-Year:** -2471.75306386 | **10-Year:** -862.58035226 | **30-Year:** -8.20575801

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102014 | -1.09%               | -1.47%               | 1.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-472166.73              | $-971670.15                                |
| Month 2  | $-4582.79                | $-6501856.62                               |
| Month 3  | $112699.88               | $-1249415.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BBCMS TRUST                                                                    | BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A                         | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $710000.00    | 0.09%             | 2037-10-15      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                                     | APIDOS CLO XXXV APID 2021-35A A                                        | CUSIP: 03768UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    853235 | PA      | $854208.54    | 0.11%             | 2034-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                       | WOODSIDE FINANCE LTD 5.400000% 05/19/2030                              | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | AU        |     87000 | PA      | $87255.63     | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                                                     | PAR PACIFIC HOLDINGS INC COMMON STOCK                                  | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |      1423 | NS      | $30722.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 06/20/2025                                     | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16400000 | PA      | $16365273.00  | 2.09%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                                                  | PERMIAN RESOURCES CORP COMMON STOCK                                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |     22400 | NS      | $282464.00    | 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        |    459340 | PA      | $451764.38    | 0.06%             | 2046-07-10      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT, INC.                                          | CONCENTRA GROUP HOLDINGS PAR COMMON STOCK                              | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               |  | US        |       902 | NS      | $19510.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                                                             | VIPER ENERGY INC COMMON STOCK                                          | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               |  | US        |      3617 | NS      | $143558.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT, INC.                                                                  | HUBSPOT INC COMMON STOCK                                               | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               |  | US        |       124 | NS      | $73147.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                             | ROYALTY PHARMA PLC- CL A COMMON STOCK                                  | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |      2375 | NS      | $78090.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU, INC.                                                                     | ROKU INC COMMON STOCK                                                  | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               |  | US        |       673 | NS      | $48765.58     | 0.01%             |  |  |  | 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        |     92385 | PA      | $92757.71     | 0.01%             | 2034-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                                               | NEW JERSEY RESOURCES CORP COMMON STOCK                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |       716 | NS      | $32857.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                                    | PHILLIPS 66 COMMON STOCK                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |     12931 | NS      | $1467409.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                            | SOCIETE GENERALE SA 144A 5.519000% 01/19/2028                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    221000 | PA      | $222654.00    | 0.03%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                                            | TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK                              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               |  | US        |       919 | NS      | $207951.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                        | HELMERICH & PAYNE COMMON STOCK                                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |      2670 | NS      | $40717.50     | 0.01%             |  |  |  | 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        |   4536300 | PA      | $5291411.69   | 0.68%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CDW CORPORATION                                                                | CDW CORP/DE COMMON STOCK                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               |  | US        |      -262 | NS      | $-47254.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $304792.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WHEAT FUTURE(CBT) SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $411187.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank, S.A.                                                                | CAIXABANK SA 144A 6.684000% 09/13/2027                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    229000 | PA      | $234281.95    | 0.03%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| AZENTA, INC.                                                                   | AZENTA INC COMMON STOCK                                                | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               |  | US        |       455 | NS      | $12157.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                                        | KRAFT HEINZ CO/THE COMMON STOCK                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     15152 | NS      | $405012.96    | 0.05%             |  |  |  | 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        |         6 | NC      | $508712.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                    | AVALONBAY COMMUNITIES INC REIT                                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      2070 | NS      | $428013.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                                                    | BIOGEN INC COMMON STOCK                                                | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |      1708 | NS      | $221681.32    | 0.03%             |  |  |  | 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        |    212000 | PA      | $211955.43    | 0.03%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                                                     | PARK HOTELS & RESORTS INC REIT                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      2647 | NS      | $27422.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                                             | WEIS MARKETS INC COMMON STOCK                                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |       493 | NS      | $37369.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America                                                                | Credit Default Swap                                                    | CUSIP: CD1621462<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        | -11289000 | NC      | $225842.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                                        | DELEK US HOLDINGS INC COMMON STOCK                                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |      2371 | NS      | $45641.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CIGNA GROUP                                                                | THE CIGNA GROUP COMMON STOCK                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |      1992 | NS      | $630746.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                                                           | VICI PROPERTIES INC REIT                                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     15505 | NS      | $491663.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS, INC.                                                                 | ENTEGRIS INC COMMON STOCK                                              | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               |  | US        |      -255 | NS      | $-17528.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST, INC.                                                   | AMERICOLD REALTY TRUST INC REIT                                        | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |      7440 | NS      | $123280.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME NICKEL FUTURE NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $369781.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                    | FEDERAL HOME LOAN BANK VARIABLE RATE 07/16/2026                        | CUSIP: 3130B1ZC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    700000 | PA      | $700010.61    | 0.09%             | 2026-07-16      | Floating      | 4.47%                 | No            |                  2 | 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        |    188888 | PA      | $189830.81    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $550523.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                                             | BRISTOW GROUP INC COMMON STOCK                                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |       716 | NS      | $20950.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                                                    | COMPASS INC - CLASS A COMMON STOCK                                     | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               |  | US        |      4431 | NS      | $26187.21     | 0.00%             |  |  |  | No            |                  1 | 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        |    707733 | PA      | $708512.80    | 0.09%             | 2044-08-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Liberty Global Ltd.                                                            | LIBERTY GLOBAL PLC- C COMMON STOCK                                     | CUSIP: G61188127<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               |  | US        |      1845 | NS      | $18228.60     | 0.00%             |  |  |  | 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        |    700000 | PA      | $701448.83    | 0.09%             | 2027-11-05      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $553335.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 2.717000% 01/07/2029                        | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73881.20     | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | 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        |    109980 | PA      | $103241.27    | 0.01%             | 2062-04-20      | Fixed         | 1.63%                 | Yes           |                  2 | 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        |    235004 | PA      | $237308.12    | 0.03%             | 2031-10-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                             | ROBLOX CORP -CLASS A COMMON STOCK                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               |  | US        |      2808 | NS      | $244239.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                                           | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |     53000 | PA      | $53602.78     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | 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        |    761000 | PA      | $760852.59    | 0.10%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | 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        |       972 | NS      | $379.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                                                | FOX CORP - CLASS B COMMON STOCK                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               |  | US        |     -1967 | NS      | $-98900.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO, INC.                                                                   | SODEXO INC 144A 5.800000% 08/15/2035                                   | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | FR        |    228000 | PA      | $231955.15    | 0.03%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                             | ORACLE CORP 5.500000% 08/03/2035                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    474000 | PA      | $476191.55    | 0.06%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                  | EQUINIX INC REIT                                                       | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1451 | NS      | $1289677.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025-1 LOBEL 2025-1 A               | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    812914 | PA      | $812903.02    | 0.10%             | 2027-11-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                 | SBA COMMUNICATIONS CORP REIT                                           | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1568 | NS      | $363603.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR, INC.                                                                  | AVANTOR INC COMMON STOCK                                               | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               |  | US        |      4642 | NS      | $59928.22     | 0.01%             |  |  |  | No            |                  1 | 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      | $197269.00    | 0.03%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | WHEAT FUTURE(CBT) JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $267000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                                          | UNIVERSAL CORP/VA COMMON STOCK                                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |       684 | NS      | $44726.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                                              | TALOS ENERGY INC COMMON STOCK                                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |      3994 | NS      | $32111.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE   SEP25                                                        | LME ZINC FUTURE   SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $328055.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                                             | DT MIDSTREAM INC COMMON STOCK                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |      2816 | NS      | $294947.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                          | GILEAD SCIENCES INC COMMON STOCK                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |      9065 | NS      | $997875.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                                            | ACADIA REALTY TRUST REIT                                               | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |      1420 | NS      | $27349.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                                              | DOLLAR TREE INC COMMON STOCK                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |      3532 | NS      | $318798.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                          | KEURIG DR PEPPER INC COMMON STOCK                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |     21090 | NS      | $710100.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                                                    | HEALTHPEAK PROPERTIES INC REIT                                         | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |     10919 | NS      | $190099.79    | 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        |      1208 | NS      | $51219.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                                                | EQT CORP COMMON STOCK                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |     17949 | NS      | $989528.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                                                           | CARETRUST REIT INC REIT                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |      2576 | NS      | $74085.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                                                       | REVOLUTION MEDICINES INC COMMON STOCK                                  | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               |  | US        |      1202 | NS      | $47358.80     | 0.01%             |  |  |  | No            |                  1 | 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        |    800000 | PA      | $805475.00    | 0.10%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  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        |     20545 | PA      | $21487.50     | 0.00%             | 2025-11-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | XAY CONS DISCRET  JUN25 PHYSICAL INDEX FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -352 | NC      | $-76137600.00 | -9.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                                                          | BANCO SANTANDER SA 4.175000% 03/24/2028                                | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $198115.21    | 0.03%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                                       | LUMEN TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |     12326 | NS      | $48317.92     | 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        |       350 | NS      | $66622.50     | 0.01%             |  |  |  | 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        |    194000 | PA      | $194774.77    | 0.02%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                   | BIOMARIN PHARMACEUTICAL INC COMMON STOCK                               | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |      1238 | NS      | $71890.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                                            | DANAHER CORP COMMON STOCK                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |      4890 | NS      | $928611.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG 144A 9.250000% MATURITY: PERPETUAL                        | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    278000 | PA      | $302520.71    | 0.04%             | 2174-05-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NOVOCURE LIMITED                                                               | NOVOCURE LTD COMMON STOCK                                              | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               |  | US        |       401 | NS      | $7663.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.                                                | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK                              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               |  | US        |      1007 | NS      | $16182.49     | 0.00%             |  |  |  | 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        |    770000 | PA      | $774035.84    | 0.10%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                                                     | SUPER MICRO COMPUTER INC COMMON STOCK                                  | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               |  | US        |     -1147 | NS      | $-45902.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP.                                                      | CURBLINE PROPERTIES CORP REIT                                          | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |      1744 | NS      | $39571.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                                    | VAXCYTE INC COMMON STOCK                                               | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               |  | US        |      2652 | NS      | $86163.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE, INC.                                                          | AST SPACEMOBILE INC COMMON STOCK                                       | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               |  | US        |      2092 | NS      | $48262.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COTTON NO.2 FUTR  MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $207660.00    | 0.03%             |  |  |  | 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        |    281606 | PA      | $248333.90    | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J & J SNACK FOODS CORP.                                                        | J & J SNACK FOODS CORP COMMON STOCK                                    | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               |  | US        |       343 | NS      | $39503.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                                          | TREEHOUSE FOODS INC COMMON STOCK                                       | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |      1204 | NS      | $27041.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                                                   | INTEGER HOLDINGS CORP COMMON STOCK                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               |  | US        |       208 | NS      | $24702.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE, INC.                                                                  | LINEAGE INC REIT                                                       | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |       927 | NS      | $39573.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                                                     | POTLATCHDELTIC CORP REIT                                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |       905 | NS      | $35602.70     | 0.00%             |  |  |  | No            |                  1 | 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        |     48606 | PA      | $48699.09     | 0.01%             | 2029-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Roivant Sciences Ltd                                                           | ROIVANT SCIENCES LTD COMMON STOCK                                      | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               |  | US        |      2796 | NS      | $30728.04     | 0.00%             |  |  |  | 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        |    800000 | PA      | $807593.75    | 0.10%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                            | COMCAST CORP-CLASS A COMMON STOCK                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               |  | US        |    -58266 | NS      | $-2014255.62  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                                                   | WARNER BROS DISCOVERY INC COMMON STOCK                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |     12025 | NS      | $119889.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CORN FUTURE       MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $794500.00    | 0.10%             |  |  |  | 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        |    261000 | PA      | $294571.91    | 0.04%             | 2173-12-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                                                | UGI CORP COMMON STOCK                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |      1531 | NS      | $55207.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                   | FX Forward Contract: USD/EUR SETTLE 2025-07-09                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2412.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                            | HALLIBURTON CO COMMON STOCK                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |     24524 | NS      | $480425.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                                                       | F5 INC COMMON STOCK                                                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               |  | US        |      -125 | NS      | $-35672.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET, INC.                                                                 | FRESHPET INC COMMON STOCK                                              | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               |  | US        |       855 | NS      | $68536.80     | 0.01%             |  |  |  | No            |                  1 | 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        |    331965 | PA      | $335583.09    | 0.04%             | 2045-05-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | NY HARB ULSD FUT  SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $252655.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                             | HEWLETT PACKARD ENTERPRISE COMMON STOCK                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               |  | US        |     -3213 | NS      | $-55520.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE Energia Chile S.A.                                                       | ENGIE ENERGIA CHILE SA 3.400000% 01/28/2030                            | CUSIP: P3762TAA9<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | NUSS              | CL        |    349000 | PA      | $318097.62    | 0.04%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                               | BRASKEM NETHERLANDS FINANCE BV 144A 8.000000% 10/15/2034               | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |    272000 | PA      | $242678.40    | 0.03%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                   | CADENCE DESIGN SYS INC COMMON STOCK                                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |       768 | NS      | $220469.76    | 0.03%             |  |  |  | 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        |    228000 | PA      | $231323.78    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                                              | MCCORMICK & CO-NON VTG SHRS COMMON STOCK                               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |      4452 | NS      | $323793.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                                     | IRON MOUNTAIN INC REIT                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      4324 | NS      | $426822.04    | 0.05%             |  |  |  | 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      | $426809.43    | 0.05%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Maplebear Inc                                                                  | MAPLEBEAR INC COMMON STOCK                                             | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               |  | US        |      2882 | NS      | $131620.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                                                   | XENIA HOTELS & RESORTS INC REIT                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      2525 | NS      | $30880.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GASOLINE RBOB FUT SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $327650.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                                          | CLEARWAY ENERGY INC-C COMMON STOCK                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |      1217 | NS      | $37447.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                                             | BADGER METER INC COMMON STOCK                                          | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Short            | EC               |  | US        |      -165 | NS      | $-40956.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                       | SERVICE PROPERTIES TRUST REIT                                          | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |      5418 | NS      | $12569.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                             | ORACLE CORP COMMON STOCK                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |      4118 | NS      | $681652.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS FHR 4719 JS                                         | CUSIP: 3137FAXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    568338 | PA      | $68964.62     | 0.01%             | 2047-09-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                                                  | SIMPLY GOOD FOODS CO/THE COMMON STOCK                                  | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |      1236 | NS      | $42654.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                                                     | CHEFS' WAREHOUSE INC/THE COMMON STOCK                                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |       463 | NS      | $29530.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LEAN HOGS FUTURE  OCT25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $320130.00    | 0.04%             |  |  |  | No            |                  1 | 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        |     28809 | PA      | $19301.55     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                               | MEDTRONIC PLC COMMON STOCK                                             | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |      9193 | NS      | $762835.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                                                    | VITA COCO CO INC/THE COMMON STOCK                                      | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               |  | US        |       334 | NS      | $11887.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.                                        | MID-AMERICA APARTMENT COMM REIT                                        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      1757 | NS      | $275234.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                                | DIAMONDROCK HOSPITALITY CO REIT                                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |      4058 | NS      | $31003.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                                             | COSTAR GROUP INC COMMON STOCK                                          | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               |  | US        |      7076 | NS      | $520510.56    | 0.07%             |  |  |  | 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        |     -2795 | NS      | $-159650.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                                            | GAMING AND LEISURE PROPERTIE REIT                                      | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      4252 | NS      | $198568.40    | 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        |    240935 | PA      | $222540.39    | 0.03%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.455%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1040000 | NC      | $34901.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLRING BRANDS, INC.                                                          | BELLRING BRANDS INC COMMON STOCK                                       | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               |  | US        |      2278 | NS      | $143400.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHF TRUST                                                                      | FHF TRUST 2021-2 FHF 2021-2A A                                         | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       191 | PA      | $190.88       | 0.00%             | 2026-12-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                         | GENERAL MOTORS FINANCIAL CO INC 5.750000% 02/08/2031                   | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    708000 | PA      | $715886.05    | 0.09%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                                                            | KRYSTAL BIOTECH INC COMMON STOCK                                       | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               |  | US        |       207 | NS      | $26073.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                                                  | AMERICAN STATES WATER CO COMMON STOCK                                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               |  | US        |       222 | NS      | $17509.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                              | EVERSOURCE ENERGY COMMON STOCK                                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |      3241 | NS      | $210049.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        28 | NC      | $1702120.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                         | FAIR ISAAC CORP COMMON STOCK                                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |        63 | NS      | $108755.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                                     | PEABODY ENERGY CORP COMMON STOCK                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               |  | US        |      4022 | NS      | $52929.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                                                    | QIAGEN N.V. COMMON STOCK                                               | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |      1570 | NS      | $70854.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                                             | OMNICOM GROUP COMMON STOCK                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               |  | US        |     -3049 | NS      | $-223918.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                                                 | SYNOPSYS INC COMMON STOCK                                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |       458 | NS      | $212502.84    | 0.03%             |  |  |  | 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        |    724000 | PA      | $723779.54    | 0.09%             | 2030-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS, INC.                                                      | AMICUS THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               |  | US        |      2796 | NS      | $16971.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                                            | AES CORP COMMON STOCK                                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |      5814 | NS      | $58663.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                                             | MASIMO CORP COMMON STOCK                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               |  | US        |       264 | NS      | $42900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                              | AFFIRM ASSET SECURITIZATION TRUST 2024-X1 AFFRM 2024-X1 A              | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70909 | PA      | $70986.58     | 0.01%             | 2029-05-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CONMED CORPORATION                                                             | CONMED CORP COMMON STOCK                                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               |  | US        |       440 | NS      | $24970.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITESSE ENERGY, INC.                                                           | VITESSE ENERGY INC COMMON STOCK                                        | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               |  | US        |      1178 | NS      | $24655.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.                                              | EQUITY LIFESTYLE PROPERTIES REIT                                       | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |      2997 | NS      | $190519.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                                                              | GREEN PLAINS INC COMMON STOCK                                          | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               |  | US        |      2152 | NS      | $8952.32      | 0.00%             |  |  |  | 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        |  17184700 | PA      | $21570928.33  | 2.76%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                          | SOLVENTUM CORP COMMON STOCK                                            | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               |  | US        |      1177 | NS      | $86026.93     | 0.01%             |  |  |  | No            |                  1 | 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        |  82145000 | NC      | $2371270.73   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                                              | NORTHWEST NATURAL HOLDING CO COMMON STOCK                              | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               |  | US        |       440 | NS      | $18026.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                                           | HEALTHCARE REALTY TRUST INC REIT                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      5015 | NS      | $72717.50     | 0.01%             |  |  |  | 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        |    211000 | PA      | $192984.15    | 0.02%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SOYBEAN OIL FUTR  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       139 | NC      | $3910626.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN MEAL FUTR JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        34 | NC      | $1007420.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US CAPITAL, LLC                                                            | BMW US CAPITAL LLC 144A 4.650000% 03/19/2027                           | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    587000 | PA      | $588337.44    | 0.08%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | KC HRW WHEAT FUT  MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $264262.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                                                           | WAYSTAR HOLDING CORP COMMON STOCK                                      | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               |  | US        |       769 | NS      | $30744.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                                              | RLJ LODGING TRUST REIT                                                 | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      3616 | NS      | $26396.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                        | KITE REALTY GROUP TRUST REIT                                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      3172 | NS      | $70164.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH PROPERTIES, INC.                                                           | UMH PROPERTIES INC REIT                                                | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |      1654 | NS      | $27770.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                                    | RANGE RESOURCES CORP COMMON STOCK                                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               |  | US        |      7012 | NS      | $266736.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. CAREY INC.                                                                | WP CAREY INC REIT                                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      3059 | NS      | $191982.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                                                 | EXELIXIS INC COMMON STOCK                                              | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |      1690 | NS      | $72737.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                           | EDISON INTERNATIONAL COMMON STOCK                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |      3158 | NS      | $175742.70    | 0.02%             |  |  |  | No            |                  1 | 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        |     52462 | PA      | $52503.42     | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | 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        |    330000 | PA      | $336187.50    | 0.04%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                              | NATIONAL STORAGE AFFILIATES REIT                                       | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |      1000 | NS      | $34400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                                           | ENPHASE ENERGY INC COMMON STOCK                                        | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               |  | US        |      -129 | NS      | $-5339.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                          | DOMINION ENERGY INC COMMON STOCK                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      6929 | NS      | $392666.43    | 0.05%             |  |  |  | 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        |    225000 | PA      | $223456.41    | 0.03%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 2.2275%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   3640000 | NC      | $97480.10     | 0.01%             |  |  |  | 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        |    958000 | PA      | $963930.69    | 0.12%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC.                                                    | ACADIA PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               |  | US        |      1940 | NS      | $41845.80     | 0.01%             |  |  |  | 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        |     45851 | PA      | $46722.25     | 0.01%             | 2028-04-25      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                          | LAS VEGAS SANDS CORP 5.625000% 06/15/2028                              | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268606.44    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                       | DEVON ENERGY CORP COMMON STOCK                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |     18287 | NS      | $553364.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE, INC.                                                                  | MAGNITE INC COMMON STOCK                                               | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Short            | EC               |  | US        |     -2485 | NS      | $-40654.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                                           | NEXTERA ENERGY INC COMMON STOCK                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               |  | US        |     17290 | NS      | $1221365.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        37 | NC      | $1297960.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                             | TELEDYNE TECHNOLOGIES INC COMMON STOCK                                 | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               |  | US        |       -84 | NS      | $-41904.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                                                        | CINEMARK HOLDINGS INC COMMON STOCK                                     | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               |  | US        |       253 | NS      | $8543.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                                     | UNITED NATURAL FOODS INC COMMON STOCK                                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |      1612 | NS      | $49278.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                                                | KLA CORP COMMON STOCK                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               |  | US        |      -321 | NS      | $-242958.48   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                                               | TELEPHONE AND DATA SYSTEMS COMMON STOCK                                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               |  | US        |      1012 | NS      | $34772.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COCOA FUTURE      SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $368800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                         | STANDARD CHARTERED PLC 144A 5.545000% 01/21/2029                       | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    355000 | PA      | $360759.05    | 0.05%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                                                | OCEANEERING INTL INC COMMON STOCK                                      | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               |  | US        |      2489 | NS      | $47465.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       158 | NC      | $5446260.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                                             | HAWAIIAN ELECTRIC INDS COMMON STOCK                                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |       529 | NS      | $5649.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                                                           | CORNING INC COMMON STOCK                                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               |  | US        |     -1592 | NS      | $-78947.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME LEAD FUTURE   JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $248357.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                                               | HESS CORP COMMON STOCK                                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               |  | US        |      8536 | NS      | $1128373.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-116062.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud S.A.                                                                  | CENCOSUD SA 144A 5.950000% 05/28/2031                                  | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | NUSS              | CL        |    212000 | PA      | $215631.98    | 0.03%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP, INC.                                                        | TRANSMEDICS GROUP INC COMMON STOCK                                     | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               |  | US        |       126 | NS      | $16017.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                                                       | NOV INC COMMON STOCK                                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |     10042 | NS      | $120504.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                                                          | STAG INDUSTRIAL INC REIT                                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |      2683 | NS      | $95461.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS FHR 4585 DS                                         | CUSIP: 3137BPFZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    507078 | PA      | $55220.46     | 0.01%             | 2046-05-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                     | AVIATION CAPITAL GROUP LLC 144A 4.125000% 08/01/2025                   | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5992.47      | 0.00%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | 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        |    450000 | PA      | $448257.23    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY COMPANY                                                        | CRESCENT ENERGY INC-A COMMON STOCK                                     | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               |  | US        |      3953 | NS      | $33165.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                     | CONSTELLATION BRANDS INC-A COMMON STOCK                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |      2935 | NS      | $523281.15    | 0.07%             |  |  |  | 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        |    759538 | PA      | $757507.71    | 0.10%             | 2032-03-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M1             | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    783369 | PA      | $782393.65    | 0.10%             | 2041-12-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                   | MARRIOTT INTERNATIONAL INC/MD 4.900000% 04/15/2029                     | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    401000 | PA      | $404573.64    | 0.05%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                        | ARROW ELECTRONICS INC COMMON STOCK                                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Short            | EC               |  | US        |      -114 | NS      | $-13495.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS, INC.                                                          | VARONIS SYSTEMS INC COMMON STOCK                                       | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               |  | US        |       569 | NS      | $27129.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED                                            | LIGAND PHARMACEUTICALS COMMON STOCK                                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               |  | US        |       253 | NS      | $25854.07     | 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        |    743570 | PA      | $770953.08    | 0.10%             | 2042-03-25      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                          | THERMO FISHER SCIENTIFIC INC COMMON STOCK                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      2887 | NS      | $1162941.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN FUTURE    NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $1796812.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LEAN HOGS FUTURE  FEB26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $333300.00    | 0.04%             |  |  |  | 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      | $110261.70    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                      | MORGAN STANLEY BANK NA 5.504000% 05/26/2028                            | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254488.06    | 0.03%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | 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        |    700000 | PA      | $698698.43    | 0.09%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | NY HARB ULSD FUT  NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $253940.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP, INC.                                                | NORTHWESTERN ENERGY GROUP COMMON STOCK                                 | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               |  | US        |       385 | NS      | $21302.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                                                       | OPTION CARE HEALTH INC COMMON STOCK                                    | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |       858 | NS      | $28039.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                                                     | DIGITAL REALTY TRUST INC REIT                                          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      5106 | NS      | $875781.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                                         | PERRIGO CO PLC COMMON STOCK                                            | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |      1200 | NS      | $32124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COPPER FUTURE     DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $1679825.00   | 0.22%             |  |  |  | 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        |    126529 | PA      | $118755.19    | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                             | DIAMOND ISSUER SHINE 2021-1A A                                         | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    767635 | PA      | $720162.92    | 0.09%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| CACTUS, INC.                                                                   | CACTUS INC - A COMMON STOCK                                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |      1614 | NS      | $66174.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                                                   | VENTAS INC REIT                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      6253 | NS      | $401942.84    | 0.05%             |  |  |  | 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        |   1019000 | PA      | $1019673.56   | 0.13%             | 2028-06-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Unity Software Inc                                                             | UNITY SOFTWARE INC COMMON STOCK                                        | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               |  | US        |       978 | NS      | $25506.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Holdings USA, Inc.                                                   | SANTANDER HOLDINGS USA INC 5.473000% 03/20/2029                        | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9072.49      | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                                   | ON SEMICONDUCTOR COMMON STOCK                                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               |  | US        |      -983 | NS      | $-41305.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                       | ROPER TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |       233 | NS      | $132872.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                       | DIAMONDBACK ENERGY INC COMMON STOCK                                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |      6019 | NS      | $809856.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                                      | CUBESMART REIT                                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |      3212 | NS      | $137345.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $926550.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                                                  | IDACORP INC COMMON STOCK                                               | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |       524 | NS      | $62329.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC VARIABLE RATE 10/16/2026                                   | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    800000 | PA      | $800414.82    | 0.10%             | 2026-10-16      | Floating      | 4.47%                 | No            |                  2 | 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        |    245852 | PA      | $247525.97    | 0.03%             | 2031-10-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | WHEAT FUTURE(CBT) MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $413700.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GERON CORPORATION                                                              | GERON CORP COMMON STOCK                                                | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               |  | US        |      6774 | NS      | $10296.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                     | WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027                          | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    596000 | PA      | $577745.51    | 0.07%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                                                    | MERIT MEDICAL SYSTEMS INC COMMON STOCK                                 | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |       333 | NS      | $31644.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                                                      | RPC INC COMMON STOCK                                                   | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |      4932 | NS      | $21898.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                                          | DYNE THERAPEUTICS INC COMMON STOCK                                     | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               |  | US        |       769 | NS      | $9197.24      | 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        |       469 | NS      | $32037.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTREA HOLDINGS INC.                                                          | FORTREA HOLDINGS INC COMMON STOCK                                      | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               |  | US        |       800 | NS      | $3440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                                                     | ADDUS HOMECARE CORP COMMON STOCK                                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               |  | US        |       242 | NS      | $26840.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD TRUST                                                                     | BFLD 2021-FPM MORTGAGE TRUST BFLD 2021-FPM A                           | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1065000 | PA      | $1065000.00   | 0.14%             | 2038-06-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                                           | COGENT COMMUNICATIONS HOLDIN COMMON STOCK                              | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |       409 | NS      | $18695.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                                            | KINDER MORGAN INC COMMON STOCK                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |     60685 | NS      | $1701607.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                                             | DTE ENERGY COMPANY COMMON STOCK                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |      1717 | NS      | $234628.05    | 0.03%             |  |  |  | No            |                  1 | 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        |    510260 | PA      | $65394.55     | 0.01%             | 2047-08-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Syndax Pharmaceuticals Inc                                                     | SYNDAX PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               |  | US        |       134 | NS      | $1412.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                                          | TELEFLEX INC COMMON STOCK                                              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |       341 | NS      | $41694.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN1 M1        | CUSIP: 35563FAA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32180 | PA      | $32024.31     | 0.00%             | 2051-01-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| HIMS & HERS HEALTH, INC.                                                       | HIMS & HERS HEALTH INC COMMON STOCK                                    | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               |  | US        |      1212 | NS      | $68550.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc                                                         | IDEAYA BIOSCIENCES INC COMMON STOCK                                    | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               |  | US        |      1035 | NS      | $20586.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LEAN HOGS FUTURE  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        19 | NC      | $797430.00    | 0.10%             |  |  |  | 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        |    310000 | PA      | $316169.05    | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                       | CENTERPOINT ENERGY INC COMMON STOCK                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |      5574 | NS      | $207575.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPARFUMS INC                                                               | INTERPARFUMS INC COMMON STOCK                                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |       259 | NS      | $35280.98     | 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        |       203 | NS      | $28054.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                  | UNICREDIT SPA 144A 2.569000% 09/22/2026                                | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |    421000 | PA      | $417931.63    | 0.05%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       420 | NC      | $45438750.00  | 5.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.76%                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   5145000 | NC      | $351230.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST, INC                                                 | INDEPENDENCE REALTY TRUST IN REIT                                      | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |      2888 | NS      | $53687.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                       | SKYWORKS SOLUTIONS INC COMMON STOCK                                    | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               |  | US        |      -374 | NS      | $-25817.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                                                   | GROCERY OUTLET HOLDING CORP COMMON STOCK                               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |      2231 | NS      | $30296.98     | 0.00%             |  |  |  | No            |                  1 | 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        |    818000 | PA      | $819467.41    | 0.10%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | 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        |    294000 | PA      | $284472.02    | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AUTODESK, INC.                                                                 | AUTODESK INC COMMON STOCK                                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |       532 | NS      | $157535.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                                 | CITIGROUP INC 6.020000% 01/24/2036                                     | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12070.72     | 0.00%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SentinelOne Inc                                                                | SENTINELONE INC -CLASS A COMMON STOCK                                  | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               |  | US        |       227 | NS      | $3997.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                       | MOTOROLA SOLUTIONS INC COMMON STOCK                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               |  | US        |      -461 | NS      | $-191490.18   | -0.02%            |  |  |  | No            |                  1 | 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        |   1007763 | PA      | $1016783.39   | 0.13%             | 2041-12-25      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $1054850.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN FUTURE    JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        34 | NC      | $1769275.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                                        | APPLIED MATERIALS INC COMMON STOCK                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               |  | US        |     -1821 | NS      | $-285441.75   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GOLD 100 OZ FUTR  AUG25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $1989240.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                                 | ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK                              | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Short            | EC               |  | US        |      -212 | NS      | $-61431.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                                                | DYNATRACE INC COMMON STOCK                                             | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               |  | US        |       887 | NS      | $47906.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED ENERGY COMPANY PLC                                                 | DIVERSIFIED ENERGY CO PLC COMMON STOCK                                 | CUSIP: G2891G204<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               |  | US        |       685 | NS      | $9569.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                         | MARLETTE FUNDING TRUST 2024-1 MFT 2024-1A A                            | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80187 | PA      | $80313.55     | 0.01%             | 2034-07-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                                                      | AKAMAI TECHNOLOGIES INC COMMON STOCK                                   | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               |  | US        |       269 | NS      | $20425.17     | 0.00%             |  |  |  | No            |                  1 | 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        |    330000 | PA      | $325383.25    | 0.04%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHAMPIONX CORPORATION                                                          | CHAMPIONX CORP COMMON STOCK                                            | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |      5076 | NS      | $122179.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                                                           | JBG SMITH PROPERTIES REIT                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      2091 | NS      | $35756.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                                                      | LAMAR ADVERTISING CO-A REIT                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      1480 | NS      | $178399.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC.                                                           | ONTO INNOVATION INC COMMON STOCK                                       | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Short            | EC               |  | US        |      -151 | NS      | $-13882.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                        | DUKE ENERGY CORP COMMON STOCK                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |      6147 | NS      | $723624.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                                                           | REPLIGEN CORP COMMON STOCK                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |       352 | NS      | $41560.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                                 | TECHNIPFMC PLC COMMON STOCK                                            | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               |  | US        |     11305 | NS      | $352150.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS, INC.                                                          | MYRIAD GENETICS INC COMMON STOCK                                       | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               |  | US        |      1136 | NS      | $4759.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE, INC.                                                               | CLOUDFLARE INC - CLASS A COMMON STOCK                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               |  | US        |       751 | NS      | $124583.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                                           | SCORPIO TANKERS INC COMMON STOCK                                       | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |      1208 | NS      | $48005.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMULA ONE GROUP                                                              | LIBERTY MEDIA CORP-FORMULA-C COMMON STOCK                              | CUSIP: 531229755<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               |  | US        |      1572 | NS      | $151745.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORPORATION                                                              | CIENA CORP COMMON STOCK                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               |  | US        |      -329 | NS      | $-26339.74    | -0.00%            |  |  |  | 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        |    561000 | PA      | $558286.92    | 0.07%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UDR, INC.                                                                      | UDR INC REIT                                                           | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |      4722 | NS      | $195632.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                            | ABBOTT LABORATORIES COMMON STOCK                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |     13084 | NS      | $1747760.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                                                 | SUPERNUS PHARMACEUTICALS INC COMMON STOCK                              | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |      1752 | NS      | $55538.40     | 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        |    635266 | PA      | $643505.40    | 0.08%             | 2041-12-25      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | GASOLINE RBOB FUT JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        55 | NC      | $4654881.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG, INC.                                                                  | DATADOG INC - CLASS A COMMON STOCK                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               |  | US        |       794 | NS      | $93596.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS, INC.                                                    | INTELLIA THERAPEUTICS INC COMMON STOCK                                 | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               |  | US        |      1368 | NS      | $9398.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE, INC.                                                             | PURE STORAGE INC - CLASS A COMMON STOCK                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               |  | US        |      -588 | NS      | $-31510.92    | -0.00%            |  |  |  | No            |                  1 | 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        |    700000 | PA      | $700002.09    | 0.09%             | 2025-11-06      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                                                | ALKERMES PLC COMMON STOCK                                              | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |      1229 | NS      | $37619.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                                          | COCA-COLA CO/THE COMMON STOCK                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     67940 | NS      | $4898474.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                                                         | STAAR SURGICAL CO COMMON STOCK                                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               |  | US        |       652 | NS      | $11612.12     | 0.00%             |  |  |  | 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        |    485000 | PA      | $493278.61    | 0.06%             | 2028-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                                              | CORCEPT THERAPEUTICS INC COMMON STOCK                                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               |  | US        |       407 | NS      | $31566.92     | 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        |    606000 | PA      | $617929.07    | 0.08%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INCORPORATED                                                      | ENERGY FUELS INC COMMON STOCK                                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               |  | US        |      6451 | NS      | $31545.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD.                                                                 | HERBALIFE LTD COMMON STOCK                                             | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |      2495 | NS      | $19485.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH, INC.                                                                   | UIPATH INC - CLASS A COMMON STOCK                                      | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               |  | US        |      2002 | NS      | $26646.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                                          | MGP INGREDIENTS INC COMMON STOCK                                       | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |       315 | NS      | $9267.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS Corporation                                                           | DISH DBS CORP 144A 5.250000% 12/01/2026                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $849239.18    | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | COPPER FUTURE     JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        23 | NC      | $2689562.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                        | HF SINCLAIR CORP COMMON STOCK                                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |      6274 | NS      | $226679.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                   | ZIMMER BIOMET HOLDINGS INC COMMON STOCK                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |      1462 | NS      | $134752.54    | 0.02%             |  |  |  | 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        |     68539 | PA      | $66428.43     | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | 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        |    409344 | PA      | $414942.71    | 0.05%             | 2052-03-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| FABRINET                                                                       | FABRINET COMMON STOCK                                                  | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               |  | US        |      -145 | NS      | $-33766.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORPORATION                                                           | APPLOVIN CORP-CLASS A COMMON STOCK                                     | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               |  | US        |       698 | NS      | $274314.00    | 0.04%             |  |  |  | No            |                  1 | 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        |    142000 | PA      | $136582.27    | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                   | TENET HEALTHCARE CORP COMMON STOCK                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |       700 | NS      | $118139.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                       | LLOYDS BANKING GROUP PLC 7.953000% 11/15/2033                          | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    323000 | PA      | $367148.43    | 0.05%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                           | ECHOSTAR CORP-A COMMON STOCK                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               |  | US        |     -2230 | NS      | $-39537.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Limited                                                               | SEADRILL LIMITED COMMON STOCK                                          | CUSIP: G7997W102<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               |  | US        |      2025 | NS      | $46980.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGILL, INCORPORATED                                                          | CARGILL INC 144A 5.125000% 10/11/2032                                  | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212562.71    | 0.03%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TERADYNE, INC.                                                                 | TERADYNE INC COMMON STOCK                                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               |  | US        |      -212 | NS      | $-16663.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                                              | FIRSTENERGY CORP COMMON STOCK                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |      4615 | NS      | $193553.10    | 0.02%             |  |  |  | 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        |    439000 | PA      | $445771.87    | 0.06%             | 2029-01-25      | Fixed         | 5.10%                 | 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        |    340000 | PA      | $301258.49    | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | 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        |    510000 | PA      | $496121.52    | 0.06%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                          | BANCO BILBAO VIZCAYA ARGENTARIA SA 5.381000% 03/13/2029                | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $204744.01    | 0.03%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                                       | HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 3.050000% 02/14/2027       | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    613000 | PA      | $589215.62    | 0.08%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Veracyte Inc                                                                   | VERACYTE INC COMMON STOCK                                              | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |       280 | NS      | $7450.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORPORATION                                                   | ARDMORE SHIPPING CORP COMMON STOCK                                     | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               |  | US        |      1704 | NS      | $16375.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SUGAR #11 (WORLD) MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        58 | NC      | $1149142.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                                          | NOBLE CORP PLC COMMON STOCK                                            | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               |  | US        |      3817 | NS      | $94547.09     | 0.01%             |  |  |  | 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        |    708000 | PA      | $714469.02    | 0.09%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Transocean Ltd.                                                                | TRANSOCEAN LTD COMMON STOCK                                            | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               |  | US        |     19394 | NS      | $48291.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                | UNITEDHEALTH GROUP INC COMMON STOCK                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      6979 | NS      | $2107029.89   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                                                    | H2O AMERICA COMMON STOCK                                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |       437 | NS      | $22933.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                       | LLOYDS BANKING GROUP PLC 7.500000% MATURITY: PERPETUAL                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    805000 | PA      | $806733.17    | 0.10%             | 2173-12-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | GASOLINE RBOB FUT JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        20 | NC      | $1692684.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                                              | FOUR CORNERS PROPERTY TRUST REIT                                       | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |      1127 | NS      | $31116.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                                       | PALO ALTO NETWORKS INC COMMON STOCK                                    | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |      1725 | NS      | $331924.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                   | ANTERO RESOURCES CORP COMMON STOCK                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               |  | US        |      9673 | NS      | $362253.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                                          | CAL-MAINE FOODS INC COMMON STOCK                                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |       723 | NS      | $69357.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                                                        | VIKING THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               |  | US        |       743 | NS      | $19912.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                                                       | ORMAT TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               |  | US        |       438 | NS      | $32556.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                                             | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK                              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               |  | US        |      6039 | NS      | $37381.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                                  | BROADCOM INC 4.150000% 02/15/2028                                      | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142299.30    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                      | JM SMUCKER CO/THE COMMON STOCK                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      1767 | NS      | $198981.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                                              | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |       385 | NS      | $32982.95     | 0.00%             |  |  |  | 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        |  13286800 | PA      | $15469553.78  | 1.98%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | 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        |    979000 | PA      | $970629.29    | 0.12%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                            | DOMINICAN REPUBLIC 4.875000% 09/23/2032                                | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    399000 | PA      | $363449.10    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                                                       | INTUITIVE SURGICAL INC COMMON STOCK                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |      2647 | NS      | $1462043.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                    | PFIZER INC COMMON STOCK                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     42381 | NS      | $995529.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC.                                                                 | TIDEWATER INC COMMON STOCK                                             | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               |  | US        |      1266 | NS      | $50272.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LIVE CATTLE FUTR  AUG25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $2930900.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                          | AMERICAN HOMES 4 RENT- A REIT                                          | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      4800 | NS      | $181680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                                            | CENTENE CORP COMMON STOCK                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |      3593 | NS      | $202788.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 07/17/2025                                     | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4476249.36   | 0.57%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | CATTLE FEEDER FUT AUG25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $896475.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                                                   | SPRINGWORKS THERAPEUTICS INC COMMON STOCK                              | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               |  | US        |       519 | NS      | $24242.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                                                 | CALIFORNIA WATER SERVICE GRP COMMON STOCK                              | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |       479 | NS      | $22632.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COFFEE 'C' FUTURE JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $1027350.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                                       | AGREE REALTY CORP REIT                                                 | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               |  | US        |      1661 | NS      | $125073.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                   | WILLIAMS COS INC COMMON STOCK                                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     37422 | NS      | $2264405.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                         | OCP SA 144A 6.100000% 04/30/2030                                       | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    308000 | PA      | $308478.03    | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LEAN HOGS FUTURE  JUN25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $283710.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE   JUL25                                                        | LME ZINC FUTURE   JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $1305900.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COTTON NO.2 FUTR  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $260240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                                           | LTC PROPERTIES INC REIT                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       630 | NS      | $22295.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1          | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    676392 | PA      | $687421.98    | 0.09%             | 2043-04-25      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                         | MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A B                            | CUSIP: 57109RAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    451553 | PA      | $452706.40    | 0.06%             | 2033-09-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                        | QUIDELORTHO CORP COMMON STOCK                                          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |       663 | NS      | $20334.21     | 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        |     41418 | NS      | $7036504.02   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                                     | BIO-RAD LABORATORIES-A COMMON STOCK                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |       109 | NS      | $24735.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                                                   | VIATRIS INC 2.700000% 06/22/2030                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262405.10    | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NORDIC AMERICAN TANKERS LIMITED                                                | NORDIC AMERICAN TANKERS LTD COMMON STOCK                               | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               |  | US        |      8650 | NS      | $22922.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSF (Grant Street Funding)                                                     | GS MORTGAGE SECURITIES TRUST 2021-1 A2                                 | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    657000 | PA      | $648782.84    | 0.08%             | 2026-08-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                   | COSTCO WHOLESALE CORP COMMON STOCK                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      7812 | NS      | $8125886.16   | 1.04%             |  |  |  | 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        |   1000000 | PA      | $1010039.06   | 0.13%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                      | DELL INTERNATIONAL LLC / EMC CORP 5.300000% 04/01/2032                 | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194871.31    | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                                                   | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                                | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               |  | US        |       639 | NS      | $45899.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                                   | PROTAGONIST THERAPEUTICS INC COMMON STOCK                              | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               |  | US        |       750 | NS      | $35602.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                            | INTESA SANPAOLO SPA 144A 7.200000% 11/28/2033                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    231000 | PA      | $255064.26    | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INCORPORATED                                                     | MICROSTRATEGY INC-CL A COMMON STOCK                                    | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               |  | US        |       643 | NS      | $237305.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                  | BOSTON SCIENTIFIC CORP COMMON STOCK                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |     11358 | NS      | $1195543.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COFFEE 'C' FUTURE MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $496575.00    | 0.06%             |  |  |  | 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        |   7600000 | PA      | $7611196.24   | 0.97%             | 2026-10-31      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORPORATION                                                     | TERRENO REALTY CORP REIT                                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      1311 | NS      | $73966.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                                           | SOUTHERN CO/THE COMMON STOCK                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |      8622 | NS      | $775980.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                                            | NEWMARK GROUP INC-CLASS A COMMON STOCK                                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |      1146 | NS      | $12617.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                                | FEDERAL REALTY INVS TRUST REIT                                         | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |      1421 | NS      | $135677.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                                                           | BAKER HUGHES CO COMMON STOCK                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |     30975 | NS      | $1147623.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                     | KIMBERLY-CLARK CORP COMMON STOCK                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |      5647 | NS      | $811812.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                                          | EXCELERATE ENERGY INC-A COMMON STOCK                                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               |  | US        |       166 | NS      | $4669.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.                                                | ARMADA HOFFLER PROPERTIES IN REIT                                      | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      1769 | NS      | $12312.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                                        | CUSHMAN & WAKEFIELD PLC COMMON STOCK                                   | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               |  | US        |      4153 | NS      | $41654.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                                           | HCA HEALTHCARE INC COMMON STOCK                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |      1395 | NS      | $532039.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                                 | CITIGROUP INC 7.625000% MATURITY: PERPETUAL                            | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76144.69     | 0.01%             | 2174-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NEOGENOMICS, INC.                                                              | NEOGENOMICS INC COMMON STOCK                                           | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               |  | US        |       999 | NS      | $7272.72      | 0.00%             |  |  |  | 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        |    601000 | PA      | $604292.49    | 0.08%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                                             | IQVIA HOLDINGS INC COMMON STOCK                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               |  | US        |      1703 | NS      | $238981.99    | 0.03%             |  |  |  | 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        |    535000 | PA      | $524887.63    | 0.07%             | 2033-08-11      | Fixed         | 4.98%                 | 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        |    650000 | PA      | $655222.82    | 0.08%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                                             | AMERICAN WATER WORKS CO INC COMMON STOCK                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               |  | US        |      1650 | NS      | $235900.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC.                                                                   | TRIMBLE INC COMMON STOCK                                               | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               |  | US        |      -688 | NS      | $-49033.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                                             | GETTY REALTY CORP REIT                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      1013 | NS      | $29640.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                                                   | CHARTER COMMUNICATIONS INC-A COMMON STOCK                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               |  | US        |     -1454 | NS      | $-576176.58   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                                        | QUIKRETE HOLDINGS INC 144A 6.375000% 03/01/2032                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269281.61    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                | SANTANDER UK GROUP HOLDINGS PLC 5.694000% 04/15/2031                   | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    268000 | PA      | $274094.73    | 0.04%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                                         | ENSIGN GROUP INC/THE COMMON STOCK                                      | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |       457 | NS      | $67297.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC                                     | DUKE ENERGY CAROLINAS NC STORM FUNDING LLC 2.617000% 07/01/2041        | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $239616.63    | 0.03%             | 2041-07-01      | Fixed         | 2.62%                 | No            |                  2 | 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        |    400000 | PA      | $399616.43    | 0.05%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                  | NETFLIX INC COMMON STOCK                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |      1992 | NS      | $2404802.16   | 0.31%             |  |  |  | No            |                  1 | 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        |    983754 | PA      | $1006099.28   | 0.13%             | 2043-01-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP.                                                                   | VISTRA CORP 144A 7.000000% MATURITY: PERPETUAL                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275910.00    | 0.04%             | 2173-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                     | JABIL INC COMMON STOCK                                                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Short            | EC               |  | US        |      -379 | NS      | $-63675.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                                                    | ONEOK INC COMMON STOCK                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               |  | US        |     20079 | NS      | $1623186.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 2.550000% 11/19/2030                        | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41220.25     | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WK KELLOGG CO                                                                  | WK KELLOGG CO COMMON STOCK                                             | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               |  | US        |       473 | NS      | $8003.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 CAS 2022-R02 2M1          | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    132658 | PA      | $132617.22    | 0.02%             | 2042-01-25      | Floating      | 5.52%                 | Yes           |                  2 | 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        |    420000 | PA      | $397229.62    | 0.05%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | 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        |     82747 | PA      | $83567.31     | 0.01%             | 2047-04-25      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                      | BAXTER INTERNATIONAL INC COMMON STOCK                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |      3823 | NS      | $116601.50    | 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        |    518000 | PA      | $523102.82    | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS, INC.                                                          | ARISTA NETWORKS INC COMMON STOCK                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               |  | US        |     -2202 | NS      | $-190781.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                              | AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A              | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1212 | PA      | $1207.62      | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                               | PARAMOUNT GLOBAL-CLASS B COMMON STOCK                                  | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               |  | US        |     -7444 | NS      | $-90072.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NY HARB ULSD FUT  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        18 | NC      | $1516082.40   | 0.19%             |  |  |  | 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        |      1101 | NS      | $38887.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                                                 | EDGEWELL PERSONAL CARE CO COMMON STOCK                                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |       606 | NS      | $16737.72     | 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        |      4123 | NS      | $334086.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                                         | ALIGN TECHNOLOGY INC COMMON STOCK                                      | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               |  | US        |       579 | NS      | $104764.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                   | MARRIOTT INTERNATIONAL INC/MD 5.300000% 05/15/2034                     | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    277000 | PA      | $274852.87    | 0.04%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  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        |   1500000 | PA      | $1514355.47   | 0.19%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LME LEAD FUTURE   JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $439294.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       265 | NC      | $54970937.50  | 7.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY N/B 5.000000% 08/31/2025                                   | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1000000 | PA      | $1001328.13   | 0.13%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | 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      | $223880.67    | 0.03%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC.                                                          | INVITATION HOMES INC REIT                                              | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               |  | US        |      9673 | NS      | $325980.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | MSCI EAFE         JUN25 PHYSICAL INDEX FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -94 | NC      | $-12241150.00 | -1.57%            |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                                                     | PALANTIR TECHNOLOGIES INC-A COMMON STOCK                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               |  | US        |      5228 | NS      | $688945.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                                                    | DAVITA INC COMMON STOCK                                                | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |       377 | NS      | $51370.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | KC HRW WHEAT FUT  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -22 | NC      | $-586575.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                                                    | ZOETIS INC COMMON STOCK                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |      3278 | NS      | $552769.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORPORATION                                                | BLUEPRINT MEDICINES CORP COMMON STOCK                                  | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               |  | US        |       574 | NS      | $58174.90     | 0.01%             |  |  |  | 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        |     84017 | PA      | $87482.27     | 0.01%             | 2025-11-25      | Floating      | 9.69%                 | No            |                  2 | 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        |    251000 | PA      | $256315.00    | 0.03%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | 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        |    104000 | PA      | $100649.29    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | 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        |    952776 | PA      | $960220.32    | 0.12%             | 2041-11-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SUGAR #11 (WORLD) JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        23 | NC      | $439208.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | KC HRW WHEAT FUT  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $293287.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE   JAN26                                                        | LME ZINC FUTURE   JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $594717.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                                        | COPT DEFENSE PROPERTIES REIT                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      1824 | NS      | $50068.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                                                    | INTUIT INC COMMON STOCK                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |       654 | NS      | $492769.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.995%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |    720000 | NC      | $24540.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG 144A 6.373000% 07/15/2026                                 | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    277000 | PA      | $277386.70    | 0.04%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                                                  | AMN HEALTHCARE SERVICES INC COMMON STOCK                               | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |       384 | NS      | $8106.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                               | P G & E CORP COMMON STOCK                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |     17939 | NS      | $302810.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS, INC.                                      | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               |  | US        |      -331 | NS      | $-40252.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD.                                                             | KOSMOS ENERGY LTD COMMON STOCK                                         | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               |  | US        |     14422 | NS      | $23940.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                                             | HENRY SCHEIN INC COMMON STOCK                                          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |      1270 | NS      | $88887.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                                                   | GODADDY INC - CLASS A COMMON STOCK                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |       314 | NS      | $57195.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                                  | CRINETICS PHARMACEUTICALS IN COMMON STOCK                              | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               |  | US        |       769 | NS      | $23462.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Israel                                                                | STATE OF ISRAEL 5.375000% 02/19/2030                                   | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $251875.00    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | 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        |     69000 | PA      | $67063.21     | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, INC.                                                      | KODIAK GAS SERVICES INC COMMON STOCK                                   | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               |  | US        |      1132 | NS      | $39970.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        70 | NC      | $4343500.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC.                                                       | DARLING INGREDIENTS INC COMMON STOCK                                   | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               |  | US        |      3235 | NS      | $100802.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC.                                                                 | SNOWFLAKE INC-CLASS A COMMON STOCK                                     | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               |  | US        |      1085 | NS      | $223151.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG LTD.                                                                  | FLEX LNG LTD COMMON STOCK                                              | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               |  | US        |       871 | NS      | $20816.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS, INC.                                                 | MADRIGAL PHARMACEUTICALS INC COMMON STOCK                              | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               |  | US        |       114 | NS      | $31379.64     | 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        |    593000 | PA      | $592086.28    | 0.08%             | 2028-05-07      | Fixed         | 4.64%                 | 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        |    620000 | PA      | $589078.99    | 0.08%             | 2049-11-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP.                                             | MADISON SQUARE GARDEN SPORTS COMMON STOCK                              | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               |  | US        |        70 | NS      | $13292.30     | 0.00%             |  |  |  | No            |                  1 | 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        |  95041600 | PA      | $113538510.89 | 14.53%            | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                                                 | JOHN B. SANFILIPPO & SON INC COMMON STOCK                              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               |  | US        |       339 | NS      | $21065.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | PALLADIUM FUTURE  SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $1356040.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        28 | NC      | $1627920.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GCI LIBERTY INC - CLASS A ESCROW COMMON STOCK                          | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               |  | US        |      1350 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                                 | EPR PROPERTIES REIT                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |       884 | NS      | $49229.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                                                  | HOLOGIC INC COMMON STOCK                                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |      1744 | NS      | $108424.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                                              | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                              | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |       142 | NS      | $164083.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                                                    | GULFPORT ENERGY CORP COMMON STOCK                                      | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |       384 | NS      | $73536.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES, INC.                                                      | MILLROSE PROPERTIES REIT                                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |      3116 | NS      | $86842.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 01/31/2027                               | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2900000 | PA      | $2900965.79   | 0.37%             | 2027-01-31      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Arcellx Inc                                                                    | ARCELLX INC COMMON STOCK                                               | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               |  | US        |       468 | NS      | $29044.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                    | INTL BUSINESS MACHINES CORP COMMON STOCK                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      2283 | NS      | $591433.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                                                            | ST JOE CO/THE COMMON STOCK                                             | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               |  | US        |       386 | NS      | $17258.06     | 0.00%             |  |  |  | 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        |  17160000 | NC      | $2083396.75   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TKO GROUP HOLDINGS, INC.                                                       | TKO GROUP HOLDINGS INC COMMON STOCK                                    | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               |  | US        |       328 | NS      | $51761.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                                                     | SPIRE INC COMMON STOCK                                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |       462 | NS      | $34779.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                                            | FLOWERS FOODS INC COMMON STOCK                                         | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |      3606 | NS      | $60941.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LOW SU GASOIL G   JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $700800.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORPORATION                                                          | ATLASSIAN CORP-CL A COMMON STOCK                                       | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               |  | US        |       499 | NS      | $103607.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE, INC.                                                     | BROADSTONE NET LEASE INC REIT                                          | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      2229 | NS      | $35463.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                                     | AMGEN INC COMMON STOCK                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      4000 | NS      | $1152720.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                      | VALERO ENERGY CORP COMMON STOCK                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |      9652 | NS      | $1244818.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.                                                 | SUNSTONE HOTEL INVESTORS INC REIT                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |      2968 | NS      | $26593.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NY HARB ULSD FUT  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $1179175.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | KC HRW WHEAT FUT  SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $246150.00    | 0.03%             |  |  |  | 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        |        25 | NC      | $8424000.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                                                            | INSULET CORP COMMON STOCK                                              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               |  | US        |       523 | NS      | $169990.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES, INC.                                                         | UFP TECHNOLOGIES INC COMMON STOCK                                      | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               |  | US        |        94 | NS      | $22014.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                      | AT&T INC COMMON STOCK                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     88458 | NS      | $2459132.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY                                    | JAZZ PHARMACEUTICALS PLC COMMON STOCK                                  | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |       330 | NS      | $35663.10     | 0.00%             |  |  |  | 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        |    388000 | PA      | $389507.81    | 0.05%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US, INC.                                                              | T-MOBILE US INC COMMON STOCK                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |      5819 | NS      | $1409361.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD.                                                     | LIBERTY LATIN AMERIC-CL C COMMON STOCK                                 | CUSIP: G9001E128<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               |  | US        |      3003 | NS      | $15015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                                         | DELL TECHNOLOGIES -C COMMON STOCK                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               |  | US        |      -478 | NS      | $-53187.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                                                     | CYTOKINETICS INC COMMON STOCK                                          | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               |  | US        |      1026 | NS      | $31826.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES, INC.                                                   | CORE NATURAL RESOURCES INC COMMON STOCK                                | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               |  | US        |      1568 | NS      | $108662.40    | 0.01%             |  |  |  | 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        |    800000 | PA      | $799986.86    | 0.10%             | 2028-02-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| LANCASTER COLONY CORPORATION                                                   | LANCASTER COLONY CORP COMMON STOCK                                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |       385 | NS      | $64449.00     | 0.01%             |  |  |  | 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        |    415000 | PA      | $447297.43    | 0.06%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                    | ONEOK INC 6.050000% 09/01/2033                                         | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    271000 | PA      | $278051.94    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                  | BROADCOM INC 5.050000% 07/12/2027                                      | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    223000 | PA      | $225876.11    | 0.03%             | 2027-07-12      | Fixed         | 5.05%                 | 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        |    522785 | PA      | $54851.65     | 0.01%             | 2046-10-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SILVER FUTURE     JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $1816595.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                                                      | MDU RESOURCES GROUP INC COMMON STOCK                                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               |  | US        |      1584 | NS      | $27228.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                                  | ALPHABET INC-CL A COMMON STOCK                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     13163 | NS      | $2260613.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                    | PILGRIM'S PRIDE CORP COMMON STOCK                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |       633 | NS      | $31118.28     | 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        |    173000 | PA      | $174694.44    | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NETAPP, INC.                                                                   | NETAPP INC COMMON STOCK                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               |  | US        |      -545 | NS      | $-54042.20    | -0.01%            |  |  |  | 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        |    292000 | PA      | $301421.00    | 0.04%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ADOBE INC.                                                                     | ADOBE INC COMMON STOCK                                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      1080 | NS      | $448297.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                                                          | TARGA RESOURCES CORP COMMON STOCK                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               |  | US        |      6911 | NS      | $1091454.23   | 0.14%             |  |  |  | No            |                  1 | 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        |    978000 | PA      | $978276.48    | 0.13%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| HFX Funding Issuer                                                             | HFX 2017-1A A3 SERIES  CLASS                                           | CUSIP: 40422GAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7886 | PA      | $7951.62      | 0.00%             | 2035-03-15      | Floating      | 3.62%                 | No            |                  2 | 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        |    376074 | PA      | $377286.89    | 0.05%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| NEXTDECADE CORPORATION                                                         | NEXTDECADE CORP COMMON STOCK                                           | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               |  | US        |      4583 | NS      | $37947.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        82 | NC      | $4984780.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVEX INTERNATIONAL, INC.                                                    | INNOVEX INTERNATIONAL INC COMMON STOCK                                 | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               |  | US        |      1494 | NS      | $20617.20     | 0.00%             |  |  |  | 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        |   2300000 | PA      | $2303047.36   | 0.29%             | 2026-07-31      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $1173487.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                                             | EQUITY RESIDENTIAL REIT                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      5948 | NS      | $417192.72    | 0.05%             |  |  |  | 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        |    400000 | PA      | $398375.00    | 0.05%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                                     | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |      1340 | NS      | $108526.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                                                 | AMDOCS LTD COMMON STOCK                                                | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |       325 | NS      | $29822.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                                             | EPAM SYSTEMS INC COMMON STOCK                                          | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |       189 | NS      | $32978.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                                              | CROWN CASTLE INC REIT                                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      6804 | NS      | $682781.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                                            | GENERAL MILLS INC COMMON STOCK                                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |      9361 | NS      | $507927.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                                             | HEALTHEQUITY INC COMMON STOCK                                          | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |      1154 | NS      | $116103.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                                               | NEWS CORP - CLASS A COMMON STOCK                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               |  | US        |     -6230 | NS      | $-175935.20   | -0.02%            |  |  |  | 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        |     94000 | PA      | $94588.47     | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                                                     | SAREPTA THERAPEUTICS INC COMMON STOCK                                  | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |       614 | NS      | $23086.40     | 0.00%             |  |  |  | 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        |    526000 | PA      | $517639.27    | 0.07%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                        | EXXON MOBIL CORP COMMON STOCK                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |    137082 | NS      | $14023488.60  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                                                         | PROPETRO HOLDING CORP COMMON STOCK                                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               |  | US        |      2710 | NS      | $14634.00     | 0.00%             |  |  |  | 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        |    529892 | PA      | $523704.38    | 0.07%             | 2028-09-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                   | COCA-COLA CONSOLIDATED INC COMMON STOCK                                | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               |  | US        |      1080 | NS      | $123822.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY S.A.                                                        | SPOTIFY TECHNOLOGY SA COMMON STOCK                                     | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               |  | US        |       669 | NS      | $444978.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST                                   | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2024- ARIVO 2024-1A A     | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86937 | PA      | $87410.67     | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                                            | ELF BEAUTY INC COMMON STOCK                                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |      1162 | NS      | $130713.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC.                                                                       | MKS INC COMMON STOCK                                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               |  | US        |      -270 | NS      | $-22191.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                                                 | MONOLITHIC POWER SYSTEMS INC COMMON STOCK                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               |  | US        |      -102 | NS      | $-67513.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC.                                                | REYNOLDS CONSUMER PRODUCTS I COMMON STOCK                              | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               |  | US        |       542 | NS      | $11967.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST, INC.                                             | PIEDMONT OFFICE REALTY TRU-A REIT                                      | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      2606 | NS      | $18554.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                                                    | IRIDIUM COMMUNICATIONS INC COMMON STOCK                                | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |      1840 | NS      | $46736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                                           | MCKESSON CORP COMMON STOCK                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |       924 | NS      | $664827.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                                                        | APOGEE THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               |  | US        |       633 | NS      | $23193.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP.                                                          | SITIO ROYALTIES CORP-A COMMON STOCK                                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               |  | US        |      3914 | NS      | $66811.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                           | CONAGRA BRANDS INC COMMON STOCK                                        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      8211 | NS      | $187949.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX, INC.                                                                  | NUTANIX INC - A COMMON STOCK                                           | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               |  | US        |       491 | NS      | $37654.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                                                       | GUIDEWIRE SOFTWARE INC COMMON STOCK                                    | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               |  | US        |       193 | NS      | $41498.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER BANK, N.A.                                                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-C B      | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34648 | PA      | $34699.54     | 0.00%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SEABOARD CORPORATION                                                           | SEABOARD CORP COMMON STOCK                                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               |  | US        |         7 | NS      | $18740.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                                   | CENTRAL GARDEN AND PET CO-A COMMON STOCK                               | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |       586 | NS      | $18734.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                                    | REGENCY CENTERS CORP REIT                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      2585 | NS      | $186507.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS, INC.                                                  | ALNYLAM PHARMACEUTICALS INC COMMON STOCK                               | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               |  | US        |      1038 | NS      | $316133.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                  | ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK                              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               |  | US        |       748 | NS      | $25454.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GASOLINE RBOB FUT JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $643885.20    | 0.08%             |  |  |  | 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        |    366384 | PA      | $366787.17    | 0.05%             | 2027-08-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                            | STRYKER CORP COMMON STOCK                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |      2657 | NS      | $1016674.48   | 0.13%             |  |  |  | No            |                  1 | 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        |    589000 | PA      | $595691.16    | 0.08%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                               | ACCENTURE PLC-CL A COMMON STOCK                                        | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               |  | US        |      1589 | NS      | $503426.98    | 0.06%             |  |  |  | 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        |    637613 | PA      | $69027.97     | 0.01%             | 2047-08-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Akero Therapeutics Inc                                                         | AKERO THERAPEUTICS INC COMMON STOCK                                    | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               |  | US        |       628 | NS      | $31180.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                                            | ENTERGY CORP COMMON STOCK                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |      3599 | NS      | $299724.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | S&P500 EMINI FUT  JUN25 PHYSICAL INDEX FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -84 | NC      | $-24847200.00 | -3.18%            |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                            | VERTEX PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      2004 | NS      | $885868.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                                 | CHARLES RIVER LABORATORIES COMMON STOCK                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               |  | US        |       423 | NS      | $57371.49     | 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        |    361052 | PA      | $366117.75    | 0.05%             | 2043-03-25      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                           | GLENCORE FUNDING LLC 144A 5.338000% 04/04/2027                         | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $106168.62    | 0.01%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NEWS CORPORATION                                                               | NEWS CORP - CLASS B COMMON STOCK                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               |  | US        |     -2187 | NS      | $-71558.64    | -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        |    315060 | PA      | $315243.20    | 0.04%             | 2029-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        30 | NC      | $1845300.00   | 0.24%             |  |  |  | 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        |    497729 | PA      | $504665.34    | 0.06%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| SELECT WATER SOLUTIONS, INC.                                                   | SELECT WATER SOLUTIONS, INC COMMON STOCK                               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               |  | US        |      3203 | NS      | $25752.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                       | LAM RESEARCH CORP COMMON STOCK                                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               |  | US        |     -2809 | NS      | $-226939.11   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LIVE CATTLE FUTR  OCT25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $580720.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                       | CHORD ENERGY CORP COMMON STOCK                                         | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |      2047 | NS      | $184230.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                                     | QUALYS INC COMMON STOCK                                                | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |       156 | NS      | $21613.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                                                 | PERFORMANCE FOOD GROUP CO COMMON STOCK                                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               |  | US        |      3160 | NS      | $283009.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                                          | QUALCOMM INC COMMON STOCK                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               |  | US        |     -2585 | NS      | $-375342.00   | -0.05%            |  |  |  | No            |                  1 | 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        |     11942 | PA      | $8930.55      | 0.00%             | 2044-08-10      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH, INC.                                                           | TELADOC HEALTH INC COMMON STOCK                                        | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               |  | US        |      1526 | NS      | $10559.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                                                    | ANSYS INC COMMON STOCK                                                 | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               |  | US        |       226 | NS      | $74765.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                                                       | NEW FORTRESS ENERGY INC COMMON STOCK                                   | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               |  | US        |      2545 | NS      | $6337.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 01/31/2026                               | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8300000 | PA      | $8311478.90   | 1.06%             | 2026-01-31      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                                             | TARGET CORP COMMON STOCK                                               | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |      8468 | NS      | $796076.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                                        | KYMERA THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               |  | US        |       665 | NS      | $19710.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                                         | WEC ENERGY GROUP INC COMMON STOCK                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |      2562 | NS      | $275261.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GSF (Grant Street Funding)                                                     | GS MORTGAGE SECURITIES TRUST 2021-1 A1                                 | CUSIP: 36261CAA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    174342 | PA      | $171829.90    | 0.02%             | 2026-08-17      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP, INC.                                                              | MATCH GROUP INC COMMON STOCK                                           | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               |  | US        |      1152 | NS      | $34490.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                                         | GLOBAL NET LEASE INC REIT                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |      3525 | NS      | $27354.00     | 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        |        33 | NC      | $1313730.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER, INC.                                                                  | ZSCALER INC COMMON STOCK                                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               |  | US        |       250 | NS      | $68925.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                        | BPCE SA 144A 6.508000% 01/18/2035                                      | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    704000 | PA      | $721116.84    | 0.09%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                  | FORD MOTOR CREDIT CO LLC 6.125000% 03/08/2034                          | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    338000 | PA      | $321146.52    | 0.04%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                                        | LANTHEUS HOLDINGS INC COMMON STOCK                                     | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |       349 | NS      | $26370.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                                        | COMMVAULT SYSTEMS INC COMMON STOCK                                     | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |        43 | NS      | $7875.45      | 0.00%             |  |  |  | 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        |    520479 | PA      | $50712.05     | 0.01%             | 2044-12-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| enCore Energy Corp                                                             | ENCORE ENERGY CORP COMMON STOCK                                        | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Long             | EC               |  | US        |      8840 | NS      | $17768.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SUGAR #11 (WORLD) JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        23 | NC      | $439208.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                                                   | SABRA HEALTH CARE REIT INC REIT                                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      3721 | NS      | $65043.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP.                                                    | INVENTRUST PROPERTIES CORP REIT                                        | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |      1459 | NS      | $40983.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 0.0275%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |  15050000 | NC      | $1067806.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                                        | LEMAITRE VASCULAR INC COMMON STOCK                                     | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |       263 | NS      | $21618.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                                                          | SL GREEN REALTY CORP REIT                                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |      1003 | NS      | $56940.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC.                                                                  | SAFEHOLD INC REIT                                                      | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |      1365 | NS      | $20570.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                                            | GENERAL MILLS INC 4.875000% 01/30/2030                                 | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    374000 | PA      | $377263.79    | 0.05%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Liberty Global Ltd.                                                            | LIBERTY GLOBAL LTD-A COMMON STOCK                                      | CUSIP: G61188101<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               |  | US        |      1779 | NS      | $17131.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COPPER FUTURE     JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $233875.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LOW SU GASOIL G   JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $1358725.00   | 0.17%             |  |  |  | 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        |      4851 | NS      | $104296.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.                                        | ESSENTIAL PROPERTIES REALTY REIT                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      2294 | NS      | $74555.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                               | SALESFORCE INC COMMON STOCK                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      2391 | NS      | $634499.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CORN FUTURE       SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        37 | NC      | $783012.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                                             | WATERS CORP COMMON STOCK                                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |       399 | NS      | $139346.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                                             | CLOROX COMPANY COMMON STOCK                                            | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |      2231 | NS      | $294224.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                             | CREDIT AGRICOLE SA MTN 6.251000% 01/10/2035                            | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    470000 | PA      | $482390.36    | 0.06%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS INC.                                                    | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                                | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               |  | US        |      1722 | NS      | $20922.30     | 0.00%             |  |  |  | No            |                  1 | 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        |    129121 | PA      | $40781.39     | 0.01%             | 2036-12-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| REVVITY, INC.                                                                  | REVVITY INC COMMON STOCK                                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |       811 | NS      | $73330.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                    | CONTINENTAL RESOURCES INC/OK 4.375000% 01/15/2028                      | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    574000 | PA      | $561526.90    | 0.07%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                        | MICRON TECHNOLOGY INC COMMON STOCK                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               |  | US        |     -2710 | NS      | $-255986.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORPORATION                                               | BROOKFIELD RENEWABLE CORP COMMON STOCK                                 | CUSIP: 11285B108<br>LEI: N/A                  | Long             | EC               |  | US        |      1331 | NS      | $39118.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $826000.00    | 0.11%             |  |  |  | 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        |        38 | NC      | $1086420.00   | 0.14%             |  |  |  | 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        |    180847 | PA      | $167870.26    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                      | MATADOR RESOURCES CO COMMON STOCK                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |      3350 | NS      | $144083.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.165%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   7010000 | NC      | $250271.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VEEVA SYSTEMS INC.                                                             | VEEVA SYSTEMS INC-CLASS A COMMON STOCK                                 | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      1088 | NS      | $304313.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 07/31/2025                                     | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $6157043.92   | 0.79%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | 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        |    280000 | PA      | $279493.20    | 0.04%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                         | STANDARD CHARTERED PLC 144A MATURITY: PERPETUAL                        | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    400000 | PA      | $378520.04    | 0.05%             | 2173-07-30      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                  | MOLSON COORS BEVERAGE CO - B COMMON STOCK                              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |      3170 | NS      | $169880.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                           | LXP INDUSTRIAL TRUST REIT                                              | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      2833 | NS      | $24307.14     | 0.00%             |  |  |  | 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        |    175000 | PA      | $174961.65    | 0.02%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd.                                                            | TEEKAY TANKERS LTD-CLASS A COMMON STOCK                                | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |       521 | NS      | $23022.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                                | UNITED THERAPEUTICS CORP COMMON STOCK                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |       327 | NS      | $104263.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                    | WESTERN DIGITAL CORP COMMON STOCK                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               |  | US        |      -626 | NS      | $-32270.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORPORATION                                                     | EXACT SCIENCES CORP COMMON STOCK                                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               |  | US        |      1120 | NS      | $63033.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                              | JOHNSON & JOHNSON COMMON STOCK                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     17984 | NS      | $2791296.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        38 | NC      | $1309860.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                        | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200962.15    | 0.03%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                                          | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK                               | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               |  | US        |       720 | NS      | $28490.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                          | ATHENE GLOBAL FUNDING 144A 5.620000% 05/08/2026                        | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    263000 | PA      | $265286.68    | 0.03%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                                                   | ANTERO MIDSTREAM CORP COMMON STOCK                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               |  | US        |      9348 | NS      | $175555.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                                                   | SPROUTS FARMERS MARKET INC COMMON STOCK                                | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |      1764 | NS      | $304925.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                                           | ELECTRONIC ARTS INC COMMON STOCK                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |      1220 | NS      | $175411.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                               | CALIFORNIA RESOURCES CORP COMMON STOCK                                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |      3371 | NS      | $148897.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                    | VERIZON COMMUNICATIONS INC COMMON STOCK                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     52109 | NS      | $2290711.64   | 0.29%             |  |  |  | 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        |    240393 | PA      | $244223.71    | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PRICESMART, INC.                                                               | PRICESMART INC COMMON STOCK                                            | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |       546 | NS      | $58957.08     | 0.01%             |  |  |  | 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        |    160398 | PA      | $155557.25    | 0.02%             | 2051-11-20      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                                        | CIVITAS RESOURCES INC COMMON STOCK                                     | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |      2814 | NS      | $77019.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CORN FUTURE       JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        31 | NC      | $688200.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                                             | INCYTE CORP COMMON STOCK                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |      1271 | NS      | $82691.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC.                                                                      | COTY INC-CL A COMMON STOCK                                             | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               |  | US        |      5345 | NS      | $26350.85     | 0.00%             |  |  |  | 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        |    259107 | PA      | $259389.59    | 0.03%             | 2028-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                   | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     22815 | NS      | $1539784.35   | 0.20%             |  |  |  | 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        |     37321 | PA      | $35879.64     | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CONFLUENT, INC.                                                                | CONFLUENT INC-CLASS A COMMON STOCK                                     | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               |  | US        |       828 | NS      | $19068.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                                     | RHYTHM PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               |  | US        |      1072 | NS      | $65745.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COCOA FUTURE      JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        21 | NC      | $2056110.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                                         | MURPHY OIL CORP COMMON STOCK                                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |      4040 | NS      | $84557.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                                                   | MONSTER BEVERAGE CORP COMMON STOCK                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |     12359 | NS      | $790358.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 07/03/2025                                     | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7970942.64   | 1.02%             | 2025-07-03      | None          | 0.00%                 | 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        |    345000 | PA      | $341589.99    | 0.04%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERICEL CORPORATION                                                            | VERICEL CORP COMMON STOCK                                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               |  | US        |       606 | NS      | $25024.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                         | SEMPRA COMMON STOCK                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |      5188 | NS      | $407724.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                                             | ZILLOW GROUP INC - C COMMON STOCK                                      | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |      2329 | NS      | $156299.19    | 0.02%             |  |  |  | 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        |     -6101 | NS      | $-146179.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                                                       | EXTRA SPACE STORAGE INC REIT                                           | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      3053 | NS      | $461460.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                                                | APA CORP COMMON STOCK                                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |     14041 | NS      | $238837.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                     | AGILENT TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |      2326 | NS      | $260325.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LIMITED                                                              | GOLAR LNG LTD COMMON STOCK                                             | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               |  | US        |      2683 | NS      | $110432.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                       | PRIMO BRANDS CORP COMMON STOCK                                         | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               |  | US        |      3614 | NS      | $119514.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INCORPORATED                                                            | INSMED INC COMMON STOCK                                                | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               |  | US        |      1446 | NS      | $100829.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                                               | CHESAPEAKE UTILITIES CORP COMMON STOCK                                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |       224 | NS      | $27370.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                                                 | VAR ENERGI ASA 144A 7.500000% 01/15/2028                               | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |    276000 | PA      | $290086.65    | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 07/24/2025                                     | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $11231005.93  | 1.44%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY                               | WEATHERFORD INTERNATIONAL PL COMMON STOCK                              | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |      1934 | NS      | $84322.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A            | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    210169 | PA      | $210233.00    | 0.03%             | 2042-02-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                  | GARTNER INC COMMON STOCK                                               | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |       182 | NS      | $79428.44     | 0.01%             |  |  |  | No            |                  1 | 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        |    267221 | PA      | $267492.20    | 0.03%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                                   | ADVANCED MICRO DEVICES COMMON STOCK                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               |  | US        |     -3281 | NS      | $-363305.13   | -0.05%            |  |  |  | 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        |    652283 | PA      | $665530.41    | 0.09%             | 2043-05-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | WTI CRUDE FUTURE  NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $814800.00    | 0.10%             |  |  |  | No            |                  1 | 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        |    134482 | PA      | $134907.90    | 0.02%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  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        |    295232 | PA      | $295365.44    | 0.04%             | 2045-05-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| ONE GAS, INC.                                                                  | ONE GAS INC COMMON STOCK                                               | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |       504 | NS      | $37679.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                                          | URBAN EDGE PROPERTIES REIT                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |      2660 | NS      | $48305.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                                                   | RADNET INC COMMON STOCK                                                | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               |  | US        |       508 | NS      | $29204.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH COMPANY                                                          | SOTERA HEALTH CO COMMON STOCK                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               |  | US        |      1761 | NS      | $21554.64     | 0.00%             |  |  |  | No            |                  1 | 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        |    917795 | PA      | $921588.16    | 0.12%             | 2041-10-25      | Floating      | 5.82%                 | No            |                  2 | 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      | $218678.34    | 0.03%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE TRADE DESK, INC.                                                           | TRADE DESK INC/THE -CLASS A COMMON STOCK                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               |  | US        |     -7184 | NS      | $-540380.48   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno de la Republica Dominicana                                            | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.875000% 09/23/2032        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    482000 | PA      | $439053.80    | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE, INC.                                            | SOLARIS ENERGY INFRASTRUCTUR COMMON STOCK                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               |  | US        |       648 | NS      | $17774.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                                                   | INGLES MARKETS INC-CLASS A COMMON STOCK                                | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |       394 | NS      | $24546.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                    | FEDERAL HOME LOAN BANK VARIABLE RATE 07/10/2025                        | CUSIP: 3130AWLH1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    900000 | PA      | $900134.68    | 0.12%             | 2025-07-10      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS FHR 4981 HS                                         | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1563139 | PA      | $168840.24    | 0.02%             | 2050-06-25      | Floating      | 1.66%                 | No            |                  2 | 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        |    272000 | PA      | $269032.08    | 0.03%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                   | VIATRIS INC COMMON STOCK                                               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |      7493 | NS      | $65863.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                                                 | CATALYST PHARMACEUTICALS INC COMMON STOCK                              | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |      1618 | NS      | $40385.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LOW SU GASOIL G   JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-1713175.00  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                                                      | NU SKIN ENTERPRISES INC - A COMMON STOCK                               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |      1445 | NS      | $12470.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                                | BUNGE GLOBAL SA COMMON STOCK                                           | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |      2275 | NS      | $177791.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                           | FX Forward Contract: EUR/USD SETTLE 2025-07-09                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1126.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                            | LME LEAD FUTURE   JUN25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -45 | NC      | $-2186988.75  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                                | REGENERON PHARMACEUTICALS COMMON STOCK                                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |       821 | NS      | $402519.88    | 0.05%             |  |  |  | No            |                  1 | 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        |    578000 | PA      | $582913.01    | 0.07%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                 | VAR ENERGI ASA 144A 8.000000% 11/15/2032                               | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |    357000 | PA      | $394862.49    | 0.05%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                                                     | ESSEX PROPERTY TRUST INC REIT                                          | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       951 | NS      | $269988.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                                            | HERSHEY CO/THE COMMON STOCK                                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      2653 | NS      | $426310.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 06/26/2025                                     | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7977446.64   | 1.02%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                             | BOEING CO/THE 3.250000% 02/01/2028                                     | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    296000 | PA      | $285572.99    | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| URANIUM ENERGY CORP.                                                           | URANIUM ENERGY CORP COMMON STOCK                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               |  | US        |      9689 | NS      | $57455.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                                                    | HOST HOTELS & RESORTS INC REIT                                         | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      9789 | NS      | $151631.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                              | MERCK & CO. INC. COMMON STOCK                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     19085 | NS      | $1466491.40   | 0.19%             |  |  |  | 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        |    411985 | PA      | $412120.26    | 0.05%             | 2033-04-18      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GROUP, INC.                                                          | PARAMOUNT GROUP INC REIT                                               | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               |  | US        |      6372 | NS      | $38550.60     | 0.00%             |  |  |  | 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        |    184000 | PA      | $182777.32    | 0.02%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THE ANDERSONS, INC                                                             | ANDERSONS INC/THE COMMON STOCK                                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               |  | US        |       375 | NS      | $13316.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                   | PAGAYA AI DEBT GRANTOR TRUST 2025-3 PAID 2025-3 A2                     | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156728 | PA      | $156639.62    | 0.02%             | 2032-12-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                        | REPUBLIC SERVICES INC 4.750000% 07/15/2030                             | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    587000 | PA      | $592858.42    | 0.08%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | 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        |   1033735 | PA      | $14.78        | 0.00%             | 2047-09-15      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                 | ING GROEP NV 6.083000% 09/11/2027                                      | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    371000 | PA      | $377644.69    | 0.05%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | 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        |    217484 | PA      | $221425.04    | 0.03%             | 2043-04-25      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | LME NICKEL FUTURE SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $366637.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                                                  | WORKDAY INC-CLASS A COMMON STOCK                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |       523 | NS      | $129552.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                            | SOCIETE GENERALE SA 144A 2.889000% 06/09/2032                          | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $173543.17    | 0.02%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  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        |    226000 | PA      | $225242.90    | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | 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        |     48030 | PA      | $20762.42     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC.                                                                     | TEGNA INC COMMON STOCK                                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Short            | EC               |  | US        |     -3414 | NS      | $-57082.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol S.A.                                                                 | ECOPETROL SA 8.625000% 01/19/2029                                      | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    611000 | PA      | $643075.06    | 0.08%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                                             | RYMAN HOSPITALITY PROPERTIES REIT                                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      1399 | NS      | $135856.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                     | ALLIANT ENERGY CORP COMMON STOCK                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               |  | US        |      2094 | NS      | $130309.62    | 0.02%             |  |  |  | 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        |       114 | NS      | $26202.90     | 0.00%             |  |  |  | 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        |        13 | NC      | $1082510.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                                                  | PEPSICO INC COMMON STOCK                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     23992 | NS      | $3153748.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                                                   | LIVANOVA PLC COMMON STOCK                                              | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |       534 | NS      | $23095.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA, INC.                                                                  | CENCORA INC COMMON STOCK                                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |      1304 | NS      | $379776.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                                                   | NEUROCRINE BIOSCIENCES INC COMMON STOCK                                | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |       729 | NS      | $89681.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                                            | SOCIETE GENERALE SA 144A 2.797000% 01/19/2028                          | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    303000 | PA      | $292455.68    | 0.04%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SOYBEAN OIL FUTR  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        13 | NC      | $365742.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                                                     | SIMON PROPERTY GROUP INC REIT                                          | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               |  | US        |      4887 | NS      | $796923.09    | 0.10%             |  |  |  | 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        |    307000 | PA      | $298442.08    | 0.04%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                            | CHEVRON CORP COMMON STOCK                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     51111 | NS      | $6986873.70   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP.                                                       | CLEAN ENERGY FUELS CORP COMMON STOCK                                   | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               |  | US        |      7126 | NS      | $12755.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL, INC.                                                              | ICU MEDICAL INC COMMON STOCK                                           | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               |  | US        |       216 | NS      | $29129.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME LEAD FUTURE   SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $147289.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                                                  | LIBERTY BROADBAND-C COMMON STOCK                                       | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               |  | US        |     -1489 | NS      | $-139668.20   | -0.02%            |  |  |  | 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        |    589000 | PA      | $589817.66    | 0.08%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS, INC.                                                            | MARA HOLDINGS INC COMMON STOCK                                         | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               |  | US        |      1540 | NS      | $21744.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                                               | OGE ENERGY CORP COMMON STOCK                                           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |      2065 | NS      | $91830.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                                                             | DHT HOLDINGS INC COMMON STOCK                                          | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |      5005 | NS      | $57957.90     | 0.01%             |  |  |  | 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        |    369000 | PA      | $304501.45    | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                                      | CONSOLIDATED EDISON INC COMMON STOCK                                   | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |      2880 | NS      | $300931.20    | 0.04%             |  |  |  | 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        |        18 | NC      | $511875.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL FARMS, INC.                                                              | VITAL FARMS INC COMMON STOCK                                           | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               |  | US        |       691 | NS      | $22001.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                                | LIVE NATION ENTERTAINMENT IN COMMON STOCK                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |       804 | NS      | $110300.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME NICKEL FUTURE JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $652745.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY.                                                | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |      8564 | NS      | $413384.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS, INC.                                                     | CELLDEX THERAPEUTICS INC COMMON STOCK                                  | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               |  | US        |       792 | NS      | $15665.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                                        | TEXAS PACIFIC LAND CORP COMMON STOCK                                   | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               |  | US        |       609 | NS      | $678444.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                        | WALT DISNEY CO/THE COMMON STOCK                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |      8954 | NS      | $1012160.16   | 0.13%             |  |  |  | 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        |    800000 | PA      | $791250.00    | 0.10%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IDEXX LABORATORIES, INC.                                                       | IDEXX LABORATORIES INC COMMON STOCK                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               |  | US        |       574 | NS      | $294668.64    | 0.04%             |  |  |  | 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        |     47000 | PA      | $46570.78     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | 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        |    391000 | PA      | $402956.41    | 0.05%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CENTERSPACE                                                                    | CENTERSPACE REIT                                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |       430 | NS      | $27412.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                         | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SDART 2023-3 B           | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545000 | PA      | $548179.69    | 0.07%             | 2028-07-17      | Fixed         | 5.61%                 | 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        |    735678 | PA      | $736171.90    | 0.09%             | 2037-01-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION                                      | INTEGRA LIFESCIENCES HOLDING COMMON STOCK                              | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               |  | US        |       764 | NS      | $9672.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                                              | CONSTELLATION ENERGY COMMON STOCK                                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |      2555 | NS      | $782213.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc                                                                     | GITLAB INC-CL A COMMON STOCK                                           | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               |  | US        |       110 | NS      | $5006.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT, INC.                                                 | AMERICAN HEALTHCARE REIT INC REIT                                      | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      2732 | NS      | $95456.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                   | APPLE HOSPITALITY REIT INC REIT                                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      2807 | NS      | $32533.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AURORA INNOVATION, INC.                                                        | AURORA INNOVATION INC COMMON STOCK                                     | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               |  | US        |      1779 | NS      | $10780.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                          | AMERICAN ELECTRIC POWER COMMON STOCK                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               |  | US        |      4506 | NS      | $466325.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                               | AIB GROUP PLC 144A 6.608000% 09/13/2029                                | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |    308000 | PA      | $323972.24    | 0.04%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                                                           | VORNADO REALTY TRUST REIT                                              | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      2540 | NS      | $95681.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA BIOLOGICS, INC.                                                           | ADMA BIOLOGICS INC COMMON STOCK                                        | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               |  | US        |      2255 | NS      | $44739.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                                                    | INTERNATIONAL SEAWAYS INC COMMON STOCK                                 | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |      1220 | NS      | $45201.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                                               | GEN DIGITAL INC COMMON STOCK                                           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |      1464 | NS      | $41694.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES, INC.                                                     | IRHYTHM TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               |  | US        |       208 | NS      | $29224.00     | 0.00%             |  |  |  | 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        |      -461 | NS      | $-28102.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                                               | CBRE GROUP INC - A COMMON STOCK                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |      4760 | NS      | $595095.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                                                    | RESMED INC COMMON STOCK                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |      1111 | NS      | $271961.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                                                      | KELLANOVA COMMON STOCK                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |      4388 | NS      | $362580.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                 | MORGAN STANLEY 0.406000% 10/29/2027                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |    438000 | PA      | $483081.39    | 0.06%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  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        |    236000 | PA      | $228575.44    | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                     | DOLLAR GENERAL CORP COMMON STOCK                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |      3849 | NS      | $374315.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                         | CVS HEALTH CORP COMMON STOCK                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      9407 | NS      | $602424.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                                      | REALTY INCOME CORP REIT                                                | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     12925 | NS      | $731813.50    | 0.09%             |  |  |  | No            |                  1 | 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        |    181627 | PA      | $89167.31     | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                  | UNICREDIT SPA 144A 1.982000% 06/03/2027                                | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |    229000 | PA      | $222377.59    | 0.03%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | 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        |     16822 | PA      | $13554.49     | 0.00%             | 2035-03-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                                                | PPL CORP COMMON STOCK                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |      5825 | NS      | $202418.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS, INC.                                                            | BILL HOLDINGS INC COMMON STOCK                                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               |  | US        |       323 | NS      | $14108.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                       | BROWN-FORMAN CORP-CLASS B COMMON STOCK                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |      3236 | NS      | $107888.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                                         | CMS ENERGY CORP COMMON STOCK                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |      2505 | NS      | $175926.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                                        | AVIDITY BIOSCIENCES INC COMMON STOCK                                   | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               |  | US        |       998 | NS      | $30918.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                           | FX Forward Contract: EUR/USD SETTLE 2025-07-09                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-21.92       | -0.00%            |  |  |  | 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        |     32000 | PA      | $32660.73     | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -79 | NC      | $-8891203.13  | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                                                       | WORLD KINECT CORP COMMON STOCK                                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |      1633 | NS      | $44727.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRANA HEALTH, INC.                                                           | ASTRANA HEALTH INC COMMON STOCK                                        | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               |  | US        |       107 | NS      | $2652.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                                              | SCHLUMBERGER LTD COMMON STOCK                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |     43996 | NS      | $1454067.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN, INC.                                                                 | DOCUSIGN INC COMMON STOCK                                              | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               |  | US        |       369 | NS      | $32697.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                                               | UNITI GROUP INC REIT                                                   | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |      4971 | NS      | $21375.30     | 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        |     70246 | PA      | $47350.59     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS, INC.                                                         | CELSIUS HOLDINGS INC COMMON STOCK                                      | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               |  | US        |      2986 | NS      | $113109.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS, INC.                                                          | TG THERAPEUTICS INC COMMON STOCK                                       | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               |  | US        |       925 | NS      | $32476.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                              | HSBC HOLDINGS PLC 7.399000% 11/13/2034                                 | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    762000 | PA      | $839349.64    | 0.11%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                | HERTZ VEHICLE FINANCING III LLC HERTZ 2022-1A C                        | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $99818.32     | 0.01%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                       | DEVON ENERGY CORP 5.200000% 09/15/2034                                 | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    559000 | PA      | $529313.98    | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MONGODB, INC.                                                                  | MONGODB INC COMMON STOCK                                               | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               |  | US        |       171 | NS      | $32289.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC.                                                                  | RAYONIER INC REIT                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      2078 | NS      | $49248.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                           | WEYERHAEUSER CO REIT                                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     12027 | NS      | $311619.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                                                    | ABBVIE INC COMMON STOCK                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     13412 | NS      | $2496107.32   | 0.32%             |  |  |  | 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        |    380470 | PA      | $381417.59    | 0.05%             | 2033-09-26      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                                     | NORTHERN OIL AND GAS INC COMMON STOCK                                  | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |      2512 | NS      | $66768.96     | 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        |        13 | NC      | $1206704.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                                              | SM ENERGY CO COMMON STOCK                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |      5553 | NS      | $130051.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP.                                                           | CENTRUS ENERGY CORP-CLASS A COMMON STOCK                               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               |  | US        |       597 | NS      | $75771.24     | 0.01%             |  |  |  | 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        |    327000 | PA      | $349711.47    | 0.04%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                                                     | CROWDSTRIKE HOLDINGS INC - A COMMON STOCK                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               |  | US        |       552 | NS      | $260196.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                                        | HAEMONETICS CORP/MASS COMMON STOCK                                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |       263 | NS      | $17807.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | XAB MATERIALS     JUN25 PHYSICAL INDEX FUTURE.                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -129 | NC      | $-11811240.00 | -1.51%            |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                | JONES LANG LASALLE INC COMMON STOCK                                    | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |       709 | NS      | $157894.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COFFEE 'C' FUTURE JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $385256.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC.                                                          | LABCORP HOLDINGS INC COMMON STOCK                                      | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               |  | US        |       652 | NS      | $162328.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                                                 | ILLUMINA INC COMMON STOCK                                              | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               |  | US        |      1220 | NS      | $100332.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME NICKEL FUTURE JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $90835.86     | 0.01%             |  |  |  | No            |                  1 | 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        |    581906 | PA      | $587853.87    | 0.08%             | 2043-05-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                                                 | MEDICAL PROPERTIES TRUST INC REIT                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      8355 | NS      | $38182.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                             | TRICOLOR AUTO SECURITIZATION TRUST 2025-1 TAST 2025-1A A               | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    714650 | PA      | $714036.76    | 0.09%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                            | WYNN MACAU LTD 144A 5.625000% 08/26/2028                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |    341000 | PA      | $328723.18    | 0.04%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virgolino de Oliveira Finance S.A.                                             | VIRGOLINO DE OLIVEIRA FI 10.5% 01/28/2018                              | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    496528 | PA      | $496.53       | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | 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        |     39000 | PA      | $38505.30     | 0.00%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PBF ENERGY INC.                                                                | PBF ENERGY INC-CLASS A COMMON STOCK                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |      2798 | NS      | $53301.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS, INC.                                                     | TURNING POINT BRANDS INC COMMON STOCK                                  | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               |  | US        |       398 | NS      | $29579.36     | 0.00%             |  |  |  | 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        |     75900 | PA      | $76047.18     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | SILVER FUTURE     JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $495435.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                 | MARATHON PETROLEUM CORP COMMON STOCK                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |      9840 | NS      | $1581681.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, INC.                                                                      | BXP INC REIT                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      3242 | NS      | $218283.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                         | KYNDRYL HOLDINGS INC COMMON STOCK                                      | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               |  | US        |       441 | NS      | $17216.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                                                    | HALOZYME THERAPEUTICS INC COMMON STOCK                                 | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |      1002 | NS      | $56182.14     | 0.01%             |  |  |  | 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        |      4479 | NS      | $299824.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP.                                                                | NETSTREIT CORP REIT                                                    | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |      4416 | NS      | $71097.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                                             | EXELON CORP COMMON STOCK                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |      7921 | NS      | $347098.22    | 0.04%             |  |  |  | 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        |    296000 | PA      | $288242.24    | 0.04%             | 2174-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 06/12/2025                                     | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10987011.86  | 1.41%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                               | PHILIP MORRIS INTERNATIONAL COMMON STOCK                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     27265 | NS      | $4923786.35   | 0.63%             |  |  |  | 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        |   3500000 | PA      | $3502011.87   | 0.45%             | 2027-04-30      | Floating      | 4.49%                 | No            |                  2 | 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        |    545448 | PA      | $541844.21    | 0.07%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                 | CONOCOPHILLIPS COMMON STOCK                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |     40415 | NS      | $3449420.25   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 10/31/2025                               | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9200000 | PA      | $9204355.83   | 1.18%             | 2025-10-31      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | WHEAT FUTURE(CBT) DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        28 | NC      | $799400.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                 | QUEST DIAGNOSTICS INC COMMON STOCK                                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |       862 | NS      | $149419.08    | 0.02%             |  |  |  | No            |                  1 | 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        |    292829 | PA      | $295068.00    | 0.04%             | 2032-09-27      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| SABLE OFFSHORE CORP.                                                           | SABLE OFFSHORE CORP COMMON STOCK                                       | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               |  | US        |      1159 | NS      | $33356.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                                                   | DEXCOM INC COMMON STOCK                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |      2768 | NS      | $237494.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                                               | NEXPOINT RESIDENTIAL REIT                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |       680 | NS      | $23120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE.                                                                | PUBLIC STORAGE REIT                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      2337 | NS      | $720754.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP.                                                         | US FOODS HOLDING CORP COMMON STOCK                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               |  | US        |      3869 | NS      | $306115.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                                      | ESSENTIAL UTILITIES INC COMMON STOCK                                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               |  | US        |      2695 | NS      | $103838.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                                      | SCHOLAR ROCK HOLDING CORP COMMON STOCK                                 | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               |  | US        |       705 | NS      | $20452.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                          | LAS VEGAS SANDS CORP 6.000000% 06/14/2030                              | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209243.01    | 0.03%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, INC                                                 | REXFORD INDUSTRIAL REALTY IN REIT                                      | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |      3405 | NS      | $119992.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                    | FED HOME LN DISCOUNT NT ZERO COUPON 07/18/2025                         | CUSIP: 313385JG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    700000 | PA      | $696007.86    | 0.09%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                                                  | KENNEDY-WILSON HOLDINGS INC COMMON STOCK                               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               |  | US        |      5392 | NS      | $34347.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERTARA, INC.                                                                  | CERTARA INC COMMON STOCK                                               | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               |  | US        |      1670 | NS      | $18971.20     | 0.00%             |  |  |  | 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        |     67000 | PA      | $65603.60     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                          | REPUBLIC OF COLOMBIA 3.125000% 04/15/2031                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    213000 | PA      | $174127.50    | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DROPBOX, INC.                                                                  | DROPBOX INC-CLASS A COMMON STOCK                                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               |  | US        |       129 | NS      | $3722.94      | 0.00%             |  |  |  | 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        |    610321 | PA      | $595825.88    | 0.08%             | 2034-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                                        | WILEY (JOHN) & SONS-CLASS A COMMON STOCK                               | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Short            | EC               |  | US        |      -666 | NS      | $-26053.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                                                | ASTERA LABS INC COMMON STOCK                                           | CUSIP: 04626A103<br>LEI: N/A                  | Short            | EC               |  | US        |      -234 | NS      | $-21228.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                              | INTEL CORP COMMON STOCK                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               |  | US        |     -9492 | NS      | $-185568.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                                                        | MARVELL TECHNOLOGY INC COMMON STOCK                                    | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               |  | US        |     -2260 | NS      | $-136029.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LEAN HOGS FUTURE  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        68 | NC      | $2853960.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                                     | LAMB WESTON HOLDINGS INC COMMON STOCK                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |      2400 | NS      | $133872.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                                          | ELI LILLY & CO COMMON STOCK                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |      5951 | NS      | $4389874.17   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                                 | COHERENT CORP COMMON STOCK                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               |  | US        |      -392 | NS      | $-29646.96    | -0.00%            |  |  |  | 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        |    212000 | PA      | $208286.50    | 0.03%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS, INC.                                                    | IONIS PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               |  | US        |      1251 | NS      | $41921.01     | 0.01%             |  |  |  | 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        |         4 | NC      | $293714.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                                                    | AMERICAN ASSETS TRUST INC REIT                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      1452 | NS      | $28952.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                                              | LATTICE SEMICONDUCTOR CORP COMMON STOCK                                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               |  | US        |       -31 | NS      | $-1393.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 2.4095%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1300000 | NC      | $167011.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY, INC.                                                               | CVR ENERGY INC COMMON STOCK                                            | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               |  | US        |       501 | NS      | $11718.39     | 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      |
| 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        |    319507 | PA      | $326794.45    | 0.04%             | 2042-06-25      | Floating      | 7.27%                 | Yes           |                  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        |    118000 | PA      | $118561.49    | 0.02%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | 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        |    785156 | PA      | $790172.86    | 0.10%             | 2045-03-25      | Floating      | 5.92%                 | Yes           |                  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        |    283361 | PA      | $279606.81    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                              | LIMA METRO LINE 2 FINANCE LTD 4.350000% 04/05/2036                     | CUSIP: G54897AB2<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | PE        |    291894 | PA      | $270948.46    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                              | PINNACLE WEST CAPITAL COMMON STOCK                                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |       805 | NS      | $73440.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                                               | NRG ENERGY INC COMMON STOCK                                            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |      1607 | NS      | $250531.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH, INC.                                                          | GUARDANT HEALTH INC COMMON STOCK                                       | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               |  | US        |      1235 | NS      | $50165.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                            | POST HOLDINGS INC COMMON STOCK                                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |      1006 | NS      | $111253.54    | 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      |
| United States of America                                                       | US TREASURY N/B 4.750000% 07/31/2025                                   | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1200000 | PA      | $1200750.00   | 0.15%             | 2025-07-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LME ZINC FUTURE   NOV25                                                        | LME ZINC FUTURE   NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $329555.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                                               | ELME COMMUNITIES REIT                                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |       833 | NS      | $13377.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                                                  | STERIS PLC COMMON STOCK                                                | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |       797 | NS      | $195432.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1 POSH 2025-1 A       | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328924 | PA      | $330018.66    | 0.04%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | LIVE CATTLE FUTR  FEB26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $582610.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                                         | JUNIPER NETWORKS INC COMMON STOCK                                      | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Short            | EC               |  | US        |      -475 | NS      | $-17066.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                      | CHURCH & DWIGHT CO INC COMMON STOCK                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |      4177 | NS      | $410640.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                                                     | MANHATTAN ASSOCIATES INC COMMON STOCK                                  | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |       171 | NS      | $32281.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.                                            | FIRST INDUSTRIAL REALTY TR REIT                                        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      1909 | NS      | $94361.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                                        | DENALI THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               |  | US        |      1280 | NS      | $16947.20     | 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        |   5300000 | PA      | $5303928.52   | 0.68%             | 2026-04-30      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                                                        | NATIONAL BEVERAGE CORP COMMON STOCK                                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               |  | US        |       330 | NS      | $14925.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                                                         | PTC THERAPEUTICS INC COMMON STOCK                                      | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               |  | US        |       720 | NS      | $34934.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                        | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     14951 | NS      | $721834.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                   | BARCLAYS PLC 5.674000% 03/12/2028                                      | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    253000 | PA      | $256817.02    | 0.03%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.2925%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   2440000 | NC      | $225044.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                             | ALTRIA GROUP INC COMMON STOCK                                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     29497 | NS      | $1787813.17   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 06/24/2025                                     | CUSIP: 912797PT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1396376.72   | 0.18%             | 2025-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                       | ENERGIZER HOLDINGS INC COMMON STOCK                                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |      1064 | NS      | $24780.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                 | TEXAS INSTRUMENTS INC COMMON STOCK                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               |  | US        |     -2011 | NS      | $-367711.35   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                                                   | ENCOMPASS HEALTH CORP COMMON STOCK                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |       724 | NS      | $87531.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | BRENT CRUDE FUTR  NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $921000.00    | 0.12%             |  |  |  | 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        |    300000 | PA      | $313434.16    | 0.04%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC VARIABLE RATE 05/23/2028                                   | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1400000 | PA      | $1400000.00   | 0.18%             | 2028-05-23      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| KINGS PARK CLO                                                                 | KINGS PARK CLO LTD KINGP 2021-1A A                                     | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    705584 | PA      | $707221.66    | 0.09%             | 2035-01-21      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                               | DEUTSCHE BANK AG/NEW YORK NY 5.373000% 01/10/2029                      | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    241000 | PA      | $243726.39    | 0.03%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SILVER FUTURE     SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $833350.00    | 0.11%             |  |  |  | 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        |    184553 | PA      | $190354.24    | 0.02%             | 2042-03-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FANNIE MAE 0.500000% 06/17/2025                                        | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1500000 | PA      | $1497534.62   | 0.19%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SUGAR #11 (WORLD) OCT25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        19 | NC      | $366654.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST, INC.                                                                | PINTEREST INC- CLASS A COMMON STOCK                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               |  | US        |      1345 | NS      | $41842.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                                               | DYNAVAX TECHNOLOGIES CORP COMMON STOCK                                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               |  | US        |      1968 | NS      | $19266.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN MEAL FUTR JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -41 | NC      | $-1214830.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                                                   | NUVALENT INC-A COMMON STOCK                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               |  | US        |       378 | NS      | $28202.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                                                            | GLAUKOS CORP COMMON STOCK                                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               |  | US        |       414 | NS      | $39036.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | WHEAT FUTURE(CBT) JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-186900.00   | -0.02%            |  |  |  | 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        |        32 | NC      | $987840.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COFFEE 'C' FUTURE SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $509700.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                         | THE CAMPBELL'S COMPANY COMMON STOCK                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |      3281 | NS      | $111685.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                                                    | BRIXMOR PROPERTY GROUP INC REIT                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      4337 | NS      | $110203.17    | 0.01%             |  |  |  | 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        |    700470 | PA      | $650075.81    | 0.08%             | 2051-07-30      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                     | CHL MORTGAGE PASS-THROUGH TRUST 2006-10 CWHL 2006-10 1A8               | CUSIP: 1266942E7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86551 | PA      | $34689.17     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA, INC.                                                         | BRIDGEBIO PHARMA INC COMMON STOCK                                      | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               |  | US        |      1239 | NS      | $42435.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                   | FX Forward Contract: USD/EUR SETTLE 2025-06-02                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                            | SOYBEAN OIL FUTR  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        38 | NC      | $1088700.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                                       | HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 6.500000% 03/10/2028       | CUSIP: 41284VAC6<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12260.08     | 0.00%             | 2028-03-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | CORN FUTURE       JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       214 | NC      | $4750800.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                                                  | LIBERTY BROADBAND-A COMMON STOCK                                       | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Short            | EC               |  | US        |      -457 | NS      | $-42455.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                                                    | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK                               | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               |  | US        |      2165 | NS      | $3788.75      | 0.00%             |  |  |  | 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        |    239000 | PA      | $211849.65    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CORE LABORATORIES INC.                                                         | CORE LABORATORIES INC COMMON STOCK                                     | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               |  | US        |      1242 | NS      | $13351.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLE PUBLIC LIMITED COMPANY                                                    | DOLE PLC COMMON STOCK                                                  | CUSIP: G27907107<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               |  | US        |      1997 | NS      | $28277.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                                   | EVERGY INC COMMON STOCK                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |      1679 | NS      | $111502.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE   JUN25                                                        | LME ZINC FUTURE   JUN25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $912051.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                                                 | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK                              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |       552 | NS      | $31889.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT, INC.                                                           | DOUGLAS EMMETT INC REIT                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |      2945 | NS      | $41907.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC.                                                                    | TWILIO INC - A COMMON STOCK                                            | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               |  | US        |       281 | NS      | $33073.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.                                         | INNOVATIVE INDUSTRIAL PROPER REIT                                      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       383 | NS      | $21149.26     | 0.00%             |  |  |  | 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        |    329797 | PA      | $329905.59    | 0.04%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                                                  | UNIVERSAL DISPLAY CORP COMMON STOCK                                    | CUSIP: 91347P105<br>LEI: N/A                  | Short            | EC               |  | US        |      -166 | NS      | $-23796.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                                                       | TYLER TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |        98 | NS      | $56545.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                  | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2021-R02 2M2              | CUSIP: 20754KAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    429290 | PA      | $431700.89    | 0.06%             | 2041-11-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER INC.                                                                 | WELLTOWER INC REIT                                                     | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      9225 | NS      | $1423233.00   | 0.18%             |  |  |  | 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        |    151699 | PA      | $137530.47    | 0.02%             | 2055-07-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | LME LEAD FUTURE   NOV25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $148227.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                                         | NABORS INDUSTRIES LTD COMMON STOCK                                     | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               |  | US        |       440 | NS      | $11356.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALSTAR, INC.                                                               | GLOBALSTAR INC COMMON STOCK                                            | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               |  | US        |       342 | NS      | $6317.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                     | ALBERTSONS COS INC - CLASS A COMMON STOCK                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |      6946 | NS      | $154409.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                                             | CORVEL CORP COMMON STOCK                                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               |  | US        |       300 | NS      | $33381.00     | 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        |    470000 | PA      | $491225.96    | 0.06%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                                       | COMSTOCK RESOURCES INC COMMON STOCK                                    | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |      3259 | NS      | $75934.70     | 0.01%             |  |  |  | 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        |       691 | NS      | $302492.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                                                    | HUMANA INC COMMON STOCK                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |       906 | NS      | $211215.78    | 0.03%             |  |  |  | No            |                  1 | 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        |    279145 | PA      | $278988.34    | 0.04%             | 2032-07-15      | Floating      | 4.96%                 | Yes           |                  2 | 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        |    195000 | PA      | $193253.05    | 0.02%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                          | MICROSOFT CORP COMMON STOCK                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     18321 | NS      | $8434255.56   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                          | CARDINAL HEALTH INC COMMON STOCK                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |      1745 | NS      | $269497.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                                                   | WALMART INC COMMON STOCK                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     75871 | NS      | $7489985.12   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY                                   | BANK OF IRELAND GROUP PLC 144A 6.253000% 09/16/2026                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | NUSS              | IE        |    368000 | PA      | $369360.13    | 0.05%             | 2026-09-16      | Fixed         | 6.25%                 | 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        |    700000 | PA      | $706398.43    | 0.09%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                           | META PLATFORMS INC COMMON STOCK                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      4933 | NS      | $3194068.17   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC 0.375000% 07/21/2025                                       | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    700000 | PA      | $696328.25    | 0.09%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                  | ALPHABET INC-CL C COMMON STOCK                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     10863 | NS      | $1877669.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision Federal de Electricidad                                               | COMISION FEDERAL DE ELECTRICIDAD 4.688000% 05/15/2029                  | CUSIP: P30179BQ0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    207000 | PA      | $200291.52    | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                                                     | HIGHWOODS PROPERTIES INC REIT                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      1126 | NS      | $33442.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                                               | XCEL ENERGY INC COMMON STOCK                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |      4627 | NS      | $324352.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                                                   | Vistra Corp. COMMON STOCK                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |      2700 | NS      | $433539.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                   | BARCLAYS PLC 5.335000% 09/10/2035                                      | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    296000 | PA      | $287845.93    | 0.04%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                                   | ENVISTA HOLDINGS CORP COMMON STOCK                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |      1835 | NS      | $33525.45     | 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        |        19 | NC      | $643625.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                          | CAMDEN PROPERTY TRUST REIT                                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      1630 | NS      | $191508.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                                                | FOX CORP - CLASS A COMMON STOCK                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               |  | US        |     -3798 | NS      | $-208662.12   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN MEAL FUTR JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        32 | NC      | $995840.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HARDEES FUNDING LLC                                                            | HARDEE'S FUNDING LLC HNGRY 2018-1A A23                                 | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    361589 | PA      | $355702.51    | 0.05%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES, INC.                                                          | SUN COMMUNITIES INC REIT                                               | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      1889 | NS      | $233178.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                                                  | ORGANON & CO COMMON STOCK                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |      2315 | NS      | $21344.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.                                           | FRONTIER COMMUNICATIONS PARE COMMON STOCK                              | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               |  | US        |      3441 | NS      | $124667.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                                               | EDWARDS LIFESCIENCES CORP COMMON STOCK                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               |  | US        |      4271 | NS      | $334077.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                                 | KROGER CO COMMON STOCK                                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     11316 | NS      | $772090.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC.                                                                       | PTC INC COMMON STOCK                                                   | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |       318 | NS      | $53525.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                            | CISCO SYSTEMS INC COMMON STOCK                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               |  | US        |     -9602 | NS      | $-605310.08   | -0.08%            |  |  |  | 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        |    198414 | PA      | $181073.37    | 0.02%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | GOLD 100 OZ FUTR  FEB26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $2716640.00   | 0.35%             |  |  |  | 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        |     81737 | PA      | $81758.05     | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  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        |      2272 | NS      | $257213.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                                                     | EASTGROUP PROPERTIES INC REIT                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |       770 | NS      | $130553.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION.                                                      | KIMCO REALTY CORP REIT                                                 | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     13109 | NS      | $278697.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                                                           | GLOBUS MEDICAL INC - A COMMON STOCK                                    | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |       913 | NS      | $54031.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                                                    | QORVO INC COMMON STOCK                                                 | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Short            | EC               |  | US        |      -220 | NS      | $-16724.40    | -0.00%            |  |  |  | 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        |    792000 | PA      | $792188.81    | 0.10%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                    | PROSUS NV 3.680000% 01/21/2030                                         | CUSIP: N7163RAA1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    207000 | PA      | $191533.48    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                          | ALEXANDRIA REAL ESTATE EQUIT REIT                                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      2620 | NS      | $183897.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                                                     | COOPER COS INC/THE COMMON STOCK                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |      1371 | NS      | $93611.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS FHR 4954 SL                                         | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    795828 | PA      | $87720.28     | 0.01%             | 2050-02-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP, INC.                                                             | ZILLOW GROUP INC - A COMMON STOCK                                      | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |       586 | NS      | $38775.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                                             | NVIDIA CORP COMMON STOCK                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               |  | US        |    -51888 | NS      | $-7011625.44  | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                                                 | VERISIGN INC COMMON STOCK                                              | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               |  | US        |       212 | NS      | $57763.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                      | COLGATE-PALMOLIVE CO COMMON STOCK                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     14342 | NS      | $1332945.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC.                                                                    | KENVUE INC COMMON STOCK                                                | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               |  | US        |     34181 | NS      | $815900.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC.                                                            | Liberty Energy Inc COMMON STOCK                                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |      4166 | NS      | $48283.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                                               | MGE ENERGY INC COMMON STOCK                                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               |  | US        |       203 | NS      | $18334.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                                            | SELECT MEDICAL HOLDINGS CORP COMMON STOCK                              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               |  | US        |      1118 | NS      | $17094.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                                                  | MODERNA INC COMMON STOCK                                               | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               |  | US        |      2118 | NS      | $56254.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGATTA FUNDING LTD                                                            | REGATTA XIX FUNDING LTD REG19 2022-1A A1                               | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    691413 | PA      | $693352.41    | 0.09%             | 2035-04-20      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                                           | ANALOG DEVICES INC COMMON STOCK                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               |  | US        |     -1069 | NS      | $-228744.62   | -0.03%            |  |  |  | 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        |   1500000 | PA      | $1505683.59   | 0.19%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY CORPORATION                                                      | KILROY REALTY CORP REIT                                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      1506 | NS      | $48493.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | ABIOMED INC - CVR CONTINGENT VALUE RIGHT                               | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               |  | US        |       366 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                       | MASTERCARD INC 4.550000% 01/15/2035                                    | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    403000 | PA      | $390897.06    | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP.                                                             | SITE CENTERS CORP REIT                                                 | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |       872 | NS      | $10394.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                      | NATIONAL FUEL GAS CO COMMON STOCK                                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |       652 | NS      | $53816.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                         | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    563000 | PA      | $565792.02    | 0.07%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                              | MICROCHIP TECHNOLOGY INC COMMON STOCK                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               |  | US        |      -972 | NS      | $-56414.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NATERA, INC.                                                                   | NATERA INC COMMON STOCK                                                | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               |  | US        |       842 | NS      | $132808.66    | 0.02%             |  |  |  | No            |                  1 | 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        |     97000 | PA      | $98506.66     | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                | GE HEALTHCARE TECHNOLOGY COMMON STOCK                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               |  | US        |      3194 | NS      | $225304.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS INC.                                                          | KINETIK HOLDINGS INC COMMON STOCK                                      | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               |  | US        |       995 | NS      | $44317.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                                                 | FORTINET INC COMMON STOCK                                              | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |      1596 | NS      | $162440.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                                                         | BIO-TECHNE CORP COMMON STOCK                                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |      1241 | NS      | $60064.40     | 0.01%             |  |  |  | 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        |    589000 | PA      | $594192.60    | 0.08%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SILVER FUTURE     DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $1518075.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RAD CLO LTD.                                                                   | RAD CLO 14 LTD RAD 2021-14A A                                          | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500855.50    | 0.06%             | 2035-01-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS, INC.                                                                 | PROLOGIS INC REIT                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     14336 | NS      | $1556889.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COFFEE 'C' FUTURE DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $881081.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                                                   | ALLETE INC COMMON STOCK                                                | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               |  | US        |       454 | NS      | $29528.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                              | ELANCO ANIMAL HEALTH INC COMMON STOCK                                  | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               |  | US        |      4345 | NS      | $58396.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                                                  | ARCHROCK INC COMMON STOCK                                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               |  | US        |      5108 | NS      | $127189.20    | 0.02%             |  |  |  | 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        |     71236 | PA      | $31077.45     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                                                  | APELLIS PHARMACEUTICALS INC COMMON STOCK                               | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               |  | US        |       992 | NS      | $16794.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC 4.200000% 08/28/2025                                       | CUSIP: 3134GXS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    700000 | PA      | $699371.79    | 0.09%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                                                    | PROGYNY INC COMMON STOCK                                               | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               |  | US        |      1026 | NS      | $22059.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                  | FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1B            | CUSIP: 35564KX87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1326575 | PA      | $1399410.34   | 0.18%             | 2043-05-25      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                     | PATTERSON-UTI ENERGY INC COMMON STOCK                                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |     23278 | NS      | $128494.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                       | ATMOS ENERGY CORP COMMON STOCK                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               |  | US        |      1309 | NS      | $202476.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                          | CHENIERE ENERGY INC COMMON STOCK                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               |  | US        |      6992 | NS      | $1657034.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                                                   | OVINTIV INC COMMON STOCK                                               | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               |  | US        |      8673 | NS      | $310666.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS FHR 4693 SL                                         | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    764145 | PA      | $92004.20     | 0.01%             | 2047-06-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                          | ELEVANCE HEALTH INC COMMON STOCK                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |      1701 | NS      | $652911.84    | 0.08%             |  |  |  | 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        |   1230000 | NC      | $41031.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.9795%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1240000 | NC      | $825.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO., LTD.                                                         | NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027                          | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | NUSS              | JP        |   1034000 | PA      | $997777.74    | 0.13%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                      | CNX RESOURCES CORP COMMON STOCK                                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |      4448 | NS      | $143581.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                                                  | WD-40 CO COMMON STOCK                                                  | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |       260 | NS      | $63343.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                                             | WEST PHARMACEUTICAL SERVICES COMMON STOCK                              | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |       733 | NS      | $154553.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                                               | 10X GENOMICS INC-CLASS A COMMON STOCK                                  | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               |  | US        |      1298 | NS      | $12369.94     | 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        |    406000 | PA      | $398048.93    | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                                                   | ELASTIC NV COMMON STOCK                                                | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               |  | US        |       325 | NS      | $26282.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                  | BECTON DICKINSON AND CO COMMON STOCK                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |      2171 | NS      | $374692.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARDEES FUNDING LLC                                                            | HARDEE'S FUNDING LLC HNGRY 2020-1A A2                                  | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    254764 | PA      | $242723.77    | 0.03%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Aris Water Solutions Inc                                                       | ARIS WATER SOLUTIONS INC-A COMMON STOCK                                | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               |  | US        |      1444 | NS      | $31825.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES INC                                                     | CORE NATURAL RESOURCES INC COMMON STOCK                                | CUSIP: 218937100<br>LEI: N/A                  | Short            | EC               |  | US        |      -121 | NS      | $-8385.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                    | KEYSIGHT TECHNOLOGIES IN COMMON STOCK                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Short            | EC               |  | US        |      -529 | NS      | $-83074.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                                          | BEAM THERAPEUTICS INC COMMON STOCK                                     | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               |  | US        |        43 | NS      | $680.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON & COMPANY, INC.                                                | PHILLIPS EDISON & COMPANY IN REIT                                      | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |      1460 | NS      | $51771.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                                                             | CIRRUS LOGIC INC COMMON STOCK                                          | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Short            | EC               |  | US        |      -221 | NS      | $-21737.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                                | COUSINS PROPERTIES INC REIT                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      2767 | NS      | $77669.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COPPER FUTURE     SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $827662.50    | 0.11%             |  |  |  | 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        |    151698 | PA      | $148853.66    | 0.02%             | 2034-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                                                  | SUMMIT HOTEL PROPERTIES INC REIT                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      3591 | NS      | $15728.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                                               | SERVICENOW INC COMMON STOCK                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |       540 | NS      | $545988.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN FUTURE    JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $781312.50    | 0.10%             |  |  |  | No            |                  1 | 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        |    293854 | PA      | $278505.52    | 0.04%             | 2036-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION                                             | REX AMERICAN RESOURCES CORP COMMON STOCK                               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |       440 | NS      | $18541.60     | 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        |        20 | NC      | $645800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                                          | TWIST BIOSCIENCE CORP COMMON STOCK                                     | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               |  | US        |       246 | NS      | $7207.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                                  | BROADCOM INC COMMON STOCK                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               |  | US        |    -10053 | NS      | $-2433529.71  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                                                              | TXNM ENERGY INC COMMON STOCK                                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               |  | US        |       569 | NS      | $32256.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REDFIN CORPORATION                                                             | REDFIN CORP COMMON STOCK                                               | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               |  | US        |       882 | NS      | $8811.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                       | BRK: MORGAN STANLEY PAY: 1.955%                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |   1833000 | NC      | $8147.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                                                        | SIRIUS XM HOLDINGS INC COMMON STOCK                                    | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               |  | US        |     -3012 | NS      | $-65300.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CORN FUTURE       DEC25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        72 | NC      | $1578600.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS, INC.                                                                 | AMEDISYS INC COMMON STOCK                                              | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               |  | US        |       307 | NS      | $28879.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                                    | Credit Default Swap                                                    | CUSIP: CD1621539<br>LEI: 74KKBLHM4AWY05GPNY79 | N/A              | DCR              |  | US        |  11289000 | NC      | $-122967.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                          | TD SYNNEX CORP COMMON STOCK                                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               |  | US        |      -265 | NS      | $-32155.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                        | MOLINA HEALTHCARE INC COMMON STOCK                                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |       385 | NS      | $117440.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 07/10/2025                                     | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3285282.92   | 0.42%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXSOME THERAPEUTICS, INC.                                                      | AXSOME THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               |  | US        |       335 | NS      | $35228.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | PLATINUM FUTURE   JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        29 | NC      | $1529605.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                                   | DOXIMITY INC-CLASS A COMMON STOCK                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               |  | US        |       796 | NS      | $41463.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                                       | HORMEL FOODS CORP COMMON STOCK                                         | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |      5441 | NS      | $166929.88    | 0.02%             |  |  |  | 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        |    453207 | PA      | $452194.23    | 0.06%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                       | US TREASURY FRN VARIABLE RATE 07/31/2025                               | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7600000 | PA      | $7600741.30   | 0.97%             | 2025-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                        | BLACK HILLS CORP COMMON STOCK                                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               |  | US        |       539 | NS      | $31515.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES, INC.                                                       | TETRA TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               |  | US        |      9008 | NS      | $24141.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                      | TYSON FOODS INC-CL A COMMON STOCK                                      | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |      4849 | NS      | $272319.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                                                      | Nexstar Media Group Inc COMMON STOCK                                   | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               |  | US        |      -494 | NS      | $-84187.48    | -0.01%            |  |  |  | No            |                  1 | 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        |    245000 | PA      | $188542.68    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Expro Group Holdings N.V.                                                      | EXPRO GROUP HOLDINGS NV COMMON STOCK                                   | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |      1878 | NS      | $15624.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES, INC.                                                            | EOG RESOURCES INC COMMON STOCK                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |     16939 | NS      | $1839067.23   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                                          | NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2                               | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    768315 | PA      | $777403.63    | 0.10%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| OKTA, INC.                                                                     | OKTA INC COMMON STOCK                                                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               |  | US        |       355 | NS      | $36625.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                                              | FIRST SOLAR INC COMMON STOCK                                           | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               |  | US        |      -142 | NS      | $-22447.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, INC.                                                                 | NNN REIT INC REIT                                                      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |      3049 | NS      | $127326.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                                                | NATL HEALTH INVESTORS INC REIT                                         | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       543 | NS      | $39372.93     | 0.01%             |  |  |  | No            |                  1 | 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        |    372000 | PA      | $380384.51    | 0.05%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                                         | MEDPACE HOLDINGS INC COMMON STOCK                                      | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |       203 | NS      | $59864.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                                            | COTERRA ENERGY INC COMMON STOCK                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |     20065 | NS      | $487780.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                              | SYSCO CORP COMMON STOCK                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |      8387 | NS      | $612251.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                                                            | OUTFRONT MEDIA INC REIT                                                | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      3084 | NS      | $50952.37     | 0.01%             |  |  |  | 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        |    600000 | PA      | $544645.20    | 0.07%             | 2174-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | SILVER FUTURE     MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $682140.00    | 0.09%             |  |  |  | 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        |    269000 | PA      | $196491.05    | 0.03%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | TREASURY BILL 0.000000% 06/05/2025                                     | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1199574.90   | 0.15%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                     | AMERICAN TOWER CORP REIT                                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      7066 | NS      | $1516716.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LME PRI ALUM FUTR JUN25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        39 | NC      | $2376972.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                                           | SFL CORP LTD COMMON STOCK                                              | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |      4416 | NS      | $37889.28     | 0.00%             |  |  |  | No            |                  1 | 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        |   1200000 | PA      | $1203937.50   | 0.15%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PENUMBRA, INC.                                                                 | PENUMBRA INC COMMON STOCK                                              | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               |  | US        |       248 | NS      | $66208.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP, INC.                                                      | PRIVIA HEALTH GROUP INC COMMON STOCK                                   | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               |  | US        |      1305 | NS      | $29701.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | COTTON NO.2 FUTR  JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -75 | NC      | $-2439750.00  | -0.31%            |  |  |  | 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        |    436082 | PA      | $435840.74    | 0.06%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | COPPER FUTURE     MAR26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $850937.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | SOYBEAN FUTURE    JUL25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        39 | NC      | $2031412.50   | 0.26%             |  |  |  | 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        |         6 | NC      | $352800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LIVE CATTLE FUTR  AUG25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $921140.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                                                    | TANGER INC REIT                                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |      1732 | NS      | $51613.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                                            | SPARTANNASH CO COMMON STOCK                                            | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |      1457 | NS      | $28353.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                      | EXPAND ENERGY CORP COMMON STOCK                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |      7347 | NS      | $853207.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | GOLD 100 OZ FUTR  AUG25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        42 | NC      | $13924680.00  | 1.78%             |  |  |  | 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        |    303954 | PA      | $305543.35    | 0.04%             | 2041-12-25      | Floating      | 5.97%                 | Yes           |                  2 | 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        | 108972000 | PA      | $140410828.94 | 17.97%            | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHEMED CORPORATION                                                             | CHEMED CORP COMMON STOCK                                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |        87 | NS      | $50011.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                               | OMEGA HEALTHCARE INVESTORS REIT                                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      3742 | NS      | $138454.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ BRANDS, INC.                                                               | UTZ BRANDS INC COMMON STOCK                                            | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               |  | US        |       999 | NS      | $13216.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | CATTLE FEEDER FUT AUG25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $298825.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                                         | INGREDION INC COMMON STOCK                                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |      1276 | NS      | $177517.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MACERICH COMPANY                                                           | MACERICH CO/THE REIT                                                   | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |      6329 | NS      | $102403.22    | 0.01%             |  |  |  | No            |                  1 | 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        |    441616 | PA      | $442832.39    | 0.06%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                 | WALGREENS BOOTS ALLIANCE INC COMMON STOCK                              | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |     13533 | NS      | $152246.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                                                 | HAIN CELESTIAL GROUP INC COMMON STOCK                                  | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               |  | US        |      2310 | NS      | $4319.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                            | LOW SU GASOIL G   SEP25 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $353400.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORPORATION                                                             | BRUKER CORP COMMON STOCK                                               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               |  | US        |       555 | NS      | $20368.50     | 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        |    653127 | PA      | $660242.91    | 0.08%             | 2043-06-25      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                           | AMPHENOL CORP-CL A COMMON STOCK                                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               |  | US        |     -2382 | NS      | $-214213.26   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                                             | AMEREN CORPORATION COMMON STOCK                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               |  | US        |      2255 | NS      | $218464.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procept Biorobotics Corp                                                       | PROCEPT BIOROBOTICS CORP COMMON STOCK                                  | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               |  | US        |       175 | NS      | $10150.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE, INC.                                                     | TANDEM DIABETES CARE INC COMMON STOCK                                  | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               |  | US        |       721 | NS      | $14290.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                                                        | VERIS RESIDENTIAL INC REIT                                             | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |      1495 | NS      | $22724.00     | 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        |    583000 | PA      | $576148.11    | 0.07%             | 2173-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                                             | AVISTA CORP COMMON STOCK                                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |       373 | NS      | $14364.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                           | ONEOK PARTNERS LP 6.125000% 02/01/2041                                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52426.11     | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ZOOM COMMUNICATIONS, INC.                                                      | ZOOM COMMUNICATIONS INC COMMON STOCK                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |       745 | NS      | $60531.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                                         | OTTER TAIL CORP COMMON STOCK                                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |       302 | NS      | $23308.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                                                  | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               |  | US        |       518 | NS      | $13317.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                                      | AGIOS PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               |  | US        |       229 | NS      | $7348.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                                                        | HP INC COMMON STOCK                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               |  | US        |     -1825 | NS      | $-45442.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                               | OCCIDENTAL PETROLEUM CORP COMMON STOCK                                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               |  | US        |     21799 | NS      | $888963.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS, INC.                                                         | SURGERY PARTNERS INC COMMON STOCK                                      | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               |  | US        |      1007 | NS      | $23775.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LTD.                                                             | BELLEMEADE RE 2023-1 LTD BMIR 2023-1 M1A                               | CUSIP: 07876XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |    608970 | PA      | $610866.27    | 0.08%             | 2033-10-25      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | NATURAL GAS FUTR  JAN26 PHYSICAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        55 | NC      | $2636700.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST, INC.                                                | EMPIRE STATE REALTY TRUST-A REIT                                       | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |      2829 | NS      | $21670.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                                                  | NISOURCE INC COMMON STOCK                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |      3525 | NS      | $139378.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO ENERGY, INC.                                                            | VAALCO ENERGY INC COMMON STOCK                                         | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               |  | US        |      5541 | NS      | $17564.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                                                | VALARIS LTD COMMON STOCK                                               | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               |  | US        |      1441 | NS      | $54210.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                                | DORIAN LPG LTD COMMON STOCK                                            | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               |  | US        |       858 | NS      | $18369.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                       | BROWN-FORMAN CORP-CLASS A COMMON STOCK                                 | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |      1163 | NS      | $38646.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                                                | CABLE ONE INC COMMON STOCK                                             | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               |  | US        |       -94 | NS      | $-13755.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GSF (Grant Street Funding)                                                     | GS MORTGAGE SECURITIES TRUST 2021-1 AS                                 | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23000 | PA      | $22476.45     | 0.00%             | 2026-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORPORATION                                                             | ENOVIS CORP COMMON STOCK                                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               |  | US        |       714 | NS      | $22348.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                                     | APPLE INC COMMON STOCK                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               |  | US        |    -26945 | NS      | $-5411903.25  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                                                  | PREMIER INC-CLASS A COMMON STOCK                                       | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |      3912 | NS      | $89897.76     | 0.01%             |  |  |  | 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        |    148282 | PA      | $149581.01    | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                           | DENTSPLY SIRONA INC COMMON STOCK                                       | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               |  | US        |      1927 | NS      | $30793.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer