# EDGAR Filing Document

**Accession Number:** 0001864208
**File Stem:** 0001752724-23-017962
**Filing Date:** 2023-1
**Character Count:** 612224
**Document Hash:** 0cf880a7ea6ea7363645cfc42a653269
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-017962.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-017962

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Guggenheim Active Allocation Fund
- **CENTRAL INDEX KEY:** 0001864208
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23702
- **FILM NUMBER:** 23567033

**BUSINESS ADDRESS:**
- **STREET 1:** 227 W. MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 800-345-7999

**MAIL ADDRESS:**
- **STREET 1:** 227 W. MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guggenheim Active Allocation Fund

- **b. Investment Company Act file number:** 811-23702

- **c. CIK number of Registrant:** 0001864208

- **d. LEI of Registrant:** 549300WVFF2XZ68PVT94

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

  - **Street Address 1:** 227 West Monroe Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-827-0100

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

- **a. Name of Series:** Guggenheim Active Allocation Fund

- **c. LEI of Series:** 549300WVFF2XZ68PVT94

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $767014204.95

**Total Liabilities:** $240729922.79

**Net Assets:** $526284282.16

**Cash Not Reported:** $4577585.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1209.72881792 | **1-Year:** 4162.13185285 | **5-Year:** 34307.51500831 | **10-Year:** 17043.64528545 | **30-Year:** 37293.06379485

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

- **3-Month:** 504.46021833 | **1-Year:** 12190.23797849 | **5-Year:** 118352.63084796 | **10-Year:** 61613.42383518 | **30-Year:** 21942.47558441

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -6.82%               | 2.03%                | 4.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1921549.82             | $-41594750.29                              |
| Month 2  | $-505651.10              | $10096099.29                               |
| Month 3  | $1261175.59              | $21038791.85                               |

**Designated Index Information**

- **Index Name:** Portfolio (ExDerivative)

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                               | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Argo Group International Holdi                     | Argo Group International Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | US        |       371 | NS      | $10083.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                      | Surmodics, Inc.                                                                      | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |        80 | NS      | $2890.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                | StepStone Group, Inc.                                                                | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $15799.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                  | Open Lending Corp.                                                                   | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1223 | NS      | $8646.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                    | Match Group, Inc.                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5697 | NS      | $288040.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGIC ACQUIRECO INC                                | Michaels Stores, Inc.                                                                | CUSIP: N/A<br>LEI: 549300H9LWMBP7HYLR98       | Long             | LON              | CORP              | US        |   1019836 | PA      | $768558.81    | 0.15%             | 2028-04-14      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                          | Casella Waste Systems, Inc.                                                          | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       574 | NS      | $49415.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2853022 | PA      | $-2853021.96  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                     | Salesforce, Inc.                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1292 | NS      | $207043.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                  | CURRENCY CONTRACT - Rec USD / Deliver EUR                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -181000 | NC      | $-1465.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fossil Group Inc                                   | Fossil Group, Inc.                                                                   | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |       284 | NS      | $1354.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                               | OrthoPediatrics Corp.                                                                | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |        80 | NS      | $3519.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                              | Inception Holdco SARL                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1146235 | PA      | $1152685.62   | 0.22%             | 2029-09-26      | Variable      | 5.75%                 | No            |                  3 | On Loan: No      |
| Caesarstone Ltd                                    | Caesarstone Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | US        |       134 | NS      | $840.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                     | Virtus Investment Partners, Inc.                                                     | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        85 | NS      | $16484.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                   | Pitney Bowes, Inc.                                                                   | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      1031 | NS      | $3938.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                             | Full House Resorts, Inc.                                                             | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |       194 | NS      | $1484.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poseida Therapeutics Inc                           | Poseida Therapeutics, Inc.                                                           | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |       171 | NS      | $779.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                  | Piper Sandler Cos.                                                                   | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       204 | NS      | $29306.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                         | Kadant, Inc.                                                                         | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       135 | NS      | $26060.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2078701 | PA      | $-2078701.36  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Byrna Technologies Inc                             | Byrna Technologies, Inc.                                                             | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $943.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway Inc                                | Rent the Runway, Inc.                                                                | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $131.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Therapeutics Inc                     | Black Diamond Therapeutics, Inc.                                                     | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $284.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1314618 | PA      | $-1314617.52  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Quotient Technology Inc                            | Quotient Technology, Inc.                                                            | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |       531 | NS      | $1566.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                               | Astec Industries, Inc.                                                               | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       133 | NS      | $5883.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                     | Nature's Sunshine Products, Inc.                                                     | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $623.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                     | Johnson Controls International plc                                                   | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |      4227 | NS      | $280841.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                        | NETGEAR, Inc.                                                                        | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       169 | NS      | $3334.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                  | Tutor Perini Corp.                                                                   | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       245 | NS      | $1751.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                              | Vera Therapeutics, Inc.                                                              | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $1269.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FR REFUEL LLC                                      | FR Refuel LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1985583 | PA      | $1896232.08   | 0.36%             | 2028-11-08      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| Piedmont Office Realty Trust I                     | Piedmont Office Realty Trust, Inc.                                                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $7568.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                         | Vaxart, Inc.                                                                         | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $843.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                          | Sonos, Inc.                                                                          | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1488 | NS      | $26084.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                  | Willdan Group, Inc.                                                                  | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |        66 | NS      | $1157.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLIGHT BIDCO INC                                   | Flight Bidco, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    149610 | PA      | $137782.19    | 0.03%             | 2025-07-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| B Riley Financial Inc                              | B Riley Financial, Inc.                                                              | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $5182.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                           | Elanco Animal Health, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    287102 | PA      | $277458.72    | 0.05%             | 2027-08-02      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ocugen Inc                                         | Ocugen, Inc.                                                                         | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |      2201 | NS      | $3433.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                          | USANA Health Sciences, Inc.                                                          | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |        70 | NS      | $3852.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                   | TriNet Group, Inc.                                                                   | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       474 | NS      | $34350.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                           | Turning Point Brands, Inc.                                                           | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |        86 | NS      | $1893.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                       | Balchem Corp.                                                                        | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       377 | NS      | $53081.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                      | Digimarc Corp.                                                                       | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |        76 | NS      | $1693.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTL INC                              | Tempur Sealy International, Inc.                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $465786.00    | 0.09%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                         | Signature Bank                                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1846 | NS      | $257517.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                | SVB Financial Group                                                                  | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1156 | NS      | $267937.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                     | Alexandria Real Estate Equities, Inc.                                                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1357 | NS      | $211162.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                    | iHeartMedia, Inc.                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1313 | NS      | $10556.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO Ltd.                                                                        | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1430625.00   | 0.27%             | 2035-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -303285 | PA      | $-303285.28   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerus Corp                                         | Cerus Corp.                                                                          | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       986 | NS      | $3944.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                        | Tootsie Roll Industries, Inc.                                                        | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |         0 | NS      | $20.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBER INC                                          | Weber-Stephen Products LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1046755 | PA      | $875087.12    | 0.17%             | 2027-10-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Waverley Capital Acquisition Corp.                 | Waverley Capital Acquisition Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5084 | NS      | $355.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                | Terreno Realty Corp.                                                                 | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       863 | NS      | $50606.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                             | Alarm.com Holdings, Inc.                                                             | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       552 | NS      | $27544.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                           | Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.               | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1326836.00   | 0.25%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Inc                                  | MicroStrategy, Inc.                                                                  | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       108 | NS      | $21393.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                        | Appian Corp.                                                                         | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       461 | NS      | $17531.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1519900 | PA      | $-1519899.88  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                      | Ingevity Corp.                                                                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2472250.00   | 0.47%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sapiens International Corp NV                      | Sapiens International Corporation N.V.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       184 | NS      | $3580.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                           | Ceridian HCM Holding, Inc.                                                           | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4165 | NS      | $285052.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                         | Tennant Co.                                                                          | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       108 | NS      | $6861.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                        | Custom Truck One Source, Inc.                                                        | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $3693.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2213951 | PA      | $-2213950.87  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Gorman-Rupp Co/The                                 | Gorman-Rupp Co.                                                                      | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       135 | NS      | $3736.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                         | Inogen, Inc.                                                                         | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       116 | NS      | $2589.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                         | Nasdaq, Inc.                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4653 | NS      | $318544.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                  | Alpha Teknova, Inc.                                                                  | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $193.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideanomics Inc                                     | Ideanomics, Inc.                                                                     | CUSIP: 45166V106<br>LEI: 9845009A38D0B0JFB460 | Long             | EC               | CORP              | US        |      2806 | NS      | $617.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                             | Standard Chartered plc                                                               | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1186197.75   | 0.23%             | 2025-11-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles Internati                     | Heidrick & Struggles International, Inc.                                             | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       115 | NS      | $3415.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                           | Alta Equipment Group, Inc.                                                           | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |       112 | NS      | $1348.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VT TOPCO INC                                       | VT TopCo, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |     -4780 | PA      | $-137.44      | -0.00%            | 2025-08-01      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| TG Therapeutics Inc                                | TG Therapeutics, Inc.                                                                | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      1531 | NS      | $13503.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                     | Bank of New York Mellon Corp.                                                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5113 | NS      | $234686.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensei Biotherapeutics Inc                         | Sensei Biotherapeutics, Inc.                                                         | CUSIP: 81728A108<br>LEI: 8945002MP2CXKAENWU30 | Long             | EC               | CORP              | US        |       124 | NS      | $176.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                | PAR Technology Corp.                                                                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |       147 | NS      | $3582.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLATINUM EQUITIES LLC                              | Pelican Products, Inc.                                                               | CUSIP: N/A<br>LEI: 5493008CRWH2WFODTF44       | Long             | LON              | CORP              | US        |   5706875 | PA      | $5079118.75   | 0.97%             | 2028-12-29      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -3081454 | PA      | $-3081454.35  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Coeur Mining Inc                                   | Coeur Mining, Inc.                                                                   | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      1501 | NS      | $5253.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                         | Terex Corp.                                                                          | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       802 | NS      | $36819.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                             | Penn Entertainment, Inc.                                                             | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15035 | NS      | $529081.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                        | Netflix, Inc.                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       751 | NS      | $229453.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME POINT CAPITAL INC                             | Home Point Capital, Inc.                                                             | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $835245.14    | 0.16%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PetIQ Inc                                          | PetIQ, Inc.                                                                          | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |       160 | NS      | $1899.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                   | Wynn Resorts Ltd.                                                                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      3535 | NS      | $295738.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                          | News Corp.                                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      9266 | NS      | $177443.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                           | OraSure Technologies, Inc.                                                           | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       426 | NS      | $2147.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBKSCP                                             | TPG Pace Beneficial II Corp.                                                         | CUSIP: SBKSCP682<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74305 | NS      | $730418.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings, Inc.                                                                  | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1561390.50   | 0.30%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                         | U.S. Secured Overnight Financing Rate                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | US        |  53800000 | OU      | $-1920899.95  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Workiva Inc                                        | Workiva, Inc.                                                                        | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       501 | NS      | $40360.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp.                                                           | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3444360.49   | 0.65%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises Inc                          | Hovnanian Enterprises, Inc.                                                          | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        30 | NS      | $1440.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                           | Atlanticus Holdings Corp.                                                            | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $806.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                        | Progyny, Inc.                                                                        | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $27619.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avita Medical Inc                                  | Avita Medical, Inc.                                                                  | CUSIP: 05380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $957.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                          | GoPro, Inc.                                                                          | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       755 | NS      | $4137.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                          | Enterprise Bancorp, Inc.                                                             | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $1923.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group plc                                                                   | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4750000 | PA      | $3388365.00   | 0.64%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Selecta Biosciences Inc                            | Selecta Biosciences, Inc.                                                            | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |       542 | NS      | $710.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireQuest Inc                                      | HireQuest, Inc.                                                                      | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $525.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                             | Sana Biotechnology, Inc.                                                             | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $5134.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.            | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1456785.00   | 0.28%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc                         | Organogenesis Holdings, Inc.                                                         | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       379 | NS      | $1038.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                        | Magnite, Inc.                                                                        | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      1523 | NS      | $16920.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                         | Garmin Ltd.                                                                          | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | US        |      2328 | NS      | $216480.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                | Mission Produce, Inc.                                                                | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       220 | NS      | $3495.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEAMER FINANCE II LLC                              | Ceamer Finance LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2617835.00   | 0.50%             | 2038-05-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Thunderbird B Unfunded                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    687248 | PA      | $0.01         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| CORDOBES PARENT SARL                               | Cordobes Holdco SL                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   2400000 | PA      | $2298882.87   | 0.44%             | 2029-02-02      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bluebird Bio Inc                                   | Bluebird Bio, Inc.                                                                   | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       402 | NS      | $3131.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcimoto Inc                                       | Arcimoto, Inc.                                                                       | CUSIP: 039587209<br>LEI: 549300MG7KF9H96GWE02 | Long             | EC               | CORP              | US        |         8 | NS      | $61.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1507359 | PA      | $-1507359.46  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                  | General Motors Co.                                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      6159 | NS      | $249809.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp.                            | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $271375.00    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal, Chicago Branch                   | Bank of Montreal                                                                     | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Short            | RA               | CORP              | US        |  -3023293 | PA      | $-3023293.00  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Edgewise Therapeutics Inc                          | Edgewise Therapeutics, Inc.                                                          | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $2013.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                     | Schnitzer Steel Industries, Inc.                                                     | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       154 | NS      | $5286.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac                                                                          | CUSIP: 3133KPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182359 | PA      | $1121635.41   | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harpoon Therapeutics Inc                           | Harpoon Therapeutics, Inc.                                                           | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Long             | EC               | CORP              | US        |       111 | NS      | $76.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                              | Cambium Networks Corp.                                                               | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | US        |        63 | NS      | $1341.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avrobio Inc                                        | Avrobio, Inc.                                                                        | CUSIP: 05455M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $204.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT LLC                                                                             | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $590775.85    | 0.11%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Intapp Inc                                         | Intapp, Inc.                                                                         | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $1779.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Thunderbird B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    412752 | PA      | $375603.98    | 0.07%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Solid Biosciences Inc                              | Solid Biosciences, Inc.                                                              | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $154.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                          | Atara Biotherapeutics, Inc.                                                          | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      1012 | NS      | $4584.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                | Allegiant Travel Co.                                                                 | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        90 | NS      | $7434.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                 | Walt Disney Co.                                                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1941 | NS      | $189965.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                | Digital Turbine, Inc.                                                                | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      1060 | NS      | $19355.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                      | Recursion Pharmaceuticals, Inc.                                                      | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $12624.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                       | Diversified Healthcare Trust                                                         | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1414 | NS      | $1399.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                     | AMC Entertainment Holdings, Inc.                                                     | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      6030 | NS      | $43596.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                          | Vanda Pharmaceuticals, Inc.                                                          | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       326 | NS      | $3556.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                           | Miller Industries, Inc.                                                              | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |        66 | NS      | $1820.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forte Biosciences Inc                              | Forte Biosciences, Inc.                                                              | CUSIP: 34962G109<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |        67 | NS      | $66.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                               | Manitowoc Company, Inc.                                                              | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       204 | NS      | $2003.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                     | Lands' End, Inc.                                                                     | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |        85 | NS      | $982.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                         | El Pollo Loco Holdings, Inc.                                                         | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       113 | NS      | $1231.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                       | Winmark Corp.                                                                        | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $4800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TGP HOLDINGS III LLC                               | TGP Holdings LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5726 | PA      | $4583.12      | 0.00%             | 2028-06-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| OptimizeRx Corp                                    | OptimizeRx Corp.                                                                     | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $4323.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BOND CO BV                                   | Ziggo Bond Company BV                                                                | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   4361000 | PA      | $3537948.47   | 0.67%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONMED Corp                                        | CONMED Corp.                                                                         | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       339 | NS      | $28086.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                              | Mohawk Industries, Inc.                                                              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2047 | NS      | $207422.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                             | Castle Biosciences, Inc.                                                             | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $2925.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                     | Community Healthcare Trust, Inc.                                                     | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       141 | NS      | $4971.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                            | VF Corp.                                                                             | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      4779 | NS      | $156846.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2287962 | PA      | $-2287961.93  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| MacroGenics Inc                                    | MacroGenics, Inc.                                                                    | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       716 | NS      | $4603.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                           | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $826071.33    | 0.16%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HCI Group Inc                                      | HCI Group, Inc.                                                                      | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |        33 | NS      | $1234.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                | Station Casinos LLC                                                                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2724767.50   | 0.52%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Retractable Technologies Inc                       | Retractable Technologies, Inc.                                                       | CUSIP: 76129W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $202.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NantHealth Inc                                     | NantHealth, Inc.                                                                     | CUSIP: 630104107<br>LEI: 549300Z86EF5CSQMW346 | Long             | EC               | CORP              | US        |       160 | NS      | $40.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                          | Edgewell Personal Care Co.                                                           | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       318 | NS      | $13740.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                | First Republic Bank                                                                  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    200000 | NS      | $3720000.00   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazydays Holdings Inc                              | Lazydays Holdings, Inc.                                                              | CUSIP: 52110H100<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |        44 | NS      | $609.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                        | iRobot Corp.                                                                         | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       315 | NS      | $16408.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                       | Focus Financial Partners, Inc.                                                       | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |       751 | NS      | $28658.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |   -668822 | PA      | $-668822.20   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                        | Goldman Sachs Group, Inc.                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       782 | NS      | $301969.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                        | Lexicon Pharmaceuticals, Inc.                                                        | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $873.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                            | Fontainbleau Vegas Unfunded                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2500000 | PA      | $0.03         | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern First Bancshares Inc                      | Southern First Bancshares, Inc.                                                      | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $2178.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                             | Acushnet Holdings Corp.                                                              | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       201 | NS      | $9135.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                   | LendingClub Corp.                                                                    | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1171 | NS      | $12073.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                        | Moderna, Inc.                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1850 | NS      | $325433.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                      | Robert Half International, Inc.                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2350 | NS      | $185133.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                        | Phathom Pharmaceuticals, Inc.                                                        | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $1197.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                   | Shutterstock, Inc.                                                                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       274 | NS      | $14746.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                           | Seer, Inc.                                                                           | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $3197.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forian Inc                                         | Forian, Inc.                                                                         | CUSIP: 34630N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $276.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                      | Lions Gate Entertainment Corp.                                                       | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |       341 | NS      | $2605.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                               | Carpenter Technology Corp.                                                           | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009150.00   | 0.57%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Monro Inc                                          | Monro, Inc.                                                                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $8821.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                          | Scholar Rock Holding Corp.                                                           | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       330 | NS      | $2564.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                      | Bioventus, Inc.                                                                      | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       164 | NS      | $319.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                               | Kaiser Aluminum Corp.                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3673009.50   | 0.70%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                              | Bath & Body Works, Inc.                                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     10922 | NS      | $464185.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                             | Abercrombie & Fitch Co.                                                              | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       656 | NS      | $15730.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TLWND 2019-1                                       | GAIA Aviation Ltd.                                                                   | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3884237 | PA      | $3206612.67   | 0.61%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Aaron's Co Inc/The                                 | Aaron's Company, Inc.                                                                | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       183 | NS      | $2230.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                            | Global Medical REIT, Inc.                                                            | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       351 | NS      | $3545.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2069179 | PA      | $-2069179.21  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| GAMCO Investors Inc                                | GAMCO Investors, Inc.                                                                | CUSIP: 361438104<br>LEI: 51A2MDO9SJ2HTOSMLZ76 | Long             | EC               | CORP              | US        |        30 | NS      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2021-1 Trust                                 | AASET Trust                                                                          | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1037354 | PA      | $825614.17    | 0.16%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                              | Truist Financial Corp.                                                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4474 | NS      | $209427.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XBiotech Inc                                       | XBiotech, Inc.                                                                       | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | US        |        90 | NS      | $291.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAVERLY CAPITAL ACQUISITION CORP 1                 | Waverley Capital Acquisition Corp. 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     52224 | NS      | $520151.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                       | Cass Information Systems, Inc.                                                       | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |        81 | NS      | $3521.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                      | BRP Group, Inc.                                                                      | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $16792.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                             | MIWD Holdco II LLC / MIWD Finance Corp.                                              | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2132000.00   | 0.41%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vital Farms Inc                                    | Vital Farms, Inc.                                                                    | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |       146 | NS      | $2083.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HyreCar Inc                                        | HyreCar, Inc.                                                                        | CUSIP: 44916T107<br>LEI: 549300Y900ZKQQLV6S25 | Long             | EC               | CORP              | US        |       104 | NS      | $62.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                     | Evoqua Water Technologies Corp.                                                      | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      1351 | NS      | $58754.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                           | HAH Group Holding Co. LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    166742 | PA      | $158613.75    | 0.03%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co.                                                                    | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     61250 | NS      | $1150887.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Electronics Inc                          | Universal Electronics, Inc.                                                          | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        74 | NS      | $1618.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                               | Carpenter Technology Corp.                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188724.25    | 0.04%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                 | Congruex Group LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    448875 | PA      | $435969.84    | 0.08%             | 2029-05-03      | Variable      | 9.99%                 | No            |                  2 | On Loan: No      |
| RINCHEM COMPANY LLC                                | Rinchem Company LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3192000 | PA      | $3040380.00   | 0.58%             | 2029-03-02      | Variable      | 8.15%                 | No            |                  3 | On Loan: No      |
| Pathward Financial Inc                             | Pathward Financial, Inc.                                                             | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       345 | NS      | $15017.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eterna Therapeutics Inc                            | Eterna Therapeutics, Inc.                                                            | CUSIP: 114082209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $26.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac                                                                          | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2491154 | PA      | $2371190.00   | 0.45%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tonix Pharmaceuticals Holding                      | Tonix Pharmaceuticals Holding Corp.                                                  | CUSIP: 890260862<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               | CORP              | US        |        83 | NS      | $31.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                       | American Superconductor Corp.                                                        | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |       164 | NS      | $616.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                          | JFrog Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       632 | NS      | $13891.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                        | OneSpan, Inc.                                                                        | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       210 | NS      | $2639.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -2718141 | PA      | $-2718141.49  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                              | Micron Technology, Inc.                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4612 | NS      | $265881.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                           | NVE Corp.                                                                            | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |        28 | NS      | $1783.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                       | CryoPort, Inc.                                                                       | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       476 | NS      | $9401.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Global                                        | Beam Global                                                                          | CUSIP: 07373B109<br>LEI: 254900CT39JVKHAANA12 | Long             | EC               | CORP              | US        |        52 | NS      | $995.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                        | Unisys Corp.                                                                         | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       384 | NS      | $1651.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc                                   | VBI Vaccines, Inc.                                                                   | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | US        |      1112 | NS      | $578.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                               | Johnson Outdoors, Inc.                                                               | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1753.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                        | Novanta, Inc.                                                                        | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $64993.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Biosciences Inc                             | Spruce Biosciences, Inc.                                                             | CUSIP: 85209E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $56.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                      | Take-Two Interactive Software, Inc.                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1666 | NS      | $176079.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                            | Standard Industries, Inc.                                                            | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1968000.00   | 0.37%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                        | Lennar Corp.                                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2953 | NS      | $259361.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                         | Ligand Pharmaceuticals, Inc.                                                         | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       177 | NS      | $12903.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Strategic Credit Fu                     | Blackstone Strategic Credit Fund                                                     | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |     88264 | NS      | $972669.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                 | Houlihan Lokey, Inc.                                                                 | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       597 | NS      | $58714.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I                     | Universal Insurance Holdings, Inc.                                                   | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       161 | NS      | $1769.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corp                                      | CoreCard Corp.                                                                       | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $1286.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                     | HomeStreet, Inc.                                                                     | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $3112.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                         | ITRAXX.EUR.38.V1                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        | -10000000 | OU      | $-41611.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AssetMark Financial Holdings I                     | AssetMark Financial Holdings, Inc.                                                   | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |       108 | NS      | $2684.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                         | Ouster, Inc.                                                                         | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       748 | NS      | $882.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                      | Empire State Realty Trust, Inc.                                                      | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       838 | NS      | $6460.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                   | Barnes Group, Inc.                                                                   | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |       277 | NS      | $11797.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management In                     | Sculptor Capital Management, Inc.                                                    | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |       130 | NS      | $1306.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                     | Sumo Logic, Inc.                                                                     | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |       514 | NS      | $3906.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                    | SouthState Corp.                                                                     | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |         2 | NS      | $140.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor                     | Zurn Elkay Water Solutions Corp.                                                     | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      1417 | NS      | $34305.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                      | Insperity, Inc.                                                                      | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       425 | NS      | $50383.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                            | aka Brands Holding Corp.                                                             | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $99.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                     | Eventbrite, Inc.                                                                     | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       448 | NS      | $3265.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                   | MiMedx Group, Inc.                                                                   | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $2151.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET Trust                                                                          | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249087 | PA      | $199901.86    | 0.04%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bolt Biotherapeutics Inc                           | Bolt Biotherapeutics, Inc.                                                           | CUSIP: 097702104<br>LEI: 254900W0P77PQ6B8OY50 | Long             | EC               | CORP              | US        |       136 | NS      | $201.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                      | Cato Corp.                                                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |       117 | NS      | $1216.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPZM_C                                             | Epizyme, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       793 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Latham Group Inc                                   | Latham Group, Inc.                                                                   | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $828.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                          | Big 5 Sporting Goods Corp.                                                           | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |       123 | NS      | $1526.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Ajax Corp                                    | Great Ajax Corp.                                                                     | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       129 | NS      | $1006.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                        | Allovir, Inc.                                                                        | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $1314.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                        | Pacific Premier Bancorp, Inc.                                                        | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1095 | NS      | $40460.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                                  | CUSIP: 912796X61<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2698110.00   | 0.51%             | 2022-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INCEPTION HOLDCO SARL                              | Inception Holdco SARL                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    253765 | PA      | $255192.66    | 0.05%             | 2029-09-26      | Variable      | 5.75%                 | No            |                  3 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                               | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342175.60    | 0.07%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                               | Verisk Analytics, Inc.                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1404 | NS      | $257928.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                      | Lions Gate Entertainment Corp.                                                       | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      1385 | NS      | $9861.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                                 | Via Renewables, Inc.                                                                 | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |        71 | NS      | $458.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                       | Pulmonx Corp.                                                                        | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       155 | NS      | $933.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                              | Sotheby's/Bidfair Holdings, Inc.                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3661827.53   | 0.70%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |   -455409 | PA      | $-455408.86   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                           | Jefferies Finance LLC / JFIN Company-Issuer Corp.                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3168815.10   | 0.60%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncocyte Corp                                      | Oncocyte Corp.                                                                       | CUSIP: 68235C107<br>LEI: 549300BIYAW8GO410287 | Long             | EC               | CORP              | US        |       358 | NS      | $168.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evelo Biosciences Inc                              | Evelo Biosciences, Inc.                                                              | CUSIP: 299734103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       181 | NS      | $378.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                       | Hydrofarm Holdings Group, Inc.                                                       | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |       465 | NS      | $1167.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                  | Triumph Group, Inc.                                                                  | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       373 | NS      | $4270.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                             | Novagold Resources, Inc.                                                             | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | US        |      1390 | NS      | $8020.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & L                           | New Enterprise Stone & Lime Company, Inc.                                            | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2119864.00   | 0.40%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Unifi Inc                                          | Unifi, Inc.                                                                          | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        81 | NS      | $709.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                                  | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $750899.77    | 0.14%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Oppo                     | Western Asset High Income Opportunity Fund, Inc.                                     | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             | EC               | RF                | US        |    744627 | NS      | $3023185.62   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                          | Utah Medical Products, Inc.                                                          | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        20 | NS      | $1781.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                            | DigitalBridge Group, Inc.                                                            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      1417 | NS      | $20447.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                                 | Panama Government International Bond                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1700000 | PA      | $1235506.28   | 0.23%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1434640 | PA      | $-1434639.78  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Mesa Air Group Inc                                 | Mesa Air Group, Inc.                                                                 | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |       204 | NS      | $255.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                            | Century Communities, Inc.                                                            | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       176 | NS      | $8476.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                         | Cheesecake Factory, Inc.                                                             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       270 | NS      | $9460.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                             | IDEXX Laboratories, Inc.                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1078 | NS      | $459087.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                          | Canoo, Inc.                                                                          | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |      1268 | NS      | $1699.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB4, LP                                                                         | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $687723.95    | 0.13%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Veritone Inc                                       | Veritone, Inc.                                                                       | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |       169 | NS      | $1139.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                         | Eos Energy Enterprises, Inc.                                                         | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $274.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma Inc                                  | Cue Biopharma, Inc.                                                                  | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |       183 | NS      | $706.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                             | Whole Earth Brands, Inc.                                                             | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       222 | NS      | $961.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion Inc                                       | Enfusion, Inc.                                                                       | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $1203.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc                         | Alpine Immune Sciences, Inc.                                                         | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |        69 | NS      | $433.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                      | DR Horton, Inc.                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3158 | NS      | $271588.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY GROUP                               | Ryan Specialty Group LLC                                                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384750.00    | 0.07%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Desktop Metal Inc                                  | Desktop Metal, Inc.                                                                  | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |      2196 | NS      | $4501.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                   | BGC Partners, Inc.                                                                   | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      1855 | NS      | $7995.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2440232 | PA      | $-2440231.91  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Diodes Inc                                         | Diodes, Inc.                                                                         | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       510 | NS      | $47037.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                         | Daseke, Inc.                                                                         | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |       239 | NS      | $1393.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAN Ltd                                            | GAN Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       239 | NS      | $320.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                     | Tetra Tech, Inc.                                                                     | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       630 | NS      | $97391.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc                          | Akoustis Technologies, Inc.                                                          | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |       287 | NS      | $1090.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                     | Kratos Defense & Security Solutions, Inc.                                            | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      1438 | NS      | $13689.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                         | Charter Communications, Inc.                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       457 | NS      | $178819.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                       | Cargurus, Inc.                                                                       | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1120 | NS      | $14649.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                        | Rush Street Interactive, Inc.                                                        | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $2174.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                         | Ciena Corp.                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $712937.50    | 0.14%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICEBOX HOLDCO III INC                              | Icebox Holdco III, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3186743 | PA      | $2940758.18   | 0.56%             | 2028-12-22      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Verastem Inc                                       | Verastem, Inc.                                                                       | CUSIP: 92337C104<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |      1027 | NS      | $472.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                           | Dana, Inc.                                                                           | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1698 | NS      | $29901.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castlelake Aircraft Securitiza                     | Castlelake Aircraft Securitization Trust                                             | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    426048 | PA      | $359375.98    | 0.07%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Health Catalyst Inc                                | Health Catalyst, Inc.                                                                | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |       609 | NS      | $6382.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                       | Omnicell, Inc.                                                                       | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       513 | NS      | $26475.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                             | F5, Inc.                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1315 | NS      | $203312.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                              | Purple Innovation, Inc.                                                              | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $1732.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                              | Twist Bioscience Corp.                                                               | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       633 | NS      | $17312.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings                     | Clear Channel Outdoor Holdings, Inc.                                                 | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4259 | NS      | $4812.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                          | Sally Beauty Holdings, Inc.                                                          | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1288 | NS      | $15146.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                              | FARO Technologies, Inc.                                                              | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       212 | NS      | $6343.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                   | Movado Group, Inc.                                                                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        91 | NS      | $2929.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                     | Praxis Precision Medicines, Inc.                                                     | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $428.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                   | Malibu Boats, Inc.                                                                   | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $6982.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                           | NFP Corp.                                                                            | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1343819.13   | 0.26%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Altair Engineering Inc                             | Altair Engineering, Inc.                                                             | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |       540 | NS      | $26497.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontrak Inc                                         | Ontrak, Inc.                                                                         | CUSIP: 683373104<br>LEI: 549300OQ36UO20X0DB40 | Long             | EC               | CORP              | US        |        56 | NS      | $24.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jol Air                                            | JOL Air Ltd.                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   3612604 | PA      | $2944576.85   | 0.56%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                             | Intuitive Surgical, Inc.                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2121 | NS      | $573497.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                            | Denali Therapeutics, Inc.                                                            | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      1062 | NS      | $33888.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                  | Generation Bio Co.                                                                   | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $2782.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                           | Fulcrum Therapeutics, Inc.                                                           | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $1096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                            | Coherus Biosciences, Inc.                                                            | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |       766 | NS      | $5254.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                        | Nikola Corp.                                                                         | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |      2697 | NS      | $7066.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                              | Vivint Smart Home, Inc.                                                              | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $5066.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                    | U.S. Treasury Notes                                                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    903000 | PA      | $938273.44    | 0.18%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC             | LaserAway Intermediate Holdings II LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5706875 | PA      | $5578470.31   | 1.06%             | 2027-10-14      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2022-NQM5 Trust                                                                 | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797167 | PA      | $760008.77    | 0.14%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                              | Clearwater Paper Corp.                                                               | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1409835.50   | 0.27%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                | Boyce Park CLO Ltd.                                                                  | CUSIP: 103226AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   4000000 | PA      | $3519240.00   | 0.67%             | 2035-04-21      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| FINASTRA GROUP HOLDINGS LTD                        | Misys Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5686886 | PA      | $5133722.38   | 0.98%             | 2024-06-13      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Beyondspring Inc                                   | Beyondspring, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       133 | NS      | $77.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                      | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2023 | NS      | $219111.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                        | ViewRay, Inc.                                                                        | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       837 | NS      | $4034.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae                                                                           | CUSIP: 3140XHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2076070 | PA      | $1993990.87   | 0.38%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Industrial Co                               | Global Industrial Co.                                                                | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $1870.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                        | TriMas Corp.                                                                         | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       253 | NS      | $6919.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrington Mortgage Loan Trust                     | Carrington Mortgage Loan Trust Series                                                | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1602028 | PA      | $1333627.87   | 0.25%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| IES Holdings Inc                                   | IES Holdings, Inc.                                                                   | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        51 | NS      | $1724.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                            | Iron Mountain Information Management Services, Inc.                                  | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1351984.00   | 0.26%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELESTIAL-SATURN PARENT INC                        | CoreLogic, Inc.                                                                      | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |    498741 | PA      | $410214.11    | 0.08%             | 2028-06-02      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| IGM Biosciences Inc                                | IGM Biosciences, Inc.                                                                | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |        48 | NS      | $1056.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                          | Adobe, Inc.                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       614 | NS      | $211787.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                             | Heron Therapeutics, Inc.                                                             | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      1100 | NS      | $2981.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        | -17488268 | PA      | $-17488267.50 | -3.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                         | Intuit, Inc.                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1181 | NS      | $481363.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                          | iStar, Inc.                                                                          | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       393 | NS      | $3155.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                           | HAH Group Holding Co. LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1317769 | PA      | $1253527.32   | 0.24%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                  | PROG Holdings, Inc.                                                                  | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       663 | NS      | $13054.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCR2 Therapeutics Inc                              | TCR2 Therapeutics, Inc.                                                              | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |       181 | NS      | $240.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                 | Cohen & Steers, Inc.                                                                 | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       291 | NS      | $19278.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                            | ARS Pharmaceuticals, Inc.                                                            | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $758.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                          | Atlas CC Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    745999 | PA      | $640939.71    | 0.12%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Pulse Biosciences Inc                              | Pulse Biosciences, Inc.                                                              | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |        83 | NS      | $166.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adverum Biotechnologies Inc                        | Adverum Biotechnologies, Inc.                                                        | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |       517 | NS      | $346.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust                            | NYMT Loan Trust                                                                      | CUSIP: 62956BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357379 | PA      | $1302802.95   | 0.25%             | 2062-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MediaAlpha Inc                                     | MediaAlpha, Inc.                                                                     | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $1495.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                                | GrowGeneration Corp.                                                                 | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $4393.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                     | Quanterix Corp.                                                                      | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $4801.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                     | Tactile Systems Technology, Inc.                                                     | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |       114 | NS      | $975.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                           | Stem, Inc.                                                                           | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      1328 | NS      | $17356.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                       | QUALCOMM, Inc.                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3717 | NS      | $470163.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Xpress Enterprises Inc                          | US Xpress Enterprises, Inc.                                                          | CUSIP: 90338N202<br>LEI: 549300NXY19K1OZN4915 | Long             | EC               | CORP              | US        |       160 | NS      | $361.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7297 | NS      | $274221.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                        | Royal Caribbean Cruises Ltd.                                                         | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      7219 | NS      | $432634.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                        | Arvinas, Inc.                                                                        | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $22489.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                             | iTeos Therapeutics, Inc.                                                             | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $2418.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                       | Big Lots, Inc.                                                                       | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $6903.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                               | Aramark Services, Inc.                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1870340.00   | 0.36%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp                                      | Rite Aid Corp.                                                                       | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       328 | NS      | $1662.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                               | Bridgebio Pharma, Inc.                                                               | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      1241 | NS      | $11628.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portage Biotech Inc                                | Portage Biotech, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        29 | NS      | $170.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                        | Tiptree, Inc.                                                                        | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $1914.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                     | Artisan Partners Asset Management, Inc.                                              | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       687 | NS      | $23832.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                     | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228636.55    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Identiv Inc                                        | Identiv, Inc.                                                                        | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |       127 | NS      | $1060.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                      | ModivCare, Inc.                                                                      | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       145 | NS      | $11165.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TGP HOLDINGS III LLC                               | TGP Holdings LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -17179 | PA      | $-3429.18     | -0.00%            | 2028-06-29      | Variable      | 3.25%                 | No            |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                             | First Brands Group LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3268081 | PA      | $3148240.43   | 0.60%             | 2027-03-30      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                            | Great Lakes Dredge & Dock Corp.                                                      | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $826045.40    | 0.16%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Porch Group Inc                                    | Porch Group, Inc.                                                                    | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |       894 | NS      | $1823.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                          | Crocs, Inc.                                                                          | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       683 | NS      | $68983.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                   | MDC Holdings, Inc.                                                                   | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       670 | NS      | $21728.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I                     | Montrose Environmental Group, Inc.                                                   | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       305 | NS      | $14078.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | S&P 500 Index                                                                        | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |       -51 | NC      | $-557175.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GARDEN SPINCO CORP                                 | Garden Spinco Corp.                                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $955478.51    | 0.18%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                     | API Group Corp.                                                                      | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      2370 | NS      | $45551.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                               | Blue Foundry Bancorp                                                                 | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       167 | NS      | $2182.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS INC                                | PGT Innovations, Inc.                                                                | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $2775312.60   | 0.53%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                           | United Wholesale Mortgage LLC                                                        | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3558250.00   | 0.68%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                        | Target Corp.                                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1235 | NS      | $206331.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Russell 2000 Index                                                                   | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |      -109 | NC      | $-612035.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                              | Hyliion Holdings Corp.                                                               | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $2107.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                          | Caesars Entertainment, Inc.                                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      8165 | NS      | $414863.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                 | Home Depot, Inc.                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       807 | NS      | $261459.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eargo, Inc.                                        | Eargo, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       175 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                           | SK Invictus Intermediate II Sarl                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4250000 | PA      | $3400000.00   | 0.65%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                      | Goodyear Tire & Rubber Co.                                                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3229 | NS      | $36229.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -903594 | PA      | $-903594.04   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC         | Jones Deslauriers Insurance Management, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2100000 | PA      | $1413263.33   | 0.27%             | 2029-03-26      | Variable      | 12.06%                | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education, Inc.                                                          | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1442484.00   | 0.27%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Lightning B Unfunded                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    696451 | PA      | $0.01         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| ArcBest Corp                                       | ArcBest Corp.                                                                        | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       296 | NS      | $24499.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                 | Ichor Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | US        |       331 | NS      | $9857.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CURRENCY CONTRACT - Rec USD / Deliver CAD                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |    -83000 | NC      | $695.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLBY Group Inc                                     | PLBY Group, Inc.                                                                     | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $1219.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                  | Eagle Bancorp, Inc.                                                                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       185 | NS      | $8724.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP INC                                            | Bombardier Recreational Products, Inc.                                               | CUSIP: N/A<br>LEI: 549300DZZJW11IMTMJ24       | Long             | LON              | CORP              | CA        |    272201 | PA      | $263694.74    | 0.05%             | 2027-05-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                             | Endo Dac / Endo Finance LLC / Endo Finco, Inc.                                       | CUSIP: 29273DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $245000.00    | 0.05%             | 2027-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Marathon Digital Holdings Inc                      | Marathon Digital Holdings, Inc.                                                      | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      1115 | NS      | $7046.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                | Legacy Housing Corp.                                                                 | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $823.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -3004424 | PA      | $-3004423.68  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education, Inc.                                                          | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1599750.00   | 0.30%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1496705 | PA      | $-1496705.27  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| C4 Therapeutics Inc                                | C4 Therapeutics, Inc.                                                                | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $3942.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                             | Tupperware Brands Corp.                                                              | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       286 | NS      | $1324.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Inc                                       | Escalade, Inc.                                                                       | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $606.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                      | PagerDuty, Inc.                                                                      | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       967 | NS      | $21506.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp.                                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3285 | NS      | $272753.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                | TreeHouse Foods, Inc.                                                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1703940.00   | 0.32%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NM Z PARENT INC                                    | Zep, Inc.                                                                            | CUSIP: N/A<br>LEI: NU75S1Y8UH3706J5CS61       | Long             | LON              | CORP              | US        |   1986043 | PA      | $1720409.54   | 0.33%             | 2024-08-12      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | NASDAQ-100 Index                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |       -17 | NC      | $-667250.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -346526 | PA      | $-346525.98   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae                                                                           | CUSIP: 3140QPFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1968168 | PA      | $1873387.76   | 0.36%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                         | CoBank ACB                                                                           | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |   3000000 | NS      | $2549069.28   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -5110630 | PA      | $-5110630.43  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                 | Forestar Group, Inc.                                                                 | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       101 | NS      | $1497.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                           | Central Parent Incorporated / CDK Global Inc                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1302742.71   | 0.25%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                              | Eisner Advisory Group                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3118387 | PA      | $2931284.21   | 0.56%             | 2028-07-28      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1757742 | PA      | $-1757741.85  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Precision BioSciences Inc                          | Precision BioSciences, Inc.                                                          | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |       296 | NS      | $405.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                | Walker & Dunlop, Inc.                                                                | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $30454.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCIDENT FUND INS CO AM                            | Accident Fund Insurance Company of America                                           | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2566934.40   | 0.49%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LIII Ltd.                                                       | CUSIP: 558201AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7500000 | PA      | $6496710.00   | 1.23%             | 2035-04-21      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Landos Biopharma Inc                               | Landos Biopharma, Inc.                                                               | CUSIP: 515069102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $6.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                      | Capitol Federal Financial, Inc.                                                      | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $6377.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Media Solutions Inc                        | Digital Media Solutions, Inc.                                                        | CUSIP: 25401G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $32.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                             | Boot Barn Holdings, Inc.                                                             | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       342 | NS      | $23033.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1319061 | PA      | $-1319060.66  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes Trust                                                                 | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $966202.93    | 0.18%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commercial Vehicle Group Inc                       | Commercial Vehicle Group, Inc.                                                       | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |       191 | NS      | $1317.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                         | DaVita, Inc.                                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4209296.00   | 0.80%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                          | Midcap Funding XLVI Trust                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13003380.00  | 2.47%             | 2023-11-22      | Variable      | 7.35%                 | No            |                  3 | On Loan: No      |
| Annexon Inc                                        | Annexon, Inc.                                                                        | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $1006.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                     | Innovative Industrial Properties, Inc.                                               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       292 | NS      | $35393.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                          | Itron, Inc.                                                                          | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       530 | NS      | $28185.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Inc                                       | Nautilus, Inc.                                                                       | CUSIP: 63910B102<br>LEI: 549300LLLHX2HF71YE90 | Long             | EC               | CORP              | US        |       179 | NS      | $264.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc                                  | Gritstone bio, Inc.                                                                  | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |       249 | NS      | $732.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                     | MACOM Technology Solutions Holdings, Inc.                                            | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $39634.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1323000.00   | 0.25%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vera Bradley Inc                                   | Vera Bradley, Inc.                                                                   | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |       155 | NS      | $589.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                                  | Tattooed Chef, Inc.                                                                  | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       281 | NS      | $424.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                               | Beazer Homes USA, Inc.                                                               | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |       174 | NS      | $2375.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE                               | Wolverine World Wide, Inc.                                                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $222000.00    | 0.04%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                               | Tri Pointe Homes, Inc.                                                               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $11930.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust                                                                 | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5532 | NS      | $139904.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                            | Rockwell Automation, Inc.                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       995 | NS      | $262898.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maiden Holdings Ltd                                | Maiden Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493000GQUKNWGNXRZ91       | Long             | EC               | CORP              | US        |       414 | NS      | $865.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                | Cannae Holdings, Inc.                                                                | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       994 | NS      | $23030.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Micro Software Inc                           | Smith Micro Software, Inc.                                                           | CUSIP: 832154207<br>LEI: 549300YR8UTB5CX2B814 | Long             | EC               | CORP              | US        |       275 | NS      | $618.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                          | Pool Corp.                                                                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       578 | NS      | $190398.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KDAC Aviation Finance Limited                      | KDAC Aviation Finance Ltd.                                                           | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3454719 | PA      | $2660237.00   | 0.51%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                          | Healthpeak Properties, Inc.                                                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      7889 | NS      | $207165.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                              | Carriage Services, Inc.                                                              | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $2263.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D&D Bancorp Inc                           | Fidelity D&D Bancorp, Inc.                                                           | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $1117.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON WATER HOLDINGS INC                          | Triton Water Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2969928 | PA      | $2732333.76   | 0.52%             | 2028-03-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Blue Whale Acquisition Corp. I                     | Blue Whale Acquisition Corp. I                                                       | CUSIP: SBP818W74<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87092 | NS      | $849147.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                    | Ross Stores, Inc.                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2913 | NS      | $342772.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                     | Whirlpool Corp.                                                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1379 | NS      | $202064.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Saving                     | Hingham Institution For Savings The                                                  | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         8 | NS      | $2347.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                      | LGI Homes, Inc.                                                                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       252 | NS      | $25033.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                             | SPDR S&P 500 ETF Trust                                                               | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     50754 | NS      | $20691390.72  | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                  | Mitek Systems, Inc.                                                                  | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       255 | NS      | $2608.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                                  | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12650000 | PA      | $4303936.82   | 0.82%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SeaSpine Holdings Corp                             | SeaSpine Holdings Corp.                                                              | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |       189 | NS      | $1415.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surface Oncology Inc                               | Surface Oncology, Inc.                                                               | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |       208 | NS      | $191.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions                      | Donnelley Financial Solutions, Inc.                                                  | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       172 | NS      | $6566.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP DE INC                                   | APi Group DE, Inc.                                                                   | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214561.97    | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRE/EVERBRIGHT M6 BORROWER LLC                     | BRE/Everbright M6 Borrower LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2720000 | PA      | $2663342.40   | 0.51%             | 2026-09-09      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Marcus Corp/The                                    | Marcus Corp.                                                                         | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       136 | NS      | $2208.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NFM & J LLC                                        | NFM & J LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1850242 | PA      | $1806835.59   | 0.34%             | 2027-11-30      | Variable      | 9.82%                 | No            |                  3 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -763014 | PA      | $-763014.36   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Hookipa Pharma Inc                                 | Hookipa Pharma, Inc.                                                                 | CUSIP: 43906K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $120.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kala Pharmaceuticals Inc                           | Kala Pharmaceuticals, Inc.                                                           | CUSIP: 483119202<br>LEI: 529900Y7RO0C9P0TX474 | Long             | EC               | CORP              | US        |         6 | NS      | $30.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -2403989 | PA      | $-2403989.37  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Olema Pharmaceuticals Inc                          | Olema Pharmaceuticals, Inc.                                                          | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $430.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                          | Columbus McKinnon Corp.                                                              | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       163 | NS      | $5253.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalo Therapeutics Inc                             | Avalo Therapeutics, Inc.                                                             | CUSIP: 05338F207<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |        30 | NS      | $162.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                               | JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.                      | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1272180.00   | 0.24%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                               | Align Technology, Inc.                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1380 | NS      | $271390.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                          | CURRENCY CONTRACT - Rec USD / Deliver GBP                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |   -946000 | NC      | $-67421.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jounce Therapeutics Inc                            | Jounce Therapeutics, Inc.                                                            | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |       196 | NS      | $172.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc                                      | NeuroPace, Inc.                                                                      | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $67.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN & BRADSTREET CORP                              | Dun & Bradstreet Corp.                                                               | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2839155.00   | 0.54%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1022827 | PA      | $-1022826.94  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Endo International PLC                             | Endo International plc                                                               | CUSIP: N/A<br>LEI: 5493007TBMWZWGZIB256       | Long             | EC               | CORP              | US        |      2732 | NS      | $253.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlane Holdings Inc                             | Greenlane Holdings, Inc.                                                             | CUSIP: 395330202<br>LEI: 549300TLDAX3PKE2Y626 | Long             | EC               | CORP              | US        |         5 | NS      | $2.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING HOLDINGS II INC                   | Cengage Learning Acquisitions, Inc.                                                  | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |   3969925 | PA      | $3638436.09   | 0.69%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Phreesia Inc                                       | Phreesia, Inc.                                                                       | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       584 | NS      | $16246.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                      | Ford Motor Co.                                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     15940 | NS      | $221566.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                           | Regional Management Corp.                                                            | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |        44 | NS      | $1295.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalara, Inc.                                      | Avalara, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -263636 | PA      | $-3765.12     | -0.00%            | 2028-10-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| HF Foods Group Inc                                 | HF Foods Group, Inc.                                                                 | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |       217 | NS      | $963.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sesen Bio Inc                                      | Sesen Bio, Inc.                                                                      | CUSIP: 817763105<br>LEI: 549300DGKHONOZQIY116 | Long             | EC               | CORP              | US        |      1182 | NS      | $654.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics Inc                      | Lineage Cell Therapeutics, Inc.                                                      | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |       747 | NS      | $1083.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                             | Penn Entertainment, Inc.                                                             | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2730250.00   | 0.52%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brandywine Realty Trust                            | Brandywine Realty Trust                                                              | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      1990 | NS      | $13750.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                               | Merchants Bancorp                                                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |        87 | NS      | $2226.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 47 Ltd.                                           | CUSIP: 64134TAA9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1525524.00   | 0.29%             | 2035-04-14      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| La-Z-Boy Inc                                       | La-Z-Boy, Inc.                                                                       | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       258 | NS      | $7025.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                               | First Foundation, Inc.                                                               | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       284 | NS      | $3978.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                           | Celldex Therapeutics, Inc.                                                           | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |       539 | NS      | $19991.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO Ltd.                                                                  | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $841718.00    | 0.16%             | 2035-04-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Personalis Inc                                     | Personalis, Inc.                                                                     | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       214 | NS      | $543.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISE BIDCO BV                                   | Precise Midco BV                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1505189.66   | 0.29%             | 2026-05-13      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Torrid Holdings Inc                                | Torrid Holdings, Inc.                                                                | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $418.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                    | Bio-Techne Corp.                                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      5648 | NS      | $480023.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        | -26533405 | PA      | $-26533404.70 | -5.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SMART Global Holdings Inc                          | SMART Global Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | US        |       547 | NS      | $9249.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talis Biomedical Corp                              | Talis Biomedical Corp.                                                               | CUSIP: 87424L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $47.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                          | Ribbon Communications, Inc.                                                          | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       419 | NS      | $1060.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                 | PetMed Express, Inc.                                                                 | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       118 | NS      | $2336.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMENTE INVESTISSEMENT SAS                         | Pimente Investissement S.A.S.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1350000 | PA      | $1328053.36   | 0.25%             | 2028-12-29      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Broadmark Realty Capital Inc                       | Broadmark Realty Capital, Inc.                                                       | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       753 | NS      | $3064.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codex DNA Inc                                      | Codex DNA, Inc.                                                                      | CUSIP: 192003101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $68.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                              | World Acceptance Corp.                                                               | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $1701.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                           | NIKE, Inc.                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2085 | NS      | $228703.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE - A                       | Acropolis Infrastructure Acquisition Corp.                                           | CUSIP: 005029111<br>LEI: N/A                  | N/A              | DE               |  | US        |      4204 | NS      | $570.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeglea BioTherapeutics Inc                         | Aeglea BioTherapeutics, Inc.                                                         | CUSIP: 00773J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $99.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                       | Illumina, Inc.                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1645 | NS      | $358741.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                                | Riot Blockchain, Inc.                                                                | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      1226 | NS      | $5700.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                            | Live Oak Bancshares, Inc.                                                            | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $12539.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                          | Brinker International, Inc.                                                          | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       259 | NS      | $8663.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Restaurant Group Inc                        | Fiesta Restaurant Group, Inc.                                                        | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $1362.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -339362 | PA      | $-339361.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Allogene Therapeutics Inc                          | Allogene Therapeutics, Inc.                                                          | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $7996.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                        | SiTime Corp.                                                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $19826.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevena Inc                                        | Trevena, Inc.                                                                        | CUSIP: 89532E208<br>LEI: 549300YXUV4MU2J7QS07 | Long             | EC               | CORP              | US        |        38 | NS      | $131.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                   | Under Armour, Inc.                                                                   | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9303 | NS      | $81122.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                     | National Presto Industries, Inc.                                                     | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $2073.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Debt Strategies Fund                     | BlackRock Debt Strategies Fund, Inc.                                                 | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             | EC               | RF                | US        |    193981 | NS      | $1895194.37   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                             | Energizer Holdings, Inc.                                                             | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       783 | NS      | $26692.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                             | Civista Bancshares, Inc.                                                             | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |        88 | NS      | $2011.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspira Women's Health Inc                          | Aspira Women's Health, Inc.                                                          | CUSIP: 04537Y109<br>LEI: 54930045CGQ3XUO9T533 | Long             | EC               | CORP              | US        |       433 | NS      | $156.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                             | Global Atlantic Finance Co.                                                          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1288917.02   | 0.24%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prelude Therapeutics Inc                           | Prelude Therapeutics, Inc.                                                           | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $426.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BESSEL CAPITAL SARL                                | Castor S.p.A.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1414116.72   | 0.27%             | 2029-02-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cleanspark Inc                                     | Cleanspark, Inc.                                                                     | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |       228 | NS      | $513.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                   | HealthEquity, Inc.                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65707.50     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp.                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      6340 | NS      | $239969.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                           | Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.        | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $940501.64    | 0.18%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rafael Holdings Inc                                | Rafael Holdings, Inc.                                                                | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $117.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                               | Momentive Global, Inc.                                                               | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      1553 | NS      | $12315.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -2900293 | PA      | $-2900293.20  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW HILL LLC                                    | McGraw Hill LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    396992 | PA      | $378532.33    | 0.07%             | 2028-07-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                     | CURRENCY CONTRACT - Rec USD / Deliver GBP                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              |  | US        |    -40000 | NC      | $102.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Beach Brands Holding                      | Hamilton Beach Brands Holding Co.                                                    | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $624.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB4, LP                                                                         | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $867315.70    | 0.16%             | 2050-02-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SQZ Biotechnologies Co                             | SQZ Biotechnologies Co.                                                              | CUSIP: 78472W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $338.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                          | Asana, Inc.                                                                          | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $15490.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL                     | Seagate Technology Holdings plc                                                      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |      2826 | NS      | $149693.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -152526 | PA      | $-152525.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Mind Medicine MindMed Inc                          | Mind Medicine MindMed, Inc.                                                          | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | US        |       125 | NS      | $318.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vor BioPharma Inc                                  | Vor BioPharma, Inc.                                                                  | CUSIP: 929033108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $519.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATE Corp                                      | INNOVATE Corp.                                                                       | CUSIP: 45784J105<br>LEI: 549300S6O246JWQQ1K58 | Long             | EC               | CORP              | US        |       282 | NS      | $338.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                  | DISH Network Corp.                                                                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      8508 | NS      | $136553.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                 | Kontoor Brands, Inc.                                                                 | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       608 | NS      | $26417.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENLINK MIDSTREAM LLC                               | EnLink Midstream LLC                                                                 | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    975000 | PA      | $990229.50    | 0.19%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Inc                            | Goosehead Insurance, Inc.                                                            | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       211 | NS      | $8568.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Holdings Inc                                | Fathom Holdings, Inc.                                                                | CUSIP: 31189V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $176.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Diagnostics Inc                              | Lucid Diagnostics, Inc.                                                              | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $53.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |   -263351 | PA      | $-263350.64   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PAVmed Inc                                         | PAVmed, Inc.                                                                         | CUSIP: 70387R106<br>LEI: 549300V1JXXVXU7P8007 | Long             | EC               | CORP              | US        |       429 | NS      | $300.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                                  | Blink Charging Co.                                                                   | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $5940.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NFM & J LLC                                        | The Facilities Group                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1506797 | PA      | $1471447.26   | 0.28%             | 2027-11-30      | Variable      | 9.73%                 | No            |                  3 | On Loan: No      |
| Valley National Bancorp                            | Valley National Bancorp                                                              | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      4679 | NS      | $59236.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                       | ADT Security Corp.                                                                   | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2855193.00   | 0.54%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                   | QuidelOrtho Corp.                                                                    | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |         0 | NS      | $1.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                             | Advance Auto Parts, Inc.                                                             | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1253 | NS      | $189190.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                             | Nurix Therapeutics, Inc.                                                             | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $4621.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                         | CDX.NA.HY.37.V2                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        |  29700000 | OU      | $971435.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT CORP                  | Project Ruby Ultimate Parent Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2750000 | PA      | $2631299.00   | 0.50%             | 2028-03-10      | Variable      | 9.84%                 | No            |                  3 | On Loan: No      |
| Avid Bioservices Inc                               | Avid Bioservices, Inc.                                                               | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |       708 | NS      | $11087.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group plc                                                                    | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1302504.71   | 0.25%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Meta Materials Inc                                 | Meta Materials, Inc.                                                                 | CUSIP: 59134N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1187 | NS      | $2255.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                               | First Advantage Corp.                                                                | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |       320 | NS      | $4256.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                     | Hamilton Projects Acquiror LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1758417 | PA      | $1727539.45   | 0.33%             | 2027-06-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| KemPharm Inc                                       | KemPharm, Inc.                                                                       | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |       172 | NS      | $818.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IsoPlexis Corp                                     | IsoPlexis Corp.                                                                      | CUSIP: 465005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $66.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                      | EchoStar Corp.                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       219 | NS      | $3810.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND BC BV                                      | Diamond BC BV                                                                        | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $2450142.50   | 0.47%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colicity Inc                                       | Colicity, Inc.                                                                       | CUSIP: 194170106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    311340 | NS      | $3128967.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                      | BlackRock, Inc.                                                                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       735 | NS      | $526260.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                        | RBB Bancorp                                                                          | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        83 | NS      | $1865.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                         | CareDx, Inc.                                                                         | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       593 | NS      | $7679.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                                         | Chase Corp.                                                                          | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $4180.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                             | Oportun Financial Corp.                                                              | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       124 | NS      | $686.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                    | Kronos Acquisition Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3275250 | PA      | $3106017.83   | 0.59%             | 2026-12-22      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| Pennant Group Inc/The                              | Pennant Group, Inc.                                                                  | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       152 | NS      | $1571.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                           | AvidXchange Holdings, Inc.                                                           | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $1267.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                                | Varonis Systems, Inc.                                                                | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      1250 | NS      | $26550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Therapeutics Inc                           | Applied Therapeutics, Inc.                                                           | CUSIP: 03828A101<br>LEI: 549300KL3IJPHZM2GR04 | Long             | EC               | CORP              | US        |       105 | NS      | $117.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                 | IPG Photonics Corp.                                                                  | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4423 | NS      | $402625.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                              | 1-800-Flowers.com, Inc.                                                              | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $2681.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                        | Alector, Inc.                                                                        | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       695 | NS      | $5900.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                     | Lovesac Co.                                                                          | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $1979.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain, Inc.                                                                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2646000.00   | 0.50%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                               | GrafTech Finance, Inc.                                                               | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2668000.00   | 0.51%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY COMPANY LLC                    | Southern Veterinary Partners LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2133087 | PA      | $2046867.79   | 0.39%             | 2027-10-05      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1984 | NS      | $274149.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                            | Tenaya Therapeutics, Inc.                                                            | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $405.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Biotech Inc                               | Fortress Biotech, Inc.                                                               | CUSIP: 34960Q109<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |       432 | NS      | $285.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                       | Protagonist Therapeutics, Inc.                                                       | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       524 | NS      | $4144.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                         | Air Canada                                                                           | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $1757410.24   | 0.33%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -2130257 | PA      | $-2130256.60  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                      | Boeing Co.                                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2959 | NS      | $529305.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                       | Invesco Mortgage Capital, Inc.                                                       | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       183 | NS      | $2401.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                               | Swiss Re Finance Luxembourg S.A.                                                     | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1242920.00   | 0.24%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                             | Ares Finance Company IV LLC                                                          | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1021980.14   | 0.19%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1050632 | PA      | $-1050631.78  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Matrix Service Co                                  | Matrix Service Co.                                                                   | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |       155 | NS      | $793.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                      | Bandwidth, Inc.                                                                      | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       275 | NS      | $6286.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                            | V2X, Inc.                                                                            | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $2747.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                             | T. Rowe Price Group, Inc.                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3987 | NS      | $498016.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Secretariat Advisors LLC                           | Secretariat Advisors LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -600000 | PA      | $-27000.00    | -0.01%            | 2028-12-29      | Variable      | 4.75%                 | No            |                  3 | On Loan: No      |
| CIRCOR International Inc                           | CIRCOR International, Inc.                                                           | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |       109 | NS      | $3002.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                         | Vuzix Corp.                                                                          | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |       349 | NS      | $1455.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                     | Green Dot Corp.                                                                      | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $6378.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATD CORP                                           | American Tire Distributors, Inc.                                                     | CUSIP: N/A<br>LEI: HZ8T88YVE2JVXJ0BTQ24       | Long             | LON              | CORP              | US        |    447750 | PA      | $409131.56    | 0.08%             | 2028-10-20      | Variable      | 10.61%                | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                   | VB-S1 Issuer LLC - VBTEL                                                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4062134.50   | 0.77%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                               | FS Rialto Issuer LLC                                                                 | CUSIP: 30328DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $993137.00    | 0.19%             | 2037-08-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Inc                       | Community Health Systems, Inc.                                                       | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $4997.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                        | Pentair plc                                                                          | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | US        |      4752 | NS      | $217499.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                 | Middlesex Water Co.                                                                  | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $9438.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group                      | Brightsphere Investment Group, Inc.                                                  | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       189 | NS      | $3848.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                          | Ball Corp.                                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2988 | NS      | $167567.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                            | Akebia Therapeutics, Inc.                                                            | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      1039 | NS      | $281.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molecular Templates Inc                            | Molecular Templates, Inc.                                                            | CUSIP: 608550109<br>LEI: 529900VZKP6N0B8U5F61 | Long             | EC               | CORP              | US        |       220 | NS      | $116.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIBBON LLC (USA)                              | Blue Ribbon LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3848101 | PA      | $3040000.00   | 0.58%             | 2028-05-08      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| Comtech Telecommunications Cor                     | Comtech Telecommunications Corp.                                                     | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       152 | NS      | $1773.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                             | eXp World Holdings, Inc.                                                             | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |       736 | NS      | $9619.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                          | MGM Resorts International                                                            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      6107 | NS      | $225104.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DarioHealth Corp                                   | DarioHealth Corp.                                                                    | CUSIP: 23725P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $396.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Pharmaceuticals Inc                       | Spectrum Pharmaceuticals, Inc.                                                       | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |       971 | NS      | $447.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT CO INC                                | Boxer Parent Company, Inc.                                                           | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1029000.00   | 0.20%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The                                  | EW Scripps Co.                                                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       335 | NS      | $5018.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                                | CuriosityStream, Inc.                                                                | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |       155 | NS      | $207.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                         | SeaWorld Entertainment, Inc.                                                         | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       590 | NS      | $33665.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings In                     | Aveanna Healthcare Holdings, Inc.                                                    | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       235 | NS      | $159.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexImmune Inc                                      | NexImmune, Inc.                                                                      | CUSIP: 65344D109<br>LEI: 5493005RDYAV26LAQ930 | Long             | EC               | CORP              | US        |       105 | NS      | $46.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gemini Therapeutics Inc                            | Gemini Therapeutics, Inc.                                                            | CUSIP: 36870G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $223.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1018053 | PA      | $-1018052.62  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Enanta Pharmaceuticals Inc                         | Enanta Pharmaceuticals, Inc.                                                         | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       230 | NS      | $10071.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                           | TPG RE Finance Trust, Inc.                                                           | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $2652.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                 | Corsair Gaming, Inc.                                                                 | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       163 | NS      | $2749.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                  | Helen of Troy Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       281 | NS      | $27689.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                     | QuinStreet, Inc.                                                                     | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       296 | NS      | $4212.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2925646 | PA      | $-2925645.74  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Glacier Bancorp Inc                                | Glacier Bancorp, Inc.                                                                | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1288 | NS      | $74575.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                     | Perficient, Inc.                                                                     | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       380 | NS      | $26999.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                   | Under Armour, Inc.                                                                   | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      8161 | NS      | $81610.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $77354.50     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Angion Biomedica Corp                              | Angion Biomedica Corp.                                                               | CUSIP: 03476J107<br>LEI: 254900EE2QKYD5SGI956 | Long             | EC               | CORP              | US        |       129 | NS      | $109.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                             | Franklin Resources, Inc.                                                             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     20431 | NS      | $547755.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                 | Axos Financial, Inc.                                                                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       669 | NS      | $26833.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1397583 | PA      | $-1397583.24  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial, Inc.                                                           | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1325103.53   | 0.25%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                          | ACRES Commercial Realty Ltd.                                                         | CUSIP: 00500JAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3114296.25   | 0.59%             | 2037-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Shift Technologies Inc                             | Shift Technologies, Inc.                                                             | CUSIP: 82452T107<br>LEI: 5493000DBZBX1I1QVY71 | Long             | EC               | CORP              | US        |       725 | NS      | $201.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1433396 | PA      | $-1433396.23  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Envestnet Inc                                      | Envestnet, Inc.                                                                      | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       635 | NS      | $37477.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                                    | UserTesting, Inc.                                                                    | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $326.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1361905 | PA      | $-1361905.25  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1120614 | PA      | $-1120613.54  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                 | Meta Platforms, Inc.                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2732 | NS      | $322649.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                              | Mesa Laboratories, Inc.                                                              | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        29 | NS      | $4905.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                                 | EVI Industries, Inc.                                                                 | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |        27 | NS      | $675.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                             | First Republic Bank                                                                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1594 | NS      | $203410.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                        | NanoString Technologies, Inc.                                                        | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       532 | NS      | $3718.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                            | Advantage Solutions, Inc.                                                            | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $1128.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                     | LCI Industries                                                                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       289 | NS      | $28570.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                               | Generac Holdings, Inc.                                                               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2048 | NS      | $216104.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                           | Rackspace Technology, Inc.                                                           | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $1581.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                          | Kimball International, Inc.                                                          | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |       215 | NS      | $1539.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirkland's Inc                                     | Kirkland's, Inc.                                                                     | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $284.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -976992 | PA      | $-976991.91   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Sera Prognostics Inc                               | Sera Prognostics, Inc.                                                               | CUSIP: 81749D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $41.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neoleukin Therapeutics Inc                         | Neoleukin Therapeutics, Inc.                                                         | CUSIP: 64049K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $106.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                     | Blue Bird Corp.                                                                      | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |        95 | NS      | $1121.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                           | Bio-Rad Laboratories, Inc.                                                           | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       482 | NS      | $199890.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals Inc                          | Syros Pharmaceuticals, Inc.                                                          | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |        34 | NS      | $134.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                        | Harsco Corp.                                                                         | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       459 | NS      | $3433.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paratek Pharmaceuticals Inc                        | Paratek Pharmaceuticals, Inc.                                                        | CUSIP: 699374302<br>LEI: 5493007V5QDIWECEYV79 | Long             | EC               | CORP              | US        |       285 | NS      | $632.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2680832 | PA      | $-2680831.63  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Concrete Pumping Holdings Inc                      | Concrete Pumping Holdings, Inc.                                                      | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $1087.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXR Acquisition Corp                               | RXR Acquisition Corp.                                                                | CUSIP: 74981W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116625 | NS      | $1172081.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                              | Alkami Technology, Inc.                                                              | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $2074.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FIN CO X LLC                             | KKR Group Finance Company X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1036842.67   | 0.20%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Greenwich Lifesciences Inc                         | Greenwich Lifesciences, Inc.                                                         | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $334.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                          | ANSYS, Inc.                                                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      2022 | NS      | $514194.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings, Inc.                                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2327877.50   | 0.44%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EverQuote Inc                                      | EverQuote, Inc.                                                                      | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1231.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atossa Therapeutics Inc                            | Atossa Therapeutics, Inc.                                                            | CUSIP: 04962H506<br>LEI: 549300QRKP1JTNHD2366 | Long             | EC               | CORP              | US        |       697 | NS      | $522.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                           | Metrocity Bankshares, Inc.                                                           | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |       113 | NS      | $2542.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                       | US Foods, Inc.                                                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3771492.50   | 0.72%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -3116189 | PA      | $-3116188.99  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                               | CCRR Parent, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24634 | PA      | $23401.85     | 0.00%             | 2028-03-06      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings Inc                              | LiveRamp Holdings, Inc.                                                              | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       775 | NS      | $17019.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                         | J.P. Morgan Securities LLC                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |  -1494140 | PA      | $-1494140.21  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| TherapeuticsMD Inc                                 | TherapeuticsMD, Inc.                                                                 | CUSIP: 88338N206<br>LEI: 5299004JS7RE49QHRW30 | Long             | EC               | CORP              | US        |        46 | NS      | $210.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                         | Nevro Corp.                                                                          | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |       405 | NS      | $18917.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                           | Century Therapeutics, Inc.                                                           | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $1008.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corp                                         | Kopin Corp.                                                                          | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |       462 | NS      | $748.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                     | CVR Energy, Inc.                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2968812.00   | 0.56%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp.                                                        | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   5000000 | NS      | $3978150.00   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Lordstown Motors Corp                              | Lordstown Motors Corp.                                                               | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $1500.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                    | SiriusPoint Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | US        |       527 | NS      | $3436.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                     | LivePerson, Inc.                                                                     | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |       775 | NS      | $9098.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                         | Fertitta Entertainment LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1691500 | PA      | $1610764.71   | 0.31%             | 2029-01-27      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                              | Applied Materials, Inc.                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5633 | NS      | $617376.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                         | NGM Biopharmaceuticals, Inc.                                                         | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |       187 | NS      | $1034.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                | Titan Machinery, Inc.                                                                | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       115 | NS      | $5063.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp                                       | Telesat Corp.                                                                        | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $352.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                            | Arcline FM Holdings LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4455000 | PA      | $4287937.50   | 0.81%             | 2028-06-23      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Holdings                     | Cogent Communications Holdings, Inc.                                                 | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $29025.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                      | Carnival Corp.                                                                       | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     29371 | NS      | $291654.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding Ltd.                                                      | CUSIP: 69702LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $2944910.50   | 0.56%             | 2030-04-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| ePlus Inc                                          | ePlus, Inc.                                                                          | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       312 | NS      | $15493.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VT TOPCO INC                                       | VT TopCo, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5884 | PA      | $5714.46      | 0.00%             | 2025-08-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| National Energy Services Reuni                     | National Energy Services Reunited Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       226 | NS      | $1444.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1962021 | PA      | $-1962021.37  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                | PayPal Holdings, Inc.                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5816 | NS      | $456032.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                     | AMC Entertainment Holdings, Inc.                                                     | CUSIP: 00165C203<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EP               | CORP              | US        |      6030 | NS      | $5859.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France S.A.                                                                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1576220.00   | 0.30%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard BioTools Inc                              | Standard BioTools, Inc.                                                              | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |       454 | NS      | $631.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                           | Gibraltar Industries, Inc.                                                           | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $19434.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                    | 3D Systems Corp.                                                                     | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      1453 | NS      | $14733.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In                     | PennyMac Financial Services, Inc.                                                    | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       176 | NS      | $10500.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings                     | Sportsman's Warehouse Holdings, Inc.                                                 | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       259 | NS      | $2543.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                           | MSCI, Inc.                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       560 | NS      | $284384.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                        | Tilly's, Inc.                                                                        | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $1282.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                                        | Aterian, Inc.                                                                        | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $166.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1085648 | PA      | $-1085647.62  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Insurance Holdings In                     | Heritage Insurance Holdings, Inc.                                                    | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       154 | NS      | $254.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                | Dentsply Sirona, Inc.                                                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      5242 | NS      | $158622.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                              | Innovage Holding Corp.                                                               | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $706.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                     | Stewart Information Services Corp.                                                   | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       313 | NS      | $13853.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics Inc                           | Talaris Therapeutics, Inc.                                                           | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $181.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                            | Silvergate Capital Corp.                                                             | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       327 | NS      | $8969.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINANCING I                             | Vmed O2 UK Financing I plc                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $2608937.50   | 0.50%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chimerix Inc                                       | Chimerix, Inc.                                                                       | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |       435 | NS      | $943.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                | Centrus Energy Corp.                                                                 | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |        57 | NS      | $2166.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPC BROADBAND FINCO BV                             | UPC Broadband Finco BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $641336.25    | 0.12%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Luna Innovations Inc                               | Luna Innovations, Inc.                                                               | CUSIP: 550351100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $1243.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                         | NetApp, Inc.                                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6423 | NS      | $434259.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings I                     | Priority Technology Holdings, Inc.                                                   | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |        61 | NS      | $363.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB POINDEXTER & CO INC                             | JB Poindexter & Company, Inc.                                                        | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314050.75    | 0.06%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Replimune Group Inc                                | Replimune Group, Inc.                                                                | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       177 | NS      | $3623.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                              | Customers Bancorp, Inc.                                                              | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       357 | NS      | $11520.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                        | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1520922.20   | 0.29%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mayville Engineering Co Inc                        | Mayville Engineering Company, Inc.                                                   | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $677.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                         | Zoetis, Inc.                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1380 | NS      | $212713.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                        | Deluxe Corp.                                                                         | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       503 | NS      | $9728.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                              | Lincoln National Corp.                                                               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8597 | NS      | $334767.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                           | Crestwood Midstream Partners Limited Partnership / Crestwood Midstream Finance Corp. | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $117621.04    | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                | Chefs' Warehouse, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1150000 | PA      | $1135625.00   | 0.22%             | 2029-08-23      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1260438 | PA      | $-1260438.43  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc                                  | TTEC Holdings, Inc.                                                                  | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       108 | NS      | $5178.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                         | Capital One Financial Corp.                                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1965 | NS      | $202866.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                          | Atlas CC Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    151729 | PA      | $130360.63    | 0.02%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                         | Start II Ltd.                                                                        | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    760566 | PA      | $646952.26    | 0.12%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                          | Tesla, Inc.                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2487 | NS      | $484218.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America HECM Buyout                     | Finance of America HECM Buyout                                                       | CUSIP: 317380AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1400600.97   | 0.27%             | 2026-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                             | Tyler Technologies, Inc.                                                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       642 | NS      | $220039.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                       | LivaNova plc                                                                         | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | US        |       625 | NS      | $34606.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp                           | Curo Group Holdings Corp.                                                            | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |       125 | NS      | $446.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                          | ALX Oncology Holdings, Inc.                                                          | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $1165.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                  | Overstock.com, Inc.                                                                  | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       504 | NS      | $13416.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                              | Aeva Technologies, Inc.                                                              | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $2068.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC / New Red Finance, Inc.                                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $3789720.00   | 0.72%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Thunderbird A Unfunded                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   5310556 | PA      | $0.05         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                 | AASET Trust                                                                          | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662162 | PA      | $495199.56    | 0.09%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Traeger Inc                                        | Traeger, Inc.                                                                        | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $566.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor                     | Pacific Biosciences of California, Inc.                                              | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      2271 | NS      | $24413.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                | Luxfer Holdings plc                                                                  | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | US        |       164 | NS      | $2404.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMONTAIGE PARTNERS                             | TransMontaigne Partners Limited Partnership / TLP Finance Corp.                      | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1516353.35   | 0.29%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cyteir Therapeutics Inc                            | Cyteir Therapeutics, Inc.                                                            | CUSIP: 23284P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $142.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                             | Ocular Therapeutix, Inc.                                                             | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |       457 | NS      | $1357.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KANE FEEDERCO LTD                                  | Kane Bidco Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |    700000 | PA      | $593198.21    | 0.11%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flexsteel Industries Inc                           | Flexsteel Industries, Inc.                                                           | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $577.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                         | Zumiez, Inc.                                                                         | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       114 | NS      | $2650.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                              | Skyline Champion Corp.                                                               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $31869.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                             | ConnectOne Bancorp, Inc.                                                             | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       218 | NS      | $5720.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1190827 | PA      | $-1190827.14  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Instil Bio Inc                                     | Instil Bio, Inc.                                                                     | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $836.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                        | ARMOUR Residential REIT, Inc.                                                        | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |       518 | NS      | $3045.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                            | PMV Pharmaceuticals, Inc.                                                            | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $1556.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                      | Cable One, Inc.                                                                      | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $343350.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISPATCH TERRA ACQUISITION LLC                     | Dispatch Terra Acquisition LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197995 | PA      | $163840.85    | 0.03%             | 2028-03-27      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Daily Journal Corp                                 | Daily Journal Corp.                                                                  | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |         7 | NS      | $1925.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                      | MarineMax, Inc.                                                                      | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       123 | NS      | $4062.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                         | Affimed N.V.                                                                         | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | US        |       691 | NS      | $1478.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                 | Domino's Pizza, Inc.                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       662 | NS      | $257339.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                        | Cerence, Inc.                                                                        | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       454 | NS      | $9311.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                     | Gannett Company, Inc.                                                                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |       838 | NS      | $2095.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                   | SPS Commerce, Inc.                                                                   | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       422 | NS      | $60033.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                             | BP Capital Markets plc                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439875.00    | 0.08%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                          | Liberty Latin America Ltd.                                                           | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       906 | NS      | $7057.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                              | Cullinan Oncology, Inc.                                                              | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $1914.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                             | Pioneer Bancorp, Inc.                                                                | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $810.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                           | Etsy, Inc.                                                                           | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      4899 | NS      | $647108.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE TONTINE HOLDINGS LTD               | Pershing Square Tontine Holdings, Ltd. - Class A Escrow                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    329700 | NS      | $32.97        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEOGAMES SA                                        | NEOGAMES S.A.                                                                        | CUSIP: N/A<br>LEI: 222100MZTIQEZS4XY614       | Long             | EC               | CORP              | US        |        60 | NS      | $828.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                                | Avaya Holdings Corp.                                                                 | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |       985 | NS      | $951.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                            | Kymera Therapeutics, Inc.                                                            | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $11678.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                             | 2U, Inc.                                                                             | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |       857 | NS      | $6881.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                       | Bally's Corp.                                                                        | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |       191 | NS      | $4775.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                     | Daktronics, Inc.                                                                     | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |       219 | NS      | $755.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX Trust                                                                            | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490816 | PA      | $473045.25    | 0.09%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                      | MaxLinear, Inc.                                                                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       829 | NS      | $30341.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Guys Funding, LLC                             | Five Guys Funding LLC                                                                | CUSIP: 33830JAA3<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |   1728125 | PA      | $1625412.16   | 0.31%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Business First Bancshares Inc                      | Business First Bancshares, Inc.                                                      | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       114 | NS      | $2681.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.          | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1881317.13   | 0.36%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blue Whale Acquisition Corp.                       | Blue Whale Acquisition Corp.                                                         | CUSIP: SBP818Y98<br>LEI: N/A                  | N/A              | DE               |  | US        |      1500 | NS      | $255.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROU                           | Selective Insurance Group, Inc.                                                      | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     85536 | NS      | $1472074.56   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMO Inc                                           | AMMO, Inc.                                                                           | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |       515 | NS      | $1102.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                             | Trane Technologies plc                                                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | US        |      1718 | NS      | $306525.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                       | CS Disco, Inc.                                                                       | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $656.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC MARINE CORP COM                           | Atlantic Marine Corporations Communities LLC                                         | CUSIP: 048677AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2093750 | PA      | $1726016.18   | 0.33%             | 2048-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Steven Madden Ltd                                  | Steven Madden Ltd.                                                                   | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       944 | NS      | $32605.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Silver Trust                               | iShares Silver Trust                                                                 | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |    320800 | NS      | $6553944.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                        | Codexis, Inc.                                                                        | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $3861.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oramed Pharmaceuticals Inc                         | Oramed Pharmaceuticals, Inc.                                                         | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |       212 | NS      | $1791.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                     | Joint Corp.                                                                          | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $2460.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                  | State Street Corp.                                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      3115 | NS      | $248172.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Credit Allocation In                     | BlackRock Credit Allocation Income Trust                                             | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |    283098 | NS      | $3023486.64   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                     | National Storage Affiliates Trust                                                    | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       949 | NS      | $37779.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                            | Standard Industries, Inc.                                                            | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $766639.60    | 0.15%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Veritex Holdings Inc                               | Veritex Holdings, Inc.                                                               | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       278 | NS      | $9079.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                             | Liquidity Services, Inc.                                                             | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       135 | NS      | $2253.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1012741 | PA      | $-1012741.23  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                          | Liberty Latin America Ltd.                                                           | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       237 | NS      | $1834.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp.                                                                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2604417.17   | 0.49%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upland Software Inc                                | Upland Software, Inc.                                                                | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       172 | NS      | $1296.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc                         | Oncternal Therapeutics, Inc.                                                         | CUSIP: 68236P107<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |       263 | NS      | $239.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                | Douglas Elliman, Inc.                                                                | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       429 | NS      | $1767.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                            | KB Home                                                                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       932 | NS      | $29255.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                    | Pure Cycle Corp.                                                                     | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1209.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bancorp Inc                               | Flagstar Bancorp, Inc.                                                               | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |       611 | NS      | $22936.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                     | A O Smith Corp.                                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      3890 | NS      | $236278.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -437244 | PA      | $-437244.30   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Wesson Brands Inc                          | Smith & Wesson Brands, Inc.                                                          | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       285 | NS      | $3354.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                      | Blackbaud, Inc.                                                                      | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       560 | NS      | $33191.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The                      | Container Store Group, Inc.                                                          | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |       189 | NS      | $897.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                           | Fox Factory Holding Corp.                                                            | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       493 | NS      | $52307.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                        | SPDR Gold Trust ETF                                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | GB        |     42000 | NC      | $-336420.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC         | Jones Deslauriers Insurance Management, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2078889 | PA      | $1433839.47   | 0.27%             | 2028-03-27      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Lifetime Brands Inc                                | Lifetime Brands, Inc.                                                                | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |        75 | NS      | $630.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                        | MaxCyte, Inc.                                                                        | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |       563 | NS      | $3372.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codiak Biosciences Inc                             | Codiak Biosciences, Inc.                                                             | CUSIP: 192010106<br>LEI: 549300QVVVW74Y10Q230 | Long             | EC               | CORP              | US        |        94 | NS      | $64.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd.                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1532351.73   | 0.29%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                           | Cogent Communications Group, Inc.                                                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487500.00    | 0.09%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Fuels Inc/Canada                            | Energy Fuels, Inc.                                                                   | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |       900 | NS      | $6246.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biodesix Inc                                       | Biodesix, Inc.                                                                       | CUSIP: 09075X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $150.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I                     | Hannon Armstrong Sustainable Infrastructure Capital, Inc.                            | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       896 | NS      | $29066.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc                               | Cardiff Oncology, Inc.                                                               | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |       226 | NS      | $359.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORP                                        | Harsco Corp.                                                                         | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2119687.50   | 0.40%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DMC Global Inc                                     | DMC Global, Inc.                                                                     | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       111 | NS      | $2041.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                    | NeoGenomics, Inc.                                                                    | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1325 | NS      | $14853.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                  | AngioDynamics, Inc.                                                                  | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       220 | NS      | $2849.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                           | ASGN, Inc.                                                                           | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       596 | NS      | $53997.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                | Paycom Software, Inc.                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1974 | NS      | $669383.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2239526 | PA      | $-2239525.69  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| CorVel Corp                                        | CorVel Corp.                                                                         | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $7801.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                | Carrier Global Corp.                                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      5916 | NS      | $262197.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                            | Helios Technologies, Inc.                                                            | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       378 | NS      | $19935.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corp                                        | Yellow Corp.                                                                         | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |       300 | NS      | $960.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                    | MillerKnoll, Inc.                                                                    | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       872 | NS      | $17780.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                         | Tucows, Inc.                                                                         | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |        58 | NS      | $1780.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                | Diebold Nixdorf, Inc.                                                                | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       429 | NS      | $922.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                | Workhorse Group, Inc.                                                                | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |       875 | NS      | $2012.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                       | Ameresco, Inc.                                                                       | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       362 | NS      | $23718.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Companies, Inc.                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $2021580.00   | 0.38%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEL-SCI Corp                                       | CEL-SCI Corp.                                                                        | CUSIP: 150837607<br>LEI: 549300FIWOFSETIVMI17 | Long             | EC               | CORP              | US        |       214 | NS      | $635.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                       | AtriCure, Inc.                                                                       | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $23919.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | HighTower Holding LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2803459 | PA      | $2614225.63   | 0.50%             | 2028-04-21      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Ooma Inc                                           | Ooma, Inc.                                                                           | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $2047.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC                                      | Steelcase, Inc.                                                                      | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1272573.82   | 0.24%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VistaGen Therapeutics Inc                          | VistaGen Therapeutics, Inc.                                                          | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1156 | NS      | $159.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                   | 2seventy bio, Inc.                                                                   | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $2115.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp                                       | Invitae Corp.                                                                        | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |      2340 | NS      | $6949.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Thunderbird A                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   3189444 | PA      | $2998077.77   | 0.57%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| DermTech Inc                                       | DermTech, Inc.                                                                       | CUSIP: 24984K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $367.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers                      | Tanger Factory Outlet Centers, Inc.                                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       600 | NS      | $11670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                            | CNO Financial Group, Inc.                                                            | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       704 | NS      | $16529.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                  | Sprout Social, Inc.                                                                  | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $31429.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI CG INC                                         | CPI CG, Inc.                                                                         | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2711045.79   | 0.52%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                        | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   3125000 | PA      | $2597151.84   | 0.49%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pyxis Oncology Inc                                 | Pyxis Oncology, Inc.                                                                 | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $89.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                       | Watts Water Technologies, Inc.                                                       | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       321 | NS      | $50862.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                      | Ambarella, Inc.                                                                      | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | US        |       412 | NS      | $30570.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding Ltd.                                                                    | CUSIP: 12552GAG6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-O            | CORP              | KY        |   9000000 | PA      | $7521651.00   | 1.43%             | 2035-01-17      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Global Water Resources Inc                         | Global Water Resources, Inc.                                                         | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $958.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerate Diagnostics Inc                         | Accelerate Diagnostics, Inc.                                                         | CUSIP: 00430H102<br>LEI: 2549007HE5QY1QEQ8K43 | Long             | EC               | CORP              | US        |       196 | NS      | $170.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                           | Service Properties Trust                                                             | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      1924 | NS      | $15103.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                          | Rigel Pharmaceuticals, Inc.                                                          | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      1018 | NS      | $683.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                           | Silicon Laboratories, Inc.                                                           | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       444 | NS      | $64575.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                        | American Outdoor Brands, Inc.                                                        | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $794.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France S.A.                                                                   | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5260000 | PA      | $4208000.00   | 0.80%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gatos Silver Inc                                   | Gatos Silver, Inc.                                                                   | CUSIP: 368036109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $1051.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HOLDINGS LLC                                   | ITT Holdings LLC                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3209443.61   | 0.61%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource, Inc.                                                           | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1385801.10   | 0.26%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                                  | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1432635.90   | 0.27%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Seritage Growth Properties                         | Seritage Growth Properties                                                           | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |       222 | NS      | $2657.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                           | ORIC Pharmaceuticals, Inc.                                                           | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |       188 | NS      | $674.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                        | Inhibrx, Inc.                                                                        | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |       332 | NS      | $9953.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outlook Therapeutics Inc                           | Outlook Therapeutics, Inc.                                                           | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Long             | EC               | CORP              | US        |       646 | NS      | $671.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest Inc                                     | AppHarvest, Inc.                                                                     | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $374.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                                        | Markel Corp.                                                                         | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4848278.95   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Athenex Inc                                        | Athenex, Inc.                                                                        | CUSIP: 04685N103<br>LEI: 5493001V4L0Q5EPPOH52 | Long             | EC               | CORP              | US        |       515 | NS      | $108.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc                            | CytomX Therapeutics, Inc.                                                            | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |       386 | NS      | $671.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTI HOLDINGS INC                                   | LTI Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    175000 | PA      | $164813.25    | 0.03%             | 2025-09-08      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL, Inc.                                                                     | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3810000.00   | 0.72%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                   | Protective Industrial Products, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3791731 | PA      | $3444142.70   | 0.65%             | 2027-12-29      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Liberty TripAdvisor Holdings I                     | Liberty TripAdvisor Holdings, Inc.                                                   | CUSIP: 531465102<br>LEI: 5299006PCRAU736ZJ155 | Long             | EC               | CORP              | US        |       434 | NS      | $381.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                               | Cavco Industries, Inc.                                                               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $24800.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac                                         | Farmer Mac                                                                           | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |        53 | NS      | $6670.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                     | Charles River Laboratories International, Inc.                                       | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       985 | NS      | $225141.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                           | Children's Place, Inc.                                                               | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       161 | NS      | $5715.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUCE FINCO PLC                                    | Deuce FinCo plc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1151490.75   | 0.22%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust Inc                      | Ashford Hospitality Trust, Inc.                                                      | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $657.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                     | Buckle, Inc.                                                                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       174 | NS      | $7647.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBSON BRANDS INC                                  | Gibson Brands, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |   5706875 | PA      | $4394293.75   | 0.83%             | 2028-08-11      | Variable      | 9.13%                 | No            |                  3 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -722416 | PA      | $-722415.57   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                      | Boyne USA, Inc.                                                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1423872.00   | 0.27%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inozyme Pharma Inc                                 | Inozyme Pharma, Inc.                                                                 | CUSIP: 45790W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $123.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                      | American Eagle Outfitters, Inc.                                                      | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1778 | NS      | $28127.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                      | Martin Marietta Materials, Inc.                                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       689 | NS      | $252504.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp                             | Snap One Holdings Corp.                                                              | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |       100 | NS      | $811.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Restaurant Group Inc                       | Carrols Restaurant Group, Inc.                                                       | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |       199 | NS      | $296.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atreca Inc                                         | Atreca, Inc.                                                                         | CUSIP: 04965G109<br>LEI: 549300B5CQV1OOXFLU71 | Long             | EC               | CORP              | US        |       154 | NS      | $164.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                       | SpringWorks Therapeutics, Inc.                                                       | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $8269.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP DREAM ACQUISITION CO LLC                       | ASP Dream Acquisiton Co. LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3233750 | PA      | $3120568.75   | 0.59%             | 2028-12-15      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Shyft Group Inc/The                                | Shyft Group, Inc.                                                                    | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |       406 | NS      | $9959.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iCAD Inc                                           | iCAD, Inc.                                                                           | CUSIP: 44934S206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $234.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                         | Telos Corp.                                                                          | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |       238 | NS      | $975.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                         | GrafTech International Ltd.                                                          | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      2345 | NS      | $12663.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                   | W R Berkley Corp.                                                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |         0 | NS      | $38.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                           | MarketAxess Holdings, Inc.                                                           | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       746 | NS      | $199868.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                           | Gevo, Inc.                                                                           | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      1167 | NS      | $2544.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                            | Chimera Investment Corp.                                                             | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      2752 | NS      | $18851.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -2664449 | PA      | $-2664449.22  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1345439 | PA      | $-1345438.62  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Rapid Micro Biosystems Inc                         | Rapid Micro Biosystems, Inc.                                                         | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $176.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1173170 | PA      | $-1173169.52  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Aemetis Inc                                        | Aemetis, Inc.                                                                        | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |       161 | NS      | $887.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                             | Stoke Therapeutics, Inc.                                                             | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       113 | NS      | $852.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                       | Celcuity, Inc.                                                                       | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $520.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                   | SecureWorks Corp.                                                                    | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $416.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWOOD FINANCING PLC                             | Sherwood Financing plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1233826.59   | 0.23%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                       | Moody's Corp.                                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       840 | NS      | $250546.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                       | Lemonade, Inc.                                                                       | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |        30 | NS      | $595.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1                         | Invesco QQQ Trust Series                                                             | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |     70718 | NS      | $20745832.48  | 3.94%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                           | VSE Corp.                                                                            | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        63 | NS      | $3089.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                           | IDT Corp.                                                                            | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |        85 | NS      | $2375.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Propertie                     | Industrial Logistics Properties Trust                                                | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       380 | NS      | $1546.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                      | Southern Missouri Bancorp, Inc.                                                      | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $2333.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                      | Synaptics, Inc.                                                                      | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       463 | NS      | $49064.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1948156 | PA      | $-1948155.50  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Grid Dynamics Holdings Inc                         | Grid Dynamics Holdings, Inc.                                                         | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $6752.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                       | Inseego Corp.                                                                        | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |       498 | NS      | $632.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                               | Viant Technology, Inc.                                                               | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $259.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USI INC/NY                                         | USI, Inc.                                                                            | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1274144.07   | 0.24%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Accolade Inc                                       | Accolade, Inc.                                                                       | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |       601 | NS      | $5306.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                                 | American Well Corp.                                                                  | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2183 | NS      | $7967.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                   | Nuvation Bio, Inc.                                                                   | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1852 | NS      | $3537.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                 | Thryv Holdings, Inc.                                                                 | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $1726.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                               | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319375.00    | 0.06%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                  | Rent-A-Center, Inc.                                                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3412000 | PA      | $2806370.00   | 0.53%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clovis Oncology Inc                                | Clovis Oncology, Inc.                                                                | CUSIP: 189464100<br>LEI: 529900WCUY9ZAHMRV489 | Long             | EC               | CORP              | US        |       672 | NS      | $221.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eargo Inc                                          | Eargo, Inc.                                                                          | CUSIP: 270087109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $111.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                     | S&P Global, Inc.                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       673 | NS      | $237434.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ChromaDex Corp                                     | ChromaDex Corp.                                                                      | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |       279 | NS      | $479.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings                     | Arcturus Therapeutics Holdings, Inc.                                                 | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $2305.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VirnetX Holding Corp                               | VirnetX Holding Corp.                                                                | CUSIP: 92823T108<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |       378 | NS      | $495.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc                            | Viking Therapeutics, Inc.                                                            | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |       407 | NS      | $1648.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODPACK PTE LTD                                   | IBC Capital Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493003ZYID1KN87T037       | Long             | LON              | CORP              | KY        |   1979275 | PA      | $1945884.25   | 0.37%             | 2023-09-11      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Asensus Surgical Inc                               | Asensus Surgical, Inc.                                                               | CUSIP: 04367G103<br>LEI: 5493005KN31IIY2XSQ42 | Long             | EC               | CORP              | US        |      1394 | NS      | $571.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Pharmaceuticals Inc                       | Infinity Pharmaceuticals, Inc.                                                       | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |       521 | NS      | $285.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                     | Amazon.com, Inc.                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1757 | NS      | $169620.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHANANI GROUP INC                                  | Dhanani Group, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1144773 | PA      | $1133325.00   | 0.22%             | 2027-06-10      | Variable      | 9.89%                 | No            |                  3 | On Loan: No      |
| Ideaya Biosciences Inc                             | Ideaya Biosciences, Inc.                                                             | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |       195 | NS      | $3486.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp                            | Perpetua Resources Corp.                                                             | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | US        |       189 | NS      | $396.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                         | CarMax, Inc.                                                                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2577 | NS      | $178740.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1842611 | PA      | $-1842610.92  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp                                                                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     11155 | NS      | $209825.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                       | EyePoint Pharmaceuticals, Inc.                                                       | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |       142 | NS      | $454.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                       | Vericel Corp.                                                                        | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       545 | NS      | $12442.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc                            | Summit Therapeutics, Inc.                                                            | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $125.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                           | SCIL IV LLC / SCIL USA Holdings LLC                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1884915.00   | 0.36%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -924783 | PA      | $-924782.57   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Passage Bio Inc                                    | Passage Bio, Inc.                                                                    | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $268.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                           | LL Flooring Holdings, Inc.                                                           | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $1157.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                      | Papa John's International, Inc.                                                      | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       387 | NS      | $32221.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                       | Flywire Corp.                                                                        | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       659 | NS      | $14293.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd                                  | UroGen Pharma Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300C0YCX7CG2G5D50       | Long             | EC               | CORP              | US        |       116 | NS      | $994.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                    | Best Buy Company, Inc.                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2703 | NS      | $230565.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES INC                              | Carriage Services, Inc.                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2364075.00   | 0.45%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneWater Marine Inc                                | OneWater Marine, Inc.                                                                | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $1994.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                    | 1stdibs.com, Inc.                                                                    | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $638.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                           | Broadstone Net Lease, Inc.                                                           | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      1850 | NS      | $31394.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                  | Newmark Group, Inc.                                                                  | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1942 | NS      | $16468.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc                      | Singular Genomics Systems, Inc.                                                      | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       244 | NS      | $497.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athersys Inc                                       | Athersys, Inc.                                                                       | CUSIP: 04744L205<br>LEI: 529900SJN2POLMMUAI78 | Long             | EC               | CORP              | US        |        49 | NS      | $29.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Trust                                                                           | CUSIP: 12597XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327424 | PA      | $310250.34    | 0.06%             | 2060-08-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Velodyne Lidar Inc                                 | Velodyne Lidar, Inc.                                                                 | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |       451 | NS      | $444.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                     | West Pharmaceutical Services, Inc.                                                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       704 | NS      | $165200.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xilio Therapeutics Inc                             | Xilio Therapeutics, Inc.                                                             | CUSIP: 98422T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $110.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarLotz Inc                                        | CarLotz, Inc.                                                                        | CUSIP: 142552108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $71.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                           | EastGroup Properties, Inc.                                                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       473 | NS      | $73428.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                          | Udemy, Inc.                                                                          | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |        81 | NS      | $1149.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                 | Kennedy-Wilson, Inc.                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2760151.56   | 0.52%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| View Inc                                           | View, Inc.                                                                           | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $805.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                                  | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1331104.00   | 0.25%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Kezar Life Sciences Inc                            | Kezar Life Sciences, Inc.                                                            | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |       219 | NS      | $1710.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                           | Secretariat Advisors LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3771500 | PA      | $3601782.50   | 0.68%             | 2028-12-29      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications, Inc.                                                          | CUSIP: 775109BS9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EP               | CORP              | CA        |   1600000 | NS      | $1401590.96   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Gold Miners ETF/USA                         | VanEck Gold Miners ETF                                                               | CUSIP: 92189F106<br>LEI: 54930031TORTKAM9TJ98 | Long             | EC               | RF                | US        |    162400 | NS      | $4717720.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                         | Camping World Holdings, Inc.                                                         | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       489 | NS      | $13462.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                     | Sweetgreen, Inc.                                                                     | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $859.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allakos Inc                                        | Allakos, Inc.                                                                        | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |       417 | NS      | $3440.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                              | Avis Budget Group, Inc.                                                              | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       484 | NS      | $108222.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                      | Arrowhead Pharmaceuticals, Inc.                                                      | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1200 | NS      | $38640.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                         | Grifols Worldwide Operations USA, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $290208.00    | 0.06%             | 2027-11-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Stitch Fix Inc                                     | Stitch Fix, Inc.                                                                     | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       949 | NS      | $3833.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                               | WW International, Inc.                                                               | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       627 | NS      | $2589.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                         | Copart, Inc.                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4426 | NS      | $294594.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sientra Inc                                        | Sientra, Inc.                                                                        | CUSIP: 82621J105<br>LEI: 5493006T0OLHI64MOG63 | Long             | EC               | CORP              | US        |       342 | NS      | $95.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                 | Mativ Holdings, Inc.                                                                 | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       136 | NS      | $2820.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tabula Rasa HealthCare Inc                         | Tabula Rasa HealthCare, Inc.                                                         | CUSIP: 873379101<br>LEI: 549300K6KY242XRMEF28 | Long             | EC               | CORP              | US        |       134 | NS      | $603.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2238021 | PA      | $-2238020.60  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| iRadimed Corp                                      | iRadimed Corp.                                                                       | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |        37 | NS      | $1093.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                           | Yext, Inc.                                                                           | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      1330 | NS      | $7088.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APEX GROUP TREASURY LLC                            | Apex Group Treasury LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    550000 | PA      | $529375.00    | 0.10%             | 2028-07-27      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| CELTIC INTERMEDIATE CORP                           | National Mentor Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5280519 | PA      | $3730105.80   | 0.71%             | 2028-03-02      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Semtech Corp                                       | Semtech Corp.                                                                        | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       756 | NS      | $23239.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                         | AirSculpt Technologies, Inc.                                                         | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $136.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                            | GLP Capital Limited Partnership / GLP Financing II, Inc.                             | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2566340.76   | 0.49%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                     | Lowe's Companies, Inc.                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1151 | NS      | $244645.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncorus Inc                                        | Oncorus, Inc.                                                                        | CUSIP: 68236R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $58.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                       | Transcat, Inc.                                                                       | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |        42 | NS      | $3361.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                         | One Liberty Properties, Inc.                                                         | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |        95 | NS      | $2264.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group, Inc.                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      5454 | NS      | $231140.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ATLAS BUYER INC                                 | American Bath Group LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5693724 | PA      | $5003360.16   | 0.95%             | 2027-11-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION HOLDINGS CORP                    | Atlantic Aviation                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    800000 | PA      | $794504.00    | 0.15%             | 2028-09-22      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                           | Essex Property Trust, Inc.                                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       761 | NS      | $167709.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigilon Therapeutics Inc                           | Sigilon Therapeutics, Inc.                                                           | CUSIP: 82657L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $37.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                               | Summit Materials, Inc.                                                               | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      1387 | NS      | $42012.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                      | ABPCI Direct Lending Fund IX LLC                                                     | CUSIP: 000806AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3225775.00   | 0.61%             | 2031-11-18      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                         | Dover Corp.                                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1697 | NS      | $240889.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB_CV                                             | UCB                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       655 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Charles Schwab Corp/The                            | Charles Schwab Corp.                                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3186 | NS      | $262972.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp.                                                                | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    131500 | NS      | $2435380.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COS INC                                       | Hunt Companies, Inc.                                                                 | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1534333.11   | 0.29%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                         | Korn Ferry                                                                           | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       630 | NS      | $35928.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                           | Women's Care Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2969925 | PA      | $2778750.75   | 0.53%             | 2028-01-17      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| ONE Group Hospitality Inc/The                      | ONE Group Hospitality, Inc.                                                          | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |       123 | NS      | $810.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1270783 | PA      | $-1270783.48  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                          | DigitalOcean Holdings, Inc.                                                          | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       593 | NS      | $17689.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc                             | 22nd Century Group, Inc.                                                             | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $1131.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                            | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |    110000 | NS      | $2884200.00   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CURRENCY CONTRACT - Rec USD / Deliver CAD                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |  -6241000 | NC      | $-30605.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Infinera Corp                                      | Infinera Corp.                                                                       | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |      1081 | NS      | $7296.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                               | Ranpak Holdings Corp.                                                                | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       447 | NS      | $2418.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                     | Kennametal, Inc.                                                                     | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       980 | NS      | $25891.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                               | Sitio Royalties Corp.                                                                | CUSIP: 82982V101<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |         0 | NS      | $15.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                        | Maximus, Inc.                                                                        | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       716 | NS      | $50334.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                                   | CarParts.com, Inc.                                                                   | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |       291 | NS      | $1577.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citius Pharmaceuticals Inc                         | Citius Pharmaceuticals, Inc.                                                         | CUSIP: 17322U207<br>LEI: 5493005C10W36P4KQP40 | Long             | EC               | CORP              | US        |       687 | NS      | $803.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                           | Equitrans Midstream Corp.                                                            | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      4777 | NS      | $40079.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing, Inc.                                                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $4411362.68   | 0.84%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Harvard Bioscience Inc                             | Harvard Bioscience, Inc.                                                             | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |       234 | NS      | $599.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                  | Turtle Beach Corp.                                                                   | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |        90 | NS      | $859.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1101361 | PA      | $-1101360.57  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi Trends Inc                                    | Citi Trends, Inc.                                                                    | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        47 | NS      | $1420.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                             | Seres Therapeutics, Inc.                                                             | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |       414 | NS      | $2691.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                | STAG Industrial, Inc.                                                                | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2043 | NS      | $67235.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                           | Terraform Global Operating, LP                                                       | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1076089.50   | 0.20%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Integral Ad Science Holding Co                     | Integral Ad Science Holding Corp.                                                    | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $1741.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                        | eHealth, Inc.                                                                        | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       145 | NS      | $516.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                           | NFP Corp.                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2748947.50   | 0.52%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Editas Medicine Inc                                | Editas Medicine, Inc.                                                                | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       801 | NS      | $8490.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampio Pharmaceuticals Inc                          | Ampio Pharmaceuticals, Inc.                                                          | CUSIP: 03209T208<br>LEI: 529900DG3YQA5XIHV057 | Long             | EC               | CORP              | US        |        77 | NS      | $31.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                    | Macerich Co.                                                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      2498 | NS      | $31724.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                                        | Accuray, Inc.                                                                        | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |       550 | NS      | $1127.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verrica Pharmaceuticals Inc                        | Verrica Pharmaceuticals, Inc.                                                        | CUSIP: 92511W108<br>LEI: 5493002L68H6THU5GW50 | Long             | EC               | CORP              | US        |        78 | NS      | $253.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                               | Urban Outfitters, Inc.                                                               | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       804 | NS      | $23267.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                | CDW LLC / CDW Finance Corp.                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1567633.00   | 0.30%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                | General Electric Co.                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2771 | NS      | $238222.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                 | BCP V Modular Services Finance II plc                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2629220.51   | 0.50%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anterix Inc                                        | Anterix, Inc.                                                                        | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        68 | NS      | $2312.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIC ACQUISITION CORP                               | NIC Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3464824 | PA      | $2948703.92   | 0.56%             | 2027-12-29      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| MYR Group Inc                                      | MYR Group, Inc.                                                                      | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        96 | NS      | $9170.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                           | Ultra Clean Holdings, Inc.                                                           | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       521 | NS      | $18563.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                         | Vicor Corp.                                                                          | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       247 | NS      | $13335.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                     | Sierra Bancorp                                                                       | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $1796.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants In                     | Atlas Technical Consultants, Inc.                                                    | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $454.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteris Inc                                         | Iteris, Inc.                                                                         | CUSIP: 46564T107<br>LEI: 549300HHWPIES6047045 | Long             | EC               | CORP              | US        |       252 | NS      | $793.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                               | Fulgent Genetics, Inc.                                                               | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       246 | NS      | $8922.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                           | Blueprint Medicines Corp.                                                            | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       683 | NS      | $32640.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc                        | Theseus Pharmaceuticals, Inc.                                                        | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $441.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 9 Meters Biopharma Inc                             | 9 Meters Biopharma, Inc.                                                             | CUSIP: 654405208<br>LEI: 549300TNBRYXYEAI2956 | Long             | EC               | CORP              | US        |        67 | NS      | $114.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                | Meritage Homes Corp.                                                                 | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       432 | NS      | $37329.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW INTERNATIONAL INC                               | WW International, Inc.                                                               | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1009540.00   | 0.19%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                         | Tarsus Pharmaceuticals, Inc.                                                         | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $840.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                  | Redwood Trust, Inc.                                                                  | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |       675 | NS      | $5332.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Lightning A Unfunded                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   5381667 | PA      | $0.05         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| MiNK Therapeutics Inc                              | MiNK Therapeutics, Inc.                                                              | CUSIP: 603693102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $29.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA ENTERPRISES LLC                             | Sierra Acquisition, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5690415 | PA      | $3897933.94   | 0.74%             | 2024-11-11      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Stronghold Digital Mining Inc                      | Stronghold Digital Mining, Inc.                                                      | CUSIP: 86337R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $31.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                  | Lam Research Corp.                                                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       791 | NS      | $373652.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc                                    | Stereotaxis, Inc.                                                                    | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |       295 | NS      | $702.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp.                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2478278.06   | 0.47%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keros Therapeutics Inc                             | Keros Therapeutics, Inc.                                                             | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $4585.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                     | Brightcove, Inc.                                                                     | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |       242 | NS      | $1338.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1076250.00   | 0.20%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Magenta Therapeutics Inc                           | Magenta Therapeutics, Inc.                                                           | CUSIP: 55910K108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |       178 | NS      | $204.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                       | Zentalis Pharmaceuticals, Inc.                                                       | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $9467.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                             | Anika Therapeutics, Inc.                                                             | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        86 | NS      | $2712.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                | Morphic Holding, Inc.                                                                | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |       247 | NS      | $6797.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBET Inc                                           | EBET, Inc.                                                                           | CUSIP: 278700109<br>LEI: 549300SFUTRB5C1ZRU05 | Long             | EC               | CORP              | US        |        68 | NS      | $44.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                      | Old Dominion Freight Line, Inc.                                                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       834 | NS      | $252376.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD ACQUISITION CORP-A                             | MSD Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8944 | NS      | $536.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                           | First Bancshares, Inc.                                                               | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       120 | NS      | $4102.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                        | SkyWest, Inc.                                                                        | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       584 | NS      | $10774.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Therapeutics Inc                         | Frequency Therapeutics, Inc.                                                         | CUSIP: 35803L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $424.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                         | Upwork, Inc.                                                                         | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1378 | NS      | $16880.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group, Inc.                                                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2004786.01   | 0.38%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -1765777 | PA      | $-1765776.57  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                           | Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1345958.10   | 0.26%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia                                                                  | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $771463.13    | 0.15%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Oppenheimer Holdings Inc                           | Oppenheimer Holdings, Inc.                                                           | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $2291.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1492624 | PA      | $-1492624.45  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                  | CURRENCY CONTRACT - Rec USD / Deliver EUR                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        | -16950000 | NC      | $-695752.30   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Neogen Corp                                        | Neogen Corp.                                                                         | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      1258 | NS      | $20832.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L                     | Bank of NT Butterfield & Son Ltd.                                                    | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | US        |       294 | NS      | $10231.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp Inc                                | Triumph Bancorp, Inc.                                                                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       281 | NS      | $16792.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower, LP                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1426250.00   | 0.27%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2425755 | PA      | $-2425755.16  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1585361 | PA      | $-1585360.92  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| APTTUS CORP                                        | Apttus Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    395990 | PA      | $369589.33    | 0.07%             | 2028-05-08      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Humanigen Inc                                      | Humanigen, Inc.                                                                      | CUSIP: 444863203<br>LEI: 549300ILAUCQNMJQXL47 | Long             | EC               | CORP              | US        |       284 | NS      | $40.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                               | Quaker Chemical Corp.                                                                | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       157 | NS      | $30896.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                            | ANI Pharmaceuticals, Inc.                                                            | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        63 | NS      | $2642.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Society Pass Inc                                   | Society Pass, Inc.                                                                   | CUSIP: 83370P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $28.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                            | VZ Secured Financing BV                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $413750.00    | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spero Therapeutics Inc                             | Spero Therapeutics, Inc.                                                             | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |       144 | NS      | $279.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2385066 | PA      | $-2385065.87  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| TechTarget Inc                                     | TechTarget, Inc.                                                                     | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       305 | NS      | $13926.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP                                | FS KKR Capital Corp.                                                                 | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2804039.63   | 0.53%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LendingTree Inc                                    | LendingTree, Inc.                                                                    | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       136 | NS      | $3257.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                          | Qorvo, Inc.                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      5008 | NS      | $497044.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 89bio Inc                                          | 89bio, Inc.                                                                          | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $464.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                           | Sangamo Therapeutics, Inc.                                                           | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      1415 | NS      | $5178.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                          | Intellia Therapeutics, Inc.                                                          | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       814 | NS      | $41888.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eliem Therapeutics Inc                             | Eliem Therapeutics, Inc.                                                             | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $103.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAtla Inc                                        | BioAtla, Inc.                                                                        | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $1012.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                           | Crestwood Midstream Partners Limited Partnership / Crestwood Midstream Finance Corp. | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146231.40    | 0.03%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                          | Agios Pharmaceuticals, Inc.                                                          | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       640 | NS      | $19289.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                           | ON24, Inc.                                                                           | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $1231.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1272956 | PA      | $-1272955.57  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Acropolis Infrastructure Acqui                     | Acropolis Infrastructure Acquisition Corp.                                           | CUSIP: 005029103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75728 | NS      | $748192.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd.                                         | Start Ltd.                                                                           | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |   1610750 | PA      | $1117312.79   | 0.21%             | 2043-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1457383 | PA      | $-1457383.22  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Granite Construction Inc                           | Granite Construction, Inc.                                                           | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       268 | NS      | $9653.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                      | SunPower Corp.                                                                       | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       937 | NS      | $22722.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                           | CEVA, Inc.                                                                           | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       132 | NS      | $3586.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                   | Vector Group Ltd.                                                                    | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      1685 | NS      | $18703.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apyx Medical Corp                                  | Apyx Medical Corp.                                                                   | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |       185 | NS      | $325.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                         | Insmed, Inc.                                                                         | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      1377 | NS      | $25460.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                      | Trupanion, Inc.                                                                      | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       446 | NS      | $23312.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETIQ INC                                          | PetIQ LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1932192 | PA      | $1758294.98   | 0.33%             | 2028-04-13      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group, Inc.                                                            | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   5000000 | NS      | $3955180.65   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Glatfelter Corp                                    | Glatfelter Corp.                                                                     | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       261 | NS      | $905.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                         | Cardiovascular Systems, Inc.                                                         | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |       234 | NS      | $3278.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seelos Therapeutics Inc                            | Seelos Therapeutics, Inc.                                                            | CUSIP: 81577F109<br>LEI: 5493009HV8O6R1WGZ132 | Long             | EC               | CORP              | US        |       585 | NS      | $478.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology                      | International Game Technology plc                                                    | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |      1173 | NS      | $28785.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1548787 | PA      | $-1548787.33  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Molecular Transport In                     | Applied Molecular Transport, Inc.                                                    | CUSIP: 03824M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $155.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                         | Inovio Pharmaceuticals, Inc.                                                         | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |      2464 | NS      | $5026.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                         | Absci Corp.                                                                          | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $717.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1955660 | PA      | $-1955659.99  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Vista Outdoor Inc                                  | Vista Outdoor, Inc.                                                                  | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       330 | NS      | $9230.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                        | Hibbett, Inc.                                                                        | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |        80 | NS      | $5332.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                       | National Vision Holdings, Inc.                                                       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       969 | NS      | $39205.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                       | Cooper-Standard Holdings, Inc.                                                       | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |       100 | NS      | $707.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                                  | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $783190.27    | 0.15%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc                           | Winnebago Industries, Inc.                                                           | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       379 | NS      | $22205.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                       | Exponent, Inc.                                                                       | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       606 | NS      | $62666.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -1452691 | PA      | $-1452691.35  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings                      | Sun Country Airlines Holdings, Inc.                                                  | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       187 | NS      | $3777.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                      | White Cap Supply Holdings LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99749 | PA      | $95921.38     | 0.02%             | 2027-10-19      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BioLife Solutions Inc                              | BioLife Solutions, Inc.                                                              | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |        61 | NS      | $1291.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                          | Warner Bros Discovery, Inc.                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     10664 | NS      | $121569.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                      | Schrodinger Incorporated/United States                                               | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $9558.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                           | Travere Therapeutics, Inc.                                                           | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       348 | NS      | $7005.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                           | Simon Property Group, Inc.                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1966 | NS      | $234819.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                               | Beauty Health Co.                                                                    | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1022 | NS      | $10986.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -3194210 | PA      | $-3194210.20  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group, Inc.                                                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2396486.40   | 0.46%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Honest Co Inc/The                                  | Honest Company, Inc.                                                                 | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $1425.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                              | Reynolds American, Inc.                                                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1430938.41   | 0.27%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1165227 | PA      | $-1165226.99  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                 | AASET Trust                                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    943743 | PA      | $736991.51    | 0.14%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SAVERGLASS SAS                                     | Saverglass                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1425406.42   | 0.27%             | 2029-02-19      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1000341 | PA      | $-1000341.47  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                    | Hanesbrands, Inc.                                                                    | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91000.00     | 0.02%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US FARATHANE LLC                                   | US Farathane LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    345333 | PA      | $310800.00    | 0.06%             | 2024-12-23      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Installed Building Products In                     | Installed Building Products, Inc.                                                    | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       276 | NS      | $23440.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                    | Shake Shack, Inc.                                                                    | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       439 | NS      | $23091.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                     | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91132.00     | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shattuck Labs Inc                                  | Shattuck Labs, Inc.                                                                  | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $358.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                          | Crocs, Inc.                                                                          | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1333566.55   | 0.25%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cara Therapeutics Inc                              | Cara Therapeutics, Inc.                                                              | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       264 | NS      | $3115.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mustang Bio Inc                                    | Mustang Bio, Inc.                                                                    | CUSIP: 62818Q104<br>LEI: 5493004W0VC1DPECQ779 | Long             | EC               | CORP              | US        |       426 | NS      | $215.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                              | Alerus Financial Corp.                                                               | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |        89 | NS      | $2105.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finch Therapeutics Group Inc                       | Finch Therapeutics Group, Inc.                                                       | CUSIP: 31773D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $43.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp.                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5158465.00   | 0.98%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                                    | Uniti Group, Inc.                                                                    | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      1153 | NS      | $8785.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE Corp                                        | EMCORE Corp.                                                                         | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |       218 | NS      | $309.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                        | Centerspace                                                                          | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |        83 | NS      | $5353.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Durect Corp                                        | Durect Corp.                                                                         | CUSIP: 266605104<br>LEI: 549300EW9IYW3V3QPJ86 | Long             | EC               | CORP              | US        |      1348 | NS      | $566.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIOLIN BIDCO                                       | Piolin BidCo S.A.U.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1036369.32   | 0.20%             | 2026-09-16      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc                          | Emergent BioSolutions, Inc.                                                          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       287 | NS      | $3530.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp.                                                               | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |       600 | NS      | $15882.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -254269 | PA      | $-254269.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Homology Medicines Inc                             | Homology Medicines, Inc.                                                             | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |       249 | NS      | $383.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laird Superfood Inc                                | Laird Superfood, Inc.                                                                | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $41.81        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                           | HomeTrust Bancshares, Inc.                                                           | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        87 | NS      | $2227.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS HOLDINGS INC          | Ascend Performance Materials Operations LLC                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    525000 | PA      | $501705.75    | 0.10%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -938472 | PA      | $-938472.04   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| AVALARA INC                                        | Avalara, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2636364 | PA      | $2598802.67   | 0.49%             | 2028-10-19      | Variable      | 11.21%                | No            |                  3 | On Loan: No      |
| Equifax Inc                                        | Equifax, Inc.                                                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1142 | NS      | $225396.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                                  | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $800391.86    | 0.15%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                       | Teradyne, Inc.                                                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      6613 | NS      | $617984.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TGP HOLDINGS III LLC                               | TGP Holdings LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    177095 | PA      | $141743.53    | 0.03%             | 2028-06-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Marinus Pharmaceuticals Inc                        | Marinus Pharmaceuticals, Inc.                                                        | CUSIP: 56854Q200<br>LEI: 549300NCT4OJF7JV1084 | Long             | EC               | CORP              | US        |       220 | NS      | $1053.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc                              | Kinnate Biopharma, Inc.                                                              | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |       153 | NS      | $1211.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                          | Zevia PBC                                                                            | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $260.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                           | PVH Corp.                                                                            | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      6676 | NS      | $448493.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                | Tronox Holdings plc                                                                  | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |      1344 | NS      | $18990.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2022-III Ltd.                                                           | CUSIP: 12571HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $911493.00    | 0.17%             | 2035-04-21      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1316594 | PA      | $-1316593.53  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Quotient Ltd                                       | Quotient Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300BOTHGGT8D81659       | Long             | EC               | CORP              | US        |        12 | NS      | $8.89         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                       | Cimpress plc                                                                         | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | US        |       205 | NS      | $6065.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                  | Expedia Group, Inc.                                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2988 | NS      | $319237.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                  | MFA Financial, Inc.                                                                  | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       649 | NS      | $7255.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                     | Ziff Davis, Inc.                                                                     | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       508 | NS      | $46868.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                          | Zuora, Inc.                                                                          | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |      1333 | NS      | $10237.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                | Berkeley Lights, Inc.                                                                | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |       578 | NS      | $1699.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                   | RealReal, Inc.                                                                       | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       940 | NS      | $1400.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                  | Boston Omaha Corp.                                                                   | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |       118 | NS      | $3380.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BREITLING HOLDINGS SARL                            | Breitling Financing SARL                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2000000 | PA      | $1967611.50   | 0.37%             | 2028-10-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| City Office REIT Inc                               | City Office REIT, Inc.                                                               | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |       254 | NS      | $2512.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAROS MORTGAGE TRUST INC                          | Claros Mortgage Trust, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    347375 | PA      | $341730.16    | 0.06%             | 2026-08-10      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc                                         | Rapid7, Inc.                                                                         | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       659 | NS      | $19374.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                       | Icosavax, Inc.                                                                       | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $440.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEI Pharma Inc                                     | MEI Pharma, Inc.                                                                     | CUSIP: 55279B202<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |       666 | NS      | $226.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reneo Pharmaceuticals Inc                          | Reneo Pharmaceuticals, Inc.                                                          | CUSIP: 75974E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $111.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp.                                                               | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    750000 | NS      | $787500.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                | NuStar Logistics, LP                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5580000.00   | 1.06%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARDIAN SAS                                         | Florida Food Products LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3233750 | PA      | $2942712.50   | 0.56%             | 2028-10-18      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                       | Topgolf Callaway Brands Corp.                                                        | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      1357 | NS      | $28429.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co.                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    400000 | NS      | $348500.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CELTIC INTERMEDIATE CORP                           | National Mentor Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    168375 | PA      | $118938.29    | 0.02%             | 2028-03-02      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                   | LTI Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    248125 | PA      | $234324.29    | 0.04%             | 2026-07-24      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Party City Holdco Inc                              | Party City Holdco, Inc.                                                              | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |       658 | NS      | $467.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                             | Northfield Bancorp, Inc.                                                             | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $4115.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                          | Superior Group of Companies, Inc.                                                    | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |        69 | NS      | $690.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                         | Lattice Semiconductor Corp.                                                          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      1586 | NS      | $115508.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                 | Aspen Aerogels, Inc.                                                                 | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $3171.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1710311 | PA      | $-1710311.19  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                         | Amneal Pharmaceuticals, Inc.                                                         | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |       594 | NS      | $1520.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                     | Office Properties Income Trust                                                       | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $4296.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING INC                               | Cengage Learning, Inc.                                                               | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1518000.00   | 0.29%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vincerx Pharma Inc                                 | Vincerx Pharma, Inc.                                                                 | CUSIP: 92731L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $66.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                     | Essential Properties Realty Trust, Inc.                                              | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      1411 | NS      | $32749.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Companies, Inc.                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $439460.99    | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Domo Inc                                           | Domo, Inc.                                                                           | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       330 | NS      | $4719.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Therapeutics Inc                              | Rain Therapeutics, Inc.                                                              | CUSIP: 75082Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $710.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                             | Power Integrations, Inc.                                                             | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       691 | NS      | $55611.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                         | Conn's, Inc.                                                                         | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |       106 | NS      | $1055.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc                             | National CineMedia, Inc.                                                             | CUSIP: 635309107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $152.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes Trust                                                                 | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $977184.78    | 0.19%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RadNet Inc                                         | RadNet, Inc.                                                                         | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |       266 | NS      | $5258.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acutus Medical Inc                                 | Acutus Medical, Inc.                                                                 | CUSIP: 005111109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $91.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                           | British Telecommunications plc                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4035937.50   | 0.77%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Coursera Inc                                       | Coursera, Inc.                                                                       | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       851 | NS      | $11862.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc                          | F45 Training Holdings, Inc.                                                          | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |       176 | NS      | $473.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NFM & J LLC                                        | The Facilities Group                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -370690 | PA      | $-8696.42     | -0.00%            | 2027-11-30      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| AgEagle Aerial Systems Inc                         | AgEagle Aerial Systems, Inc.                                                         | CUSIP: 00848K101<br>LEI: 5493007TRVZ53BHRWE03 | Long             | EC               | CORP              | US        |       406 | NS      | $173.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                     | Public Storage                                                                       | CUSIP: 74460W396<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     58000 | NS      | $1039940.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Duluth Holdings Inc                                | Duluth Holdings, Inc.                                                                | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        72 | NS      | $630.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                          | Viad Corp.                                                                           | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       120 | NS      | $3553.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluent Inc                                         | Fluent, Inc.                                                                         | CUSIP: 34380C102<br>LEI: 549300P3G8O165ICY429 | Long             | EC               | CORP              | US        |       258 | NS      | $332.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                          | News Corp.                                                                           | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2871 | NS      | $55840.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                       | Navient Corp.                                                                        | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      1773 | NS      | $29378.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                 | Outset Medical, Inc.                                                                 | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $11551.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCPR SR SECURED FIN DAC                            | LCPR Senior Secured Financing DAC                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    445000 | PA      | $367809.72    | 0.07%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2300710 | PA      | $-2300710.39  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Arteris Inc                                        | Arteris, Inc.                                                                        | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $143.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Corp                                         | Regis Corp.                                                                          | CUSIP: 758932107<br>LEI: 5493000Q1S5TJIDIQH89 | Long             | EC               | CORP              | US        |       248 | NS      | $322.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                               | Rent-A-Center, Inc.                                                                  | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       773 | NS      | $18621.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Obligations C                     | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares             | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |   1218550 | NS      | $1218550.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                  | Herc Holdings, Inc.                                                                  | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       292 | NS      | $37425.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                         | Finance of America Companies, Inc.                                                   | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $145.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore Inc                                       | comScore, Inc.                                                                       | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       417 | NS      | $562.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                     | First Financial Bankshares, Inc.                                                     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1517 | NS      | $56053.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invacare Corp                                      | Invacare Corp.                                                                       | CUSIP: 461203101<br>LEI: 549300NNUTG7HCZICS76 | Long             | EC               | CORP              | US        |       200 | NS      | $70.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1755730 | PA      | $-1755729.84  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Lightning A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   3118333 | PA      | $2931233.34   | 0.56%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -1881539 | PA      | $-1881539.20  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Remitly Global Inc                                 | Remitly Global, Inc.                                                                 | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $742.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                           | Weave Communications, Inc.                                                           | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $106.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                        | Outcomes Group Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150000 | PA      | $142500.00    | 0.03%             | 2026-10-26      | Variable      | 12.05%                | No            |                  3 | On Loan: No      |
| NEW TROJAN PARENT INC                              | New Trojan Parent, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    673295 | PA      | $486119.32    | 0.09%             | 2028-01-06      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                   | Merlin Buyer, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3283500 | PA      | $3068036.73   | 0.58%             | 2028-12-14      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Entravision Communications Cor                     | Entravision Communications Corp.                                                     | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       358 | NS      | $1990.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -306823 | PA      | $-306822.57   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                           | iShares Russell 2000 Index ETF                                                       | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |    110017 | NS      | $20613885.29  | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                               | LXP Industrial Trust                                                                 | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      3282 | NS      | $35314.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                              | Alphatec Holdings, Inc.                                                              | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       421 | NS      | $4319.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                            | 8x8, Inc.                                                                            | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      1327 | NS      | $5679.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                     | Portillo's, Inc.                                                                     | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $2745.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                           | American Software, Inc.                                                              | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $2769.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                             | Danimer Scientific, Inc.                                                             | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |      1055 | NS      | $2806.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1025462 | PA      | $-1025462.34  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Sto                     | Cracker Barrel Old Country Store, Inc.                                               | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       278 | NS      | $31914.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                            | Senseonics Holdings, Inc.                                                            | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |      5152 | NS      | $5718.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iBio Inc                                           | iBio, Inc.                                                                           | CUSIP: 451033609<br>LEI: 529900EW4RXUITGKUT34 | Long             | EC               | CORP              | US        |        52 | NS      | $79.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Ltd Duration Incom                     | Eaton Vance Limited Duration Income Fund                                             | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |    309597 | NS      | $3219808.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill & Co Inc                                 | Greenhill & Company, Inc.                                                            | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |        85 | NS      | $795.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International                     | Compass Minerals International, Inc.                                                 | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       200 | NS      | $8870.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                        | Apollo Medical Holdings, Inc.                                                        | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       442 | NS      | $12579.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                        | Atomera, Inc.                                                                        | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $1023.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING II CORPORATION       | PECF USS Intermediate Holding III Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    448869 | PA      | $362089.44    | 0.07%             | 2028-12-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | Liberty Mutual Group, Inc.                                                           | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3076290.00   | 0.58%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Motor Products Inc                        | Standard Motor Products, Inc.                                                        | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       124 | NS      | $4762.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                           | Saia, Inc.                                                                           | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       310 | NS      | $75512.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                    | MicroVision, Inc.                                                                    | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |      1959 | NS      | $5935.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                        | Groupon, Inc.                                                                        | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |       140 | NS      | $1166.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                      | Citigroup, Inc.                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4721 | NS      | $228543.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                         | Heska Corp.                                                                          | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       114 | NS      | $7335.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                  | Sleep Number Corp.                                                                   | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       260 | NS      | $7605.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp                            | Hooker Furnishings Corp.                                                             | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $1173.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                      | REV Group, Inc.                                                                      | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       200 | NS      | $2778.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ikena Oncology Inc                                 | Ikena Oncology, Inc.                                                                 | CUSIP: 45175G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $359.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2019-1 Trust                                 | AASET Trust                                                                          | CUSIP: 00256DAA0<br>LEI: 549300TXM3PCKZJKD061 | Long             | ABS-O            | CORP              | US        |   1021656 | PA      | $678625.44    | 0.13%             | 2039-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                            | Sweetwater Sound                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $462500.00    | 0.09%             | 2028-08-07      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Global Market Strategies                                                     | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $1959007.50   | 0.37%             | 2035-04-15      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| Sight Sciences Inc                                 | Sight Sciences, Inc.                                                                 | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $1340.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group                      | Diamond Hill Investment Group, Inc.                                                  | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        17 | NS      | $3025.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                              | Veeco Instruments, Inc.                                                              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       291 | NS      | $5785.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                        | Atrion Corp.                                                                         | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $4838.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                            | European Wax Center, Inc.                                                            | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $2175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                        | Moelis & Co.                                                                         | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       714 | NS      | $30859.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vapotherm Inc                                      | Vapotherm, Inc.                                                                      | CUSIP: 922107107<br>LEI: 549300A6KMUMDX27EQ68 | Long             | EC               | CORP              | US        |       135 | NS      | $120.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                           | TK Elevator US Newco, Inc.                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2386777.60   | 0.45%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adient PLC                                         | Adient plc                                                                           | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |      1106 | NS      | $43067.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                                          | Weber, Inc.                                                                          | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $727.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                         | Fisker, Inc.                                                                         | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      1915 | NS      | $14822.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                      | Blackline, Inc.                                                                      | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       633 | NS      | $42847.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                   | Primo Water Corp.                                                                    | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | US        |      1845 | NS      | $28874.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                              | MeiraGTx Holdings plc                                                                | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | US        |       177 | NS      | $1090.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                           | Fortune Brands Home & Security, Inc.                                                 | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $889225.50    | 0.17%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aligos Therapeutics Inc                            | Aligos Therapeutics, Inc.                                                            | CUSIP: 01626L105<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |       125 | NS      | $125.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital plc                                                           | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1044344.78   | 0.20%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc                               | Douglas Dynamics, Inc.                                                               | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       134 | NS      | $5215.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                      | Citigroup Mortgage Loan Trust                                                        | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441637 | PA      | $429282.66    | 0.08%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Noodles & Co                                       | Noodles & Co.                                                                        | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |       242 | NS      | $1333.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch         | BMO Capital Markets Corp.                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1418129 | PA      | $-1418128.58  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| American Woodmark Corp                             | American Woodmark Corp.                                                              | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |        97 | NS      | $5257.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Commercial Mort                     | LCCM Trust                                                                           | CUSIP: 50202KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $937835.00    | 0.18%             | 2038-12-13      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                       | Ginkgo Bioworks Holdings, Inc.                                                       | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $851.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -251642 | PA      | $-251641.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Inspire Medical Systems Inc                        | Inspire Medical Systems, Inc.                                                        | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       314 | NS      | $75852.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                              | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                  | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1526250.00   | 0.29%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gentherm Inc                                       | Gentherm, Inc.                                                                       | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       390 | NS      | $27920.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Werewolf Therapeutics Inc                          | Werewolf Therapeutics, Inc.                                                          | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $279.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                         | Erasca, Inc.                                                                         | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       335 | NS      | $2529.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                     | CBRE Group, Inc.                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2920 | NS      | $232432.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc                     | Allied Motion Technologies, Inc.                                                     | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |        69 | NS      | $2445.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                       | TrueBlue, Inc.                                                                       | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $4423.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                      | Valvoline, Inc.                                                                      | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388763.56    | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                          | Aptiv plc                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4627 | NS      | $493562.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotwire Funding LLC                                | Hotwire Funding LLC                                                                  | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $6368675.39   | 1.21%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                         | Stanley Black & Decker, Inc.                                                         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1746 | NS      | $142683.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Power Holding Corp                          | Spruce Power Holding Corp.                                                           | CUSIP: 9837FR100<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |       625 | NS      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLICITY INC-A                                     | Colicity, Inc.                                                                       | CUSIP: 194170114<br>LEI: N/A                  | N/A              | DE               |  | US        |      6716 | NS      | $6.72         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAGE INTL / FAGE  USA                              | FAGE International S.A. / FAGE USA Dairy Industry, Inc.                              | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3242000 | PA      | $2967173.07   | 0.56%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                        | Invesco Ltd.                                                                         | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |     29197 | NS      | $557954.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                               | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789057.12    | 0.15%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waterstone Financial Inc                           | Waterstone Financial, Inc.                                                           | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       128 | NS      | $2144.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                    | Q2 Holdings, Inc.                                                                    | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       638 | NS      | $17353.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I                     | Sunnova Energy International, Inc.                                                   | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      1009 | NS      | $23035.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & L                           | New Enterprise Stone & Lime Company, Inc.                                            | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407250.00    | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                     | Starbucks Corp.                                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3091 | NS      | $315900.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                          | Keysight Technologies, Inc.                                                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1753 | NS      | $317100.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryvyl Inc                                          | Ryvyl, Inc.                                                                          | CUSIP: 39366L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $79.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                            | AZZ, Inc.                                                                            | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       143 | NS      | $5953.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubius Therapeutics Inc                            | Rubius Therapeutics, Inc.                                                            | CUSIP: 78116T103<br>LEI: 549300ER84PB0QV6HZ76 | Long             | EC               | CORP              | US        |       547 | NS      | $121.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNA                           | Compass Minerals International, Inc.                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1832307.29   | 0.35%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1288719 | PA      | $-1288718.87  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Safehold Inc                                       | Safehold, Inc.                                                                       | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       272 | NS      | $8031.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Lightning B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    403549 | PA      | $367229.60    | 0.07%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| OmniAb Inc                                         | OmniAb, Inc.                                                                         | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $3070.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada, New York Branch              | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Short            | RA               | CORP              | CA        |   -674977 | PA      | $-674976.83   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Sciences Inc                                | Kodiak Sciences, Inc.                                                                | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       399 | NS      | $2944.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                         | Dexcom, Inc.                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2620 | NS      | $304653.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX International Corp                            | VOXX International Corp.                                                             | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |        92 | NS      | $1011.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                           | NCR Corp.                                                                            | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2741184.32   | 0.52%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                  | Waste Pro USA, Inc.                                                                  | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92289.00     | 0.02%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                            | Zebra Technologies Corp.                                                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1317 | NS      | $355958.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                       | Precigen, Inc.                                                                       | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |       565 | NS      | $1028.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                                | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $223987.50    | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                           | eBay, Inc.                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      5107 | NS      | $232062.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                               | Hilltop Holdings, Inc.                                                               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       362 | NS      | $10787.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                               | Wabash National Corp.                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1479762.83   | 0.28%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -1515318 | PA      | $-1515317.84  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos Bio Inc                                     | Kronos Bio, Inc.                                                                     | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $438.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AquaBounty Technologies Inc                        | AquaBounty Technologies, Inc.                                                        | CUSIP: 03842K200<br>LEI: 549300TOJ0S836KCH094 | Long             | EC               | CORP              | US        |       326 | NS      | $224.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                             | Skyworks Solutions, Inc.                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      4710 | NS      | $450370.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup, Inc.                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4037500.00   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                             | Patrick Industries, Inc.                                                             | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       133 | NS      | $7438.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CalAmp Corp                                        | CalAmp Corp.                                                                         | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |       208 | NS      | $750.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                                  | Athira Pharma, Inc.                                                                  | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $597.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                          | Orchid Island Capital, Inc.                                                          | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |       158 | NS      | $1715.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                         | Inotiv, Inc.                                                                         | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |        99 | NS      | $597.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                        | NVIDIA Corp.                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3103 | NS      | $525120.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                   | West BanCorp, Inc.                                                                   | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |        95 | NS      | $2283.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                | Sutro Biopharma, Inc.                                                                | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       517 | NS      | $3872.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                          | Trean Insurance Group, Inc.                                                          | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $289.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                      | M/I Homes, Inc.                                                                      | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       167 | NS      | $7545.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Insurance Holdings Corp                     | United Insurance Holdings Corp.                                                      | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |       121 | NS      | $38.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                           | REVOLUTION Medicines, Inc.                                                           | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       696 | NS      | $16418.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                       | VeriSign, Inc.                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1252 | NS      | $250162.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                  | Hamilton Lane, Inc.                                                                  | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       407 | NS      | $30069.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWEST VETERINARY PARTNERS LLC                    | Mission Veterinary Partners                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1683000 | PA      | $1565190.00   | 0.30%             | 2028-04-27      | Variable      | 7.74%                 | No            |                  3 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                           | HAH Group Holding Co. LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1641750 | PA      | $1561714.69   | 0.30%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp                                | WSFS Financial Corp.                                                                 | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       760 | NS      | $36867.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCPR SR SECURED FIN DAC                            | LCPR Senior Secured Financing DAC                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1655377.50   | 0.31%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Outbrain Inc                                       | Outbrain, Inc.                                                                       | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |       127 | NS      | $492.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics Inc                           | Bioxcel Therapeutics, Inc.                                                           | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |       102 | NS      | $1690.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                         | nLight, Inc.                                                                         | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $5527.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                                  | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1493175.00   | 0.28%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae                                                                           | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697442 | PA      | $1611948.09   | 0.31%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPKO Health Inc                                    | OPKO Health, Inc.                                                                    | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      2343 | NS      | $3514.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                              | Fate Therapeutics, Inc.                                                              | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       948 | NS      | $19737.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -826599 | PA      | $-826599.16   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GCM Grosvenor Inc                                  | GCM Grosvenor, Inc.                                                                  | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $2262.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                          | Reata Pharmaceuticals, Inc.                                                          | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       321 | NS      | $12705.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp.                                                                | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1650000 | NS      | $1410750.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes Trust                                                                 | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $606745.37    | 0.12%             | 2037-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Sorrento Therapeutics Inc                          | Sorrento Therapeutics, Inc.                                                          | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |      3481 | NS      | $4525.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                     | Central Pacific Financial Corp.                                                      | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       160 | NS      | $3390.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                         | Grifols Escrow Issuer, S.A.U.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |    100000 | PA      | $85941.02     | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services Inc                         | H&E Equipment Services, Inc.                                                         | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |       188 | NS      | $7882.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphite Bio Inc                                   | Graphite Bio, Inc.                                                                   | CUSIP: 38870X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $564.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACTIV EVERGREEN GROUP                             | Pactiv Evergreen Group Issuer Incorporated/Pactiv Evergreen Group Issuer LLC         | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1889581.25   | 0.36%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RXR ACQUISITION CORP- CL A                         | RXR Acquisition Corp.                                                                | CUSIP: 74981W115<br>LEI: N/A                  | N/A              | DE               |  | US        |      4484 | NS      | $22.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                  | Owens & Minor, Inc.                                                                  | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       718 | NS      | $14797.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                              | Beam Therapeutics, Inc.                                                              | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $27529.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                       | Broadcom, Inc.                                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1274545.14   | 0.24%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                        | John Bean Technologies Corp.                                                         | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       366 | NS      | $33620.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                          | Block, Inc.                                                                          | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $874725.00    | 0.17%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                         | Macy's, Inc.                                                                         | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3538 | NS      | $83143.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                        | SI-BONE, Inc.                                                                        | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       193 | NS      | $2370.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                     | Cardlytics, Inc.                                                                     | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |       382 | NS      | $1715.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2613766 | PA      | $-2613765.81  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| CytoSorbents Corp                                  | CytoSorbents Corp.                                                                   | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |       245 | NS      | $343.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2368337 | PA      | $-2368336.83  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Inc/TX                                    | Citizens, Inc.                                                                       | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |       297 | NS      | $813.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BELLS LLC                                  | Pacific Bells LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4962887 | PA      | $4660994.21   | 0.89%             | 2028-11-10      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Quince Therapeutics Inc                            | Quince Therapeutics, Inc.                                                            | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $86.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                         | Audacy, Inc.                                                                         | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       703 | NS      | $201.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveOne Inc                                        | LiveOne, Inc.                                                                        | CUSIP: 53814X102<br>LEI: 5493004547XB11DZ6E32 | Long             | EC               | CORP              | US        |       350 | NS      | $238.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                          | Taysha Gene Therapies, Inc.                                                          | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $293.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc                            | InfuSystem Holdings, Inc.                                                            | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |       108 | NS      | $926.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                     | Cantaloupe, Inc.                                                                     | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |       347 | NS      | $1259.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1142001 | PA      | $-1142001.28  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Cassava Sciences Inc                               | Cassava Sciences, Inc.                                                               | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       448 | NS      | $15603.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2575019 | PA      | $-2575019.28  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                       | VT TopCo, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    159504 | PA      | $154918.36    | 0.03%             | 2025-08-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| GT Biopharma Inc                                   | GT Biopharma, Inc.                                                                   | CUSIP: 36254L209<br>LEI: 549300HMPDDS7IM47Y18 | Long             | EC               | CORP              | US        |       105 | NS      | $173.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHWORLD HOLDING IV GMBH                         | Freshworld Holding IV GmbH                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1250000 | PA      | $1213305.02   | 0.23%             | 2026-10-02      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ares Dynamic Credit Allocation                     | Ares Dynamic Credit Allocation Fund, Inc.                                            | CUSIP: 04014F102<br>LEI: 549300BZI16VZUT2N044 | Long             | EC               | RF                | US        |     51928 | NS      | $637156.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                               | Pactiv Evergreen, Inc.                                                               | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |       256 | NS      | $2979.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                | Signet Jewelers Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | US        |       620 | NS      | $40300.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                       | Denny's Corp.                                                                        | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |       362 | NS      | $4539.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                     | Cue Health, Inc.                                                                     | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $272.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                  | Revolve Group, Inc.                                                                  | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $11096.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD Acquisition Corp                               | MSD Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    394720 | NS      | $3962988.80   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                 | Outfront Media, Inc.                                                                 | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1700 | NS      | $31093.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc                       | Barnes & Noble Education, Inc.                                                       | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |       263 | NS      | $668.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                      | B&G Foods, Inc.                                                                      | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       375 | NS      | $4980.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                     | Metropolitan Bank Holding Corp.                                                      | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $3621.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                        | Redfin Corp.                                                                         | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      1216 | NS      | $6517.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae                                                                           | CUSIP: 3140XHLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622540 | PA      | $1549026.61   | 0.29%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Pharmaceuticals Inc                         | Rocket Pharmaceuticals, Inc.                                                         | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |       486 | NS      | $9175.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                                         | Amyris, Inc.                                                                         | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |      2060 | NS      | $3563.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                           | Anywhere Real Estate, Inc.                                                           | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       675 | NS      | $5096.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PF PARENT CORP                                  | SP PF Buyer LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1979487 | PA      | $1344645.85   | 0.26%             | 2025-12-22      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Franklin Street Properties Cor                     | Franklin Street Properties Corp.                                                     | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |       595 | NS      | $1737.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                | Repay Holdings Corp.                                                                 | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $4492.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1097495 | PA      | $-1097494.80  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                   | LTI Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    250000 | PA      | $237292.50    | 0.05%             | 2026-07-24      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1236034 | PA      | $-1236033.54  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                         | Ecolab, Inc.                                                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1609 | NS      | $241076.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                           | RenaissanceRe Holdings Ltd.                                                          | CUSIP: EP0599001<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     38000 | NS      | $666900.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                         | Advanced Micro Devices, Inc.                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5788 | NS      | $449322.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Home & Security                     | Fortune Brands Home & Security, Inc.                                                 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      6201 | NS      | $405173.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                           | BigCommerce Holdings, Inc.                                                           | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |       567 | NS      | $4898.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                       | Veracyte, Inc.                                                                       | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |       791 | NS      | $21942.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co.                                                                    | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    139386 | NS      | $2453193.60   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                       | Plymouth Industrial REIT, Inc.                                                       | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $3767.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                  | Shoe Carnival, Inc.                                                                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $2773.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exagen Inc                                         | Exagen, Inc.                                                                         | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |        61 | NS      | $164.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curis Inc                                          | Curis, Inc.                                                                          | CUSIP: 231269200<br>LEI: 5299000YO6CX4WMFVX06 | Long             | EC               | CORP              | US        |       516 | NS      | $416.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Ca                     | Dreyfus Treasury Securities Cash Management Fund - Institutional Shares              | CUSIP: N/A<br>LEI: 549300U78VESCW509025       | Long             | STIV             | RF                | US        |    966655 | NS      | $966654.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                           | Wolverine World Wide, Inc.                                                           | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       954 | NS      | $10684.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                                    | Solo Brands, Inc.                                                                    | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $308.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2024497 | PA      | $-2024497.02  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| PHM GROUP TOPCO OY                                 | PHM Group Holding Oy                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $885785.74    | 0.17%             | 2026-06-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Security Investors LLC                             | Guggenheim Risk Managed Real Estate Fund - Institutional Class                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |    178430 | NS      | $5777577.16   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                              | Arcus Biosciences, Inc.                                                              | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $18499.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                                 | Investors Title Co.                                                                  | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $1074.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners Limited Partnership / GLP Finance Corp.                              | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $612900.00    | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners Limited Partnership / GLP Finance Corp.                              | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2274000.00   | 0.43%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce, Toronto Branch | Canadian Imperial Bank of Commerce                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Short            | RA               | CORP              | CA        |  -6376745 | PA      | $-6376745.30  | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| RDUS_C                                             | Radius Health, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       558 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Start Ltd.                                         | Start Ltd.                                                                           | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |   1688838 | PA      | $1346662.66   | 0.26%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corp                                 | Varex Imaging Corp.                                                                  | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       224 | NS      | $4757.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Guggenheim Active Allocation Fund

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO