# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016949
**Filing Date:** 2023-1
**Character Count:** 588110
**Document Hash:** 3ba3bfbb1b4e7c617663afe2d8630602
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016949.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016949

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564336

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1092801157.72

**Total Liabilities:** $339329955.74

**Net Assets:** $753471201.98

**Amount of Assets Invested in Other Investment Companies:** $143665483.36

**Cash Not Reported:** $267455985.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -756.72516296 | **1-Year:** -7070.77816601 | **5-Year:** -20095.97334976 | **10-Year:** -14726.58851529 | **30-Year:** -4517.79621204

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

- **3-Month:** -133.66178930 | **1-Year:** -2095.25750793 | **5-Year:** -6463.02891275 | **10-Year:** -2963.92821043 | **30-Year:** -169.06028431

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102014 | 1.20%                | 2.84%                | -4.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14739787.50            | $23024206.18                               |
| Month 2  | $-7856019.11             | $27798588.41                               |
| Month 3  | $-1246614.11             | $-25296252.87                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BRK: DEUTSCHE BANK                                 | Credit Default Swap                                                     | CUSIP: CDS316815<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -18542 | NC      | $-4542.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                        | BBCMS 2020-BID MORTGAGE TRUST BBCMS 2020-BID A                          | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     710000 | PA      | $688272.23     | 0.09%             | 2037-10-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                         | PAR PACIFIC HOLDINGS INC COMMON STOCK                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |       1040 | NS      | $24367.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                      | PERMIAN RESOURCES CORP COMMON STOCK                                     | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |       4000 | NS      | $40640.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM MORTGAGE TRUST                                | COMM 2010-C1 MORTGAGE TRUST COMM 2010-C1 D                              | CUSIP: 12622DAK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     633114 | PA      | $614096.31     | 0.08%             | 2046-07-10      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOYBEAN OIL FUTR  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         20 | NC      | $862560.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT, INC.                                      | HUBSPOT INC COMMON STOCK                                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               |  | US        |        141 | NS      | $42727.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | ROYALTY PHARMA PLC- CL A COMMON STOCK                                   | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |       3467 | NS      | $152443.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COFFEE 'C' FUTURE MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          5 | NC      | $319031.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU, INC.                                         | ROKU INC COMMON STOCK                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               |  | US        |       1043 | NS      | $61922.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                         | AMERICAN TOWER CORP 4.050000% 03/15/2032                                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     104000 | PA      | $94564.31      | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2021-DNA5 STACR 2021-DNA5 M2              | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     215267 | PA      | $210649.40     | 0.03%             | 2034-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 08/10/2023                                      | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $387691.20     | 0.05%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOYBEAN MEAL FUTR JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         14 | NC      | $584920.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                   | NEW JERSEY RESOURCES CORP COMMON STOCK                                  | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |       1275 | NS      | $63431.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                  | INSTALLED BUILDING PRODUCTS COMMON STOCK                                | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Short            | EC               |  | US        |      -1011 | NS      | $-85864.23     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                        | PHILLIPS 66 COMMON STOCK                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |      14271 | NS      | $1547547.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                | TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               |  | US        |       1494 | NS      | $157900.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                            | HELMERICH & PAYNE COMMON STOCK                                          | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |       3313 | NS      | $169228.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                | VISTEON CORP COMMON STOCK                                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               |  | US        |      -1414 | NS      | $-207575.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | CRUDE OIL FUT OPT Jan23C    85 LONG                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        108 | NC      | $147960.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                    | CDW CORP/DE COMMON STOCK                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               |  | US        |      -1027 | NS      | $-193733.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | WTI CRUDE FUTURE  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         13 | NC      | $1047150.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                       | AZENTA INC COMMON STOCK                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               |  | US        |       1300 | NS      | $78273.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                            | KRAFT HEINZ CO/THE COMMON STOCK                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |      16864 | NS      | $663598.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC.                    | NEXTIER OILFIELD SOLUTIONS I COMMON STOCK                               | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               |  | US        |       3626 | NS      | $36948.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                        | AVALONBAY COMMUNITIES INC REIT                                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       2655 | NS      | $464359.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                        | BIOGEN INC COMMON STOCK                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |       1184 | NS      | $361321.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME NICKEL FUTURE JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $980964.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                        | FEDERAL HOME LOAN BANK VARIABLE RATE 04/10/2023                         | CUSIP: 3130ATVU8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2500000 | PA      | $2500221.68    | 0.33%             | 2023-04-10      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                         | PARK HOTELS & RESORTS INC REIT                                          | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |       3636 | NS      | $46649.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                 | WEIS MARKETS INC COMMON STOCK                                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |        566 | NS      | $49360.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                     | NATIONAL VISION HOLDINGS INC COMMON STOCK                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               |  | US        |      -1400 | NS      | $-56644.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BRENT CRUDE FUTR  SEP23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         11 | NC      | $933460.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LIVE CATTLE FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         27 | NC      | $1681290.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                       | US BANCORP 5.300000% MATURITY: PERPETUAL                                | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     408000 | PA      | $348676.80     | 0.05%             | 2171-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE REMICS FNR 2020-89 KI                                        | CUSIP: 3136BCF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    3260362 | PA      | $607210.42     | 0.08%             | 2050-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELEK US HOLDINGS, INC.                            | DELEK US HOLDINGS INC COMMON STOCK                                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |       1355 | NS      | $41977.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                               | CHEMOURS CO/THE COMMON STOCK                                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Short            | EC               |  | US        |      -1871 | NS      | $-58094.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LB-UBS COMMERCIAL MORTGAGE TRUST                   | LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 LBUBS 2006-C6 AJ               | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      84383 | PA      | $36996.22      | 0.00%             | 2039-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                  | CIGNA CORP COMMON STOCK                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |       2366 | NS      | $778153.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC.                               | VICI PROPERTIES INC REIT                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      17555 | NS      | $600381.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                   | ALTICE FRANCE SA/FRANCE 3.375000% 01/15/2028                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | NUSS              | FR        |     112000 | PA      | $91680.40      | 0.01%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC.                               | SILGAN HOLDINGS INC COMMON STOCK                                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               |  | US        |      -2000 | NS      | $-105800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS, INC.                                     | ENTEGRIS INC COMMON STOCK                                               | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               |  | US        |      -1006 | NS      | $-77753.74     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST, INC.                       | AMERICOLD REALTY TRUST INC REIT                                         | CUSIP: 03064D108<br>LEI: N/A                  | Long             | EC               |  | US        |       5838 | NS      | $174264.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                              | WHIRLPOOL CORP COMMON STOCK                                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               |  | US        |      -2412 | NS      | $-353430.36    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GASOLINE RBOB FUT JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -18 | NC      | $-1802833.20   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                  | LIMA METRO LINE 2 FINANCE LTD 5.875000% 07/05/2034                      | CUSIP: G54897AA4<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | PE        |     224725 | PA      | $215119.96     | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC.                                 | BRISTOW GROUP INC COMMON STOCK                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |       1470 | NS      | $38220.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | NATURAL GAS FUTR  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         58 | NC      | $3094300.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                             | Credit Default Swap                                                     | CUSIP: CDS894577<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -342074 | NC      | $-83804.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coursera Inc                                       | COURSERA INC COMMON STOCK                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Short            | EC               |  | US        |       -100 | NS      | $-1394.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                       | CHIPOTLE MEXICAN GRILL INC COMMON STOCK                                 | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               |  | US        |       -548 | NS      | $-891574.08    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                        | TESLA INC COMMON STOCK                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               |  | US        |     -25030 | NS      | $-4873341.00   | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                | BALCHEM CORP COMMON STOCK                                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Short            | EC               |  | US        |       -400 | NS      | $-56320.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.  | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 3.250000% 08/15/2030   | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | NUSS              | KZ        |     255000 | PA      | $178500.00     | 0.02%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                | NELNET STUDENT LOAN TRUST 2021-D NSLT 2021-DA AFX                       | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     208672 | PA      | $185693.27     | 0.02%             | 2062-04-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                 | ROBLOX CORP -CLASS A COMMON STOCK                                       | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               |  | US        |       3883 | NS      | $123362.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                         | CPS AUTO RECEIVABLES TRUST 2022-A CPS 2022-A C                          | CUSIP: 12659WAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     600000 | PA      | $557552.40     | 0.07%             | 2029-04-16      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX, INC.                                      | PAYCHEX INC COMMON STOCK                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |       1354 | NS      | $167936.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                     | BNP PARIBAS SA 144A 2.871000% 04/19/2032                                | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |     687000 | PA      | $542299.29     | 0.07%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                       | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK                                | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               |  | US        |      -4029 | NS      | $-241457.97    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION      | FEDERAL FARM CREDIT BANK VARIABLE RATE 05/08/2023                       | CUSIP: 3133ELYS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    7400000 | PA      | $7410310.57    | 0.98%             | 2023-05-08      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP - CLASS B COMMON STOCK                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               |  | US        |      -2500 | NS      | $-76300.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LIVE CATTLE FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          7 | NC      | $435890.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                      | EQUINIX INC REIT                                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       1791 | NS      | $1236954.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP.                                     | TOPBUILD CORP COMMON STOCK                                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               |  | US        |      -1378 | NS      | $-212322.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA COMMUNICATIONS CORP REIT                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       2041 | NS      | $610871.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                   | PHILIP MORRIS INTERNATIONAL INC 5.625000% 11/17/2029                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98644.51      | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                           | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        145 | NC      | $29777109.38   | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR, INC.                                      | AVANTOR INC COMMON STOCK                                                | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               |  | US        |       4400 | NS      | $98032.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                 | SWISS RE FINANCE LUXEMBOURG SA 5.000000% 04/02/2049                     | CUSIP: N/A<br>LEI: 549300CLQZ6TM98LW631       | Long             | DBT              | NUSS              | CH        |     400000 | PA      | $355120.00     | 0.05%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DORMAN PRODUCTS, INC.                              | DORMAN PRODUCTS INC COMMON STOCK                                        | CUSIP: 258278100<br>LEI: N/A                  | Short            | EC               |  | US        |      -1532 | NS      | $-137328.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                              | UNIVERSAL CORP/VA COMMON STOCK                                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |       1000 | NS      | $56910.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                              | HARLEY-DAVIDSON INC COMMON STOCK                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               |  | US        |      -6576 | NS      | $-309926.88    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Oleoducto Central S.A                              | OLEODUCTO CENTRAL SA 144A 4.000000% 07/14/2027                          | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | NUSS              | CO        |     235000 | PA      | $203007.10     | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                 | T-MOBILE USA INC 3.375000% 04/15/2029                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      63000 | PA      | $55664.97      | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TALOS ENERGY INC.                                  | TALOS ENERGY INC COMMON STOCK                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |       1036 | NS      | $20357.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                 | DT MIDSTREAM INC COMMON STOCK                                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |       3361 | NS      | $202769.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUMSCAPE CORPORATION                           | QUANTUMSCAPE CORP COMMON STOCK                                          | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               |  | US        |     -13926 | NS      | $-104305.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                              | GILEAD SCIENCES INC COMMON STOCK                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |       9952 | NS      | $874084.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                     | OMNICELL INC COMMON STOCK                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |        242 | NS      | $12489.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                        | HOST HOTELS & RESORTS LP 3.500000% 09/15/2030                           | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     131000 | PA      | $109342.73     | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO & CO 2.188000% 04/30/2026                                   | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     420000 | PA      | $391185.72     | 0.05%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                | COPPER FUTURE     MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          9 | NC      | $840600.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | CELANESE US HOLDINGS LLC 5.900000% 07/05/2024                           | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     711000 | PA      | $706652.77     | 0.09%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                                | ACADIA REALTY TRUST REIT                                                | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |       3923 | NS      | $60335.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                           | ATI Inc COMMON STOCK                                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Short            | EC               |  | US        |      -2100 | NS      | $-64071.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                              | KEURIG DR PEPPER INC COMMON STOCK                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |      20560 | NS      | $795055.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                   | PDC ENERGY INC COMMON STOCK                                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               |  | US        |       2817 | NS      | $209359.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | NATURAL GAS FUTR  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         39 | NC      | $2702700.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES, INC.                        | HEALTHPEAK PROPERTIES INC REIT                                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |      11302 | NS      | $296790.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                  | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                               | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |       1005 | NS      | $49476.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -128 | NC      | $-26120000.00  | -3.47%            |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                     | ING GROEP NV 4.017000% 03/28/2028                                       | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |     286000 | PA      | $266867.21     | 0.04%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                    | EQT CORP COMMON STOCK                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |       9971 | NS      | $422870.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                               | PPG INDUSTRIES INC COMMON STOCK                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               |  | US        |      -2713 | NS      | $-366851.86    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                               | CARETRUST REIT INC REIT                                                 | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |       2060 | NS      | $40788.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                             | RELAY THERAPEUTICS INC COMMON STOCK                                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               |  | US        |       2600 | NS      | $48308.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                           | REVOLUTION MEDICINES INC COMMON STOCK                                   | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               |  | US        |       3200 | NS      | $75488.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COPPER FUTURE     MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          9 | NC      | $840600.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L STREET SECURITIES                                | WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 2M2      | CUSIP: 949771AG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      27185 | PA      | $20517.05      | 0.00%             | 2025-11-25      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                       | UPSTART SECURITIZATION TRUST 2021-3 UPST 2021-3 B                       | CUSIP: 91679LAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     460000 | PA      | $427802.76     | 0.06%             | 2031-07-20      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                       | HONEYWELL INTERNATIONAL INC 4.125000% 11/02/2034                        | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | NUSS              | US        |     720000 | PA      | $761389.62     | 0.10%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS737953<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -18542 | NC      | $-4542.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOYBEAN OIL FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         30 | NC      | $1265040.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER, S.A.                              | BANCO SANTANDER SA 4.175000% 03/24/2028                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |     200000 | PA      | $185362.15     | 0.02%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                           | LUMEN TECHNOLOGIES INC COMMON STOCK                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |      19174 | NS      | $104881.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                    | UNIVERSAL HEALTH SERVICES-B COMMON STOCK                                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |        514 | NS      | $67256.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                     | CONSTELLIUM SE COMMON STOCK                                             | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Short            | EC               |  | US        |      -2756 | NS      | $-34312.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                      | SOUTH JERSEY INDUSTRIES COMMON STOCK                                    | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               |  | US        |       2061 | NS      | $71516.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                       | BIOMARIN PHARMACEUTICAL INC COMMON STOCK                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |       1675 | NS      | $169141.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                | DANAHER CORP COMMON STOCK                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |       5392 | NS      | $1474226.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LIMITED                                   | NOVOCURE LTD COMMON STOCK                                               | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               |  | US        |        698 | NS      | $53634.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.                    | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               |  | US        |        785 | NS      | $25277.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 08/15/2030  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $45495.00      | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST              | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2021-A B                    | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     152000 | PA      | $146298.92     | 0.02%             | 2026-09-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Vaxcyte Inc                                        | VAXCYTE INC COMMON STOCK                                                | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               |  | US        |       2200 | NS      | $101332.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 2.44                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    3640000 | NC      | $215739.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Panama Generation Holding, S.R.L.              | AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030            | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     297000 | PA      | $248383.52     | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC.                  | SUNNOVA ENERGY INTERNATIONAL COMMON STOCK                               | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               |  | US        |       1850 | NS      | $42235.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                            | J & J SNACK FOODS CORP COMMON STOCK                                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               |  | US        |        332 | NS      | $54454.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                              | TREEHOUSE FOODS INC COMMON STOCK                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |        961 | NS      | $47502.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                       | INTEGER HOLDINGS CORP COMMON STOCK                                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               |  | US        |        387 | NS      | $28761.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                       | ROYAL CARIBBEAN CRUISES LTD 144A 8.250000% 01/15/2029                   | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |     203000 | PA      | $206065.30     | 0.03%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS745722<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -121484 | NC      | $-29762.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                         | POTLATCHDELTIC CORP REIT                                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |       1002 | NS      | $47885.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMEF FUNDING LLC                                   | NMEF FUNDING 2022-B LLC NMEF 2022-B A2                                  | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     325000 | PA      | $324464.37     | 0.04%             | 2029-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                              | TEXAS ROADHOUSE INC COMMON STOCK                                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Short            | EC               |  | US        |      -1547 | NS      | $-153648.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                | COMCAST CORP-CLASS A COMMON STOCK                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               |  | US        |     -61808 | NS      | $-2264645.12   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                       | WARNER BROS DISCOVERY INC COMMON STOCK                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |      20592 | NS      | $234748.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN MEAL FUTR MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $457600.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA4 STACR 2022-DNA4 M1A             | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     532570 | PA      | $528918.75     | 0.07%             | 2042-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | LOW SU GASOIL G   JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         17 | NC      | $1588650.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                         | MERITAGE HOMES CORP COMMON STOCK                                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Short            | EC               |  | US        |      -1906 | NS      | $-164697.46    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                    | UGI CORP COMMON STOCK                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |       1533 | NS      | $59250.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                | HALLIBURTON CO COMMON STOCK                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |      25599 | NS      | $969946.11     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC.                                        | SEAGEN INC COMMON STOCK                                                 | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               |  | US        |       1080 | NS      | $131101.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, INC.                                           | F5 INC COMMON STOCK                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               |  | US        |       -300 | NS      | $-46383.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                  | CABOT CORP COMMON STOCK                                                 | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Short            | EC               |  | US        |       -866 | NS      | $-63754.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET, INC.                                     | FRESHPET INC COMMON STOCK                                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               |  | US        |       1080 | NS      | $72381.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATALAYA EQUIPMENT LEASING TRUST LLC.               | ATALAYA EQUIPMENT LEASING TRUST 21-1 AELF 2021-1A B                     | CUSIP: 046497AC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     170000 | PA      | $158816.67     | 0.02%             | 2027-02-15      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | COTTON NO.2 FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         31 | NC      | $1311455.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                 | HEWLETT PACKARD ENTERPRISE COMMON STOCK                                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               |  | US        |      -5865 | NS      | $-98414.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE Energia Chile S.A.                           | ENGIE ENERGIA CHILE SA 3.400000% 01/28/2030                             | CUSIP: P3762TAA9<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | NUSS              | CL        |     349000 | PA      | $280386.60     | 0.04%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                       | CADENCE DESIGN SYS INC COMMON STOCK                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |        844 | NS      | $145201.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                               | HECLA MINING CO COMMON STOCK                                            | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Short            | EC               |  | US        |      -9747 | NS      | $-53121.15     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY SIRIUS XM                                  | LIBERTY MEDIA COR-SIRIUSXM C COMMON STOCK                               | CUSIP: 531229607<br>LEI: 549300ZKUTPIBZLWLL89 | Short            | EC               |  | US        |      -2313 | NS      | $-101378.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                    | UNITED STATES STEEL CORP COMMON STOCK                                   | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Short            | EC               |  | US        |      -2559 | NS      | $-67276.11     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                        | SOUTHWESTERN ENERGY CO COMMON STOCK                                     | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               |  | US        |      29228 | NS      | $202257.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                  | MCCORMICK & CO-NON VTG SHRS COMMON STOCK                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |       6336 | NS      | $539700.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                           | VULCAN MATERIALS CO COMMON STOCK                                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Short            | EC               |  | US        |      -1568 | NS      | $-287461.44    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                         | IRON MOUNTAIN INC REIT                                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |       5110 | NS      | $277626.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                       | XENIA HOTELS & RESORTS INC REIT                                         | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |       2072 | NS      | $31950.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SILVER FUTURE     MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         34 | NC      | $3702770.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                        | CAESARS ENTERTAINMENT INC COMMON STOCK                                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               |  | US        |      -3932 | NS      | $-199784.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                             | STANDARD CHARTERED PLC 144A 3.971000% 03/30/2026                        | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |     207000 | PA      | $196009.76     | 0.03%             | 2026-03-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY, INC.                              | CLEARWAY ENERGY INC-C COMMON STOCK                                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |       1257 | NS      | $44548.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GASOLINE RBOB FUT MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -1 | NC      | $-100644.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                     | MARATHON PETROLEUM CORP 6.500000% 03/01/2041                            | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157100.65     | 0.02%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                           | SERVICE PROPERTIES TRUST REIT                                           | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |       6987 | NS      | $54847.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                 | ORACLE CORP COMMON STOCK                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |       5205 | NS      | $432171.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS858889<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      -4476 | NC      | $-1096.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY TRUST                            | PHYSICIANS REALTY TRUST REIT                                            | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |       2758 | NS      | $41176.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC REMICS FHR 4719 JS                                          | CUSIP: 3137FAXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     740331 | PA      | $80059.49      | 0.01%             | 2047-09-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                      | SIMPLY GOOD FOODS CO/THE COMMON STOCK                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |       3068 | NS      | $122413.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE REMICS FNR 2014-17 SA                                        | CUSIP: 3136AJWQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1430712 | PA      | $167643.13     | 0.02%             | 2044-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                         | CHEFS' WAREHOUSE INC/THE COMMON STOCK                                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |       1471 | NS      | $57148.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)    | ALTERNATIVE LOAN TRUST 2005-20CB CWALT 2005-20CB 3A6                    | CUSIP: 12667GQL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      35798 | PA      | $25358.08      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                   | MEDTRONIC PLC COMMON STOCK                                              | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |      10666 | NS      | $843040.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                             | TRI POINTE HOMES INC COMMON STOCK                                       | CUSIP: 87265H109<br>LEI: N/A                  | Short            | EC               |  | US        |      -3377 | NS      | $-62271.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                    | DANSKE BANK A/S 144A 4.298000% 04/01/2028                               | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |     207000 | PA      | $189411.68     | 0.03%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED       | PUBLIC SERVICE ENTERPRISE GROUP INC 5.850000% 11/15/2027                | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     356000 | PA      | $366755.73     | 0.05%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Solid Power Inc                                    | SOLID POWER INC COMMON STOCK                                            | CUSIP: 83422N105<br>LEI: N/A                  | Short            | EC               |  | US        |      -8700 | NS      | $-31929.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.            | MID-AMERICA APARTMENT COMM REIT                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       2187 | NS      | $360592.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                              | HELEN OF TROY LTD COMMON STOCK                                          | CUSIP: G4388N106<br>LEI: N/A                  | Short            | EC               |  | US        |      -1080 | NS      | $-106423.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS915154<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      -9591 | NC      | $-2349.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                    | DIAMONDROCK HOSPITALITY CO REIT                                         | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |       5590 | NS      | $52601.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                         | NEW YORK TIMES CO-A COMMON STOCK                                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Short            | EC               |  | US        |      -1992 | NS      | $-73006.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                | GAMING AND LEISURE PROPERTIE REIT                                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |       4664 | NS      | $245373.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE, INC.                          | PELOTON INTERACTIVE INC-A COMMON STOCK                                  | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               |  | US        |     -13846 | NS      | $-157567.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                   | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                  | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     474167 | PA      | $423536.60     | 0.06%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| BELLRING BRANDS, INC.                              | BELLRING BRANDS INC COMMON STOCK                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               |  | US        |       4133 | NS      | $102953.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHF TRUST                                          | FHF TRUST 2021-2 FHF 2021-2A A                                          | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     195641 | PA      | $185282.96     | 0.02%             | 2026-12-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                             | Credit Default Swap                                                     | CUSIP: CDS922638<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -21739 | NC      | $-5325.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                               | Westlake Corporation COMMON STOCK                                       | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               |  | US        |       -492 | NS      | $-52963.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COCOA FUTURE      MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          2 | NC      | $49960.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                      | AMERICAN STATES WATER CO COMMON STOCK                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               |  | US        |        490 | NS      | $48015.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS, INC.                            | SAGE THERAPEUTICS INC COMMON STOCK                                      | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               |  | US        |        703 | NS      | $28851.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | EVERSOURCE ENERGY COMMON STOCK                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |       3433 | NS      | $284458.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                        | HOST HOTELS & RESORTS LP 4.000000% 06/15/2025                           | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     391000 | PA      | $374329.28     | 0.05%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                             | FAIR ISAAC CORP COMMON STOCK                                            | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |         99 | NS      | $61352.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                         | PEABODY ENERGY CORP COMMON STOCK                                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               |  | US        |       3433 | NS      | $109650.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                             | CREDIT SUISSE GROUP AG 7.500000% MATURITY: PERPETUAL                    | CUSIP: H3698DBW3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     214000 | PA      | $165807.20     | 0.02%             | 2171-01-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS INTERNATIONAL                   | Credit Default Swap                                                     | CUSIP: CDS112081<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     895146 | NC      | $219300.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC.                                 | OMNICOM GROUP COMMON STOCK                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               |  | US        |      -2944 | NS      | $-234813.44    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                     | SYNOPSYS INC COMMON STOCK                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |        543 | NS      | $184370.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS, INC.                          | AMICUS THERAPEUTICS INC COMMON STOCK                                    | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               |  | US        |       1046 | NS      | $12656.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 4.210000% 04/20/2028                                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     305000 | PA      | $290543.14     | 0.04%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                                   | VF CORP COMMON STOCK                                                    | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               |  | US        |     -14721 | NS      | $-483143.22    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                | AES CORP COMMON STOCK                                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |       6419 | NS      | $185637.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                 | MASIMO CORP COMMON STOCK                                                | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               |  | US        |        420 | NS      | $60874.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GOLD 100 OZ FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         66 | NC      | $11615340.00   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BALLYROCK CLO LTD                                  | BALLYROCK CLO 16 LTD BALLY 2021-16A A1                                  | CUSIP: 05876KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1054462 | PA      | $1026606.28    | 0.14%             | 2034-07-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OEC FINANCE LIMITED                                | OEC FINANCE LTD 144A 5.250000% 12/27/2033                               | CUSIP: 67614CAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     214192 | PA      | $4283.84       | 0.00%             | 2033-12-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                   | PULTEGROUP INC COMMON STOCK                                             | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               |  | US        |     -10294 | NS      | $-460965.32    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                    | S&P GLOBAL INC 144A 4.750000% 08/01/2028                                | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30785.85      | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                        | AGL CLO 12 LTD AGL 2021-12A A1                                          | CUSIP: 00120BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     836911 | PA      | $815901.19     | 0.11%             | 2034-07-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS894035<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -40921 | NC      | $-10025.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC.                                 | VISTA OUTDOOR INC COMMON STOCK                                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Short            | EC               |  | US        |      -1930 | NS      | $-53982.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                                 | CONMED CORP COMMON STOCK                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               |  | US        |        393 | NS      | $32560.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                     | TAPESTRY INC COMMON STOCK                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Short            | EC               |  | US        |     -10509 | NS      | $-396924.93    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                       | GS MORTGAGE SECURITIES TRUST 2014-GC18 GSMS 2014-GC18 D                 | CUSIP: 36252RAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     171583 | PA      | $70105.79      | 0.01%             | 2047-01-10      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| LIBERTY SIRIUS XM                                  | LIBERTY MEDIA COR-SIRIUSXM A COMMON STOCK                               | CUSIP: 531229409<br>LEI: 549300ZKUTPIBZLWLL89 | Short            | EC               |  | US        |      -1235 | NS      | $-54117.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.                  | EQUITY LIFESTYLE PROPERTIES REIT                                        | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |       3040 | NS      | $201916.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                                  | GREEN PLAINS INC COMMON STOCK                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               |  | US        |       1471 | NS      | $50837.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                 | MOSAIC CO/THE COMMON STOCK                                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | EC               |  | US        |      -4278 | NS      | $-219461.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                   | AMC ENTERTAINMENT HLDS-CL A COMMON STOCK                                | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               |  | US        |       3340 | NS      | $24148.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'REILLY AUTOMOTIVE INC COMMON STOCK                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               |  | US        |       -629 | NS      | $-543795.66    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                            | KB HOME COMMON STOCK                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Short            | EC               |  | US        |      -2490 | NS      | $-78161.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 06/01/2033  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     189000 | PA      | $149992.29     | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                               | CARNIVAL CORP 144A 4.000000% 08/01/2028                                 | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |     527000 | PA      | $438727.50     | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 1.66                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    1040000 | NC      | $87941.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                            | PEBBLEBROOK HOTEL TRUST REIT                                            | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       2398 | NS      | $39926.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                           | SONOCO PRODUCTS CO COMMON STOCK                                         | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Short            | EC               |  | US        |      -1029 | NS      | $-63149.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR & DECOR HOLDINGS, INC.                       | FLOOR & DECOR HOLDINGS INC-A COMMON STOCK                               | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               |  | US        |      -1115 | NS      | $-83212.45     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED               | HEALTHCARE REALTY TRUST INC REIT                                        | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |       6128 | NS      | $125807.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                | INTESA SANPAOLO SPA 144A 7.000000% 11/21/2025                           | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |     210000 | PA      | $213592.29     | 0.03%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                  | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK                               | CUSIP: 00402L107<br>LEI: N/A                  | Short            | EC               |  | US        |      -1180 | NS      | $-59566.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                      | ASBURY AUTOMOTIVE GROUP COMMON STOCK                                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               |  | US        |       -194 | NS      | $-36398.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                               | STEEL DYNAMICS INC COMMON STOCK                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               |  | US        |      -1768 | NS      | $-183748.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: JP MORGAN CHASE BANK NA                       | BRK: JP MORGAN CHASE BANK NA IBOXHY-TRS-657128                          | CUSIP: TRS657128<br>LEI: N/A                  | N/A              | DE               |  | XX        |   12580001 | NC      | $-273135.91    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC.                                     | VALVOLINE INC COMMON STOCK                                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               |  | US        |      -1478 | NS      | $-48744.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GOLD 100 OZ FUTR  AUG23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $1987480.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                           | GROUP 1 AUTOMOTIVE INC COMMON STOCK                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Short            | EC               |  | US        |       -295 | NS      | $-57035.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                            | MICRON TECHNOLOGY INC 6.750000% 11/01/2029                              | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     499000 | PA      | $519623.54     | 0.07%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTLINE LTD.                                     | FRONTLINE LTD COMMON STOCK                                              | CUSIP: G3682E192<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               |  | US        |       5000 | NS      | $69150.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                  | RLJ LODGING TRUST REIT                                                  | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |       3796 | NS      | $46007.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                       | STRIDE INC COMMON STOCK                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               |  | US        |      -1100 | NS      | $-38951.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                            | KITE REALTY GROUP TRUST REIT                                            | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |       4095 | NS      | $93366.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: BNP PARIBAS SA                                | Credit Default Swap                                                     | CUSIP: CD1267799<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    3410550 | NC      | $-44077.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORPORATION                        | RANGE RESOURCES CORP COMMON STOCK                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               |  | US        |       7424 | NS      | $214330.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. CAREY INC.                                    | WP CAREY INC REIT                                                       | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       3625 | NS      | $285650.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                            | MOHAWK INDUSTRIES INC COMMON STOCK                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Short            | EC               |  | US        |      -2142 | NS      | $-217048.86    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                          | G-III APPAREL GROUP LTD COMMON STOCK                                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Short            | EC               |  | US        |      -2368 | NS      | $-51219.84     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                     | EXELIXIS INC COMMON STOCK                                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |       2095 | NS      | $35782.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD              | GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A AR                  | CUSIP: 38138LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     553039 | PA      | $533478.56     | 0.07%             | 2034-04-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                          | STRATEGIC EDUCATION INC COMMON STOCK                                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Short            | EC               |  | US        |       -800 | NS      | $-65440.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -324 | NC      | $-35176781.25  | -4.67%            |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                               | EDISON INTERNATIONAL COMMON STOCK                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |       4287 | NS      | $285771.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                         | LAD AUTO RECEIVABLES TRUST 2022-1 LADAR 2022-1A A                       | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     610825 | PA      | $599586.61     | 0.08%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | LEAN HOGS FUTURE  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          6 | NC      | $249300.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER BANK, N.A.                               | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-B B       | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     715952 | PA      | $711968.11     | 0.09%             | 2032-08-16      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |     569000 | PA      | $500319.08     | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                  | NATIONAL STORAGE AFFILIATES REIT                                        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |       1626 | NS      | $64731.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                               | ENPHASE ENERGY INC COMMON STOCK                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               |  | US        |       -810 | NS      | $-259677.90    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                              | DOMINION ENERGY INC COMMON STOCK                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |       8224 | NS      | $502568.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES, INC.                              | THOR INDUSTRIES INC COMMON STOCK                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               |  | US        |      -2652 | NS      | $-228443.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COTTON NO.2 FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         34 | NC      | $1438370.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2017-2A D                | CUSIP: 05377REW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     510667 | PA      | $508316.53     | 0.07%             | 2024-03-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC.                        | ACADIA PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               |  | US        |       2843 | NS      | $44293.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C04 1M2               | CUSIP: 30711XBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      70358 | PA      | $74052.23      | 0.01%             | 2028-04-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                     | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     348000 | PA      | $301526.82     | 0.04%             | 2171-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | DEVON ENERGY CORP COMMON STOCK                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |      18300 | NS      | $1253916.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR, INC.                                 | UNDER ARMOUR INC-CLASS C COMMON STOCK                                   | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Short            | EC               |  | US        |      -6401 | NS      | $-55816.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                              | GENUINE PARTS CO COMMON STOCK                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               |  | US        |      -1602 | NS      | $-293694.66    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                           | TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050                           | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | NUSS              | CN        |     412000 | PA      | $265023.89     | 0.04%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY, INC.                               | NEXTERA ENERGY INC COMMON STOCK                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               |  | US        |      21170 | NS      | $1793099.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                 | TELEDYNE TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               |  | US        |       -303 | NS      | $-127290.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc                  | MARAVAI LIFESCIENCES HLDGS-A COMMON STOCK                               | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               |  | US        |       1863 | NS      | $27721.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                         | UNITED NATURAL FOODS INC COMMON STOCK                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |       1374 | NS      | $65512.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1LIFE HEALTHCARE, INC                              | 1LIFE HEALTHCARE INC COMMON STOCK                                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               |  | US        |       2774 | NS      | $47130.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT, INC.                                 | BLACK KNIGHT INC COMMON STOCK                                           | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               |  | US        |        900 | NS      | $55791.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                    | KLA CORP COMMON STOCK                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               |  | US        |       -709 | NS      | $-278743.35    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LTD.                                 | BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1B                               | CUSIP: 07877GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |      86254 | PA      | $86182.05      | 0.01%             | 2029-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                   | TELEPHONE AND DATA SYSTEMS COMMON STOCK                                 | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               |  | US        |       4200 | NS      | $44268.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                    | OCEANEERING INTL INC COMMON STOCK                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               |  | US        |       3400 | NS      | $51646.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc.                                      | SK HYNIX INC 144A 2.375000% 01/19/2031                                  | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | NUSS              | KR        |     262000 | PA      | $192309.60     | 0.03%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                 | HAWAIIAN ELECTRIC INDS COMMON STOCK                                     | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |       1700 | NS      | $69836.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                               | CORNING INC COMMON STOCK                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               |  | US        |      -5343 | NS      | $-182356.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                   | HESS CORP COMMON STOCK                                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               |  | US        |       8129 | NS      | $1169844.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GOLD 100 OZ FUTR  APR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $1952610.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LIMITED                                  | AIRCASTLE LTD 4.125000% 05/01/2024                                      | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |     172000 | PA      | $165963.61     | 0.02%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     306000 | PA      | $266602.50     | 0.04%             | 2171-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOV INC.                                           | NOV INC COMMON STOCK                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |      11877 | NS      | $266757.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                              | STAG INDUSTRIAL INC REIT                                                | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |       2765 | NS      | $90996.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC REMICS FHR 4585 DS                                          | CUSIP: 3137BPFZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     695189 | PA      | $73450.44      | 0.01%             | 2046-05-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| EURO                                               | FX Forward Contract: EUR/USD SETTLE 2022-12-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |          1 | NC      | $1550.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST                          | ASHFORD HOSPITALITY TRUST 2018-KEYS AHT1 2018-KEYS A                    | CUSIP: 04410CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     525841 | PA      | $500132.63     | 0.07%             | 2035-06-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                   | FLATIRON CLO 21 LTD FLAT 2021-1A D                                      | CUSIP: 33883PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     540000 | PA      | $496762.74     | 0.07%             | 2034-07-19      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| BERRY CORPORATION (BRY)                            | BERRY CORP COMMON STOCK                                                 | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               |  | US        |        700 | NS      | $6307.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                         | AVIATION CAPITAL GROUP LLC 144A 4.125000% 08/01/2025                    | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5567.64       | 0.00%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                   | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028         | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |     450000 | PA      | $426555.53     | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                             | LUMENTUM HOLDINGS INC COMMON STOCK                                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               |  | US        |       -492 | NS      | $-27030.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                  | AFFIRM ASSET SECURITIZATION TRUST 2022-X1 AFFRM 2022-X1 A               | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     405720 | PA      | $393715.54     | 0.05%             | 2027-02-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 CAS 2020-R02 2M2           | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     132143 | PA      | $129334.78     | 0.02%             | 2040-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC 144A 4.150000% 04/15/2032                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     144000 | PA      | $126956.28     | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                         | CONSTELLATION BRANDS INC-A COMMON STOCK                                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |       3662 | NS      | $942415.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | CARNIVAL CORP COMMON STOCK                                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               |  | US        |     -16999 | NS      | $-168800.07    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                  | PIONEER NATURAL RESOURCES CO COMMON STOCK                               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               |  | US        |       6857 | NS      | $1618183.43    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                            | ARROW ELECTRONICS INC COMMON STOCK                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Short            | EC               |  | US        |       -490 | NS      | $-53282.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                   | TAYLOR MORRISON HOME CORP COMMON STOCK                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Short            | EC               |  | US        |      -4381 | NS      | $-133138.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M2           | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     743570 | PA      | $730155.63     | 0.10%             | 2042-03-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                      | THERMO FISHER SCIENTIFIC INC COMMON STOCK                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |       3195 | NS      | $1789902.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                               | TRAVEL + LEISURE CO COMMON STOCK                                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Short            | EC               |  | US        |      -1000 | NS      | $-38870.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M1A             | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     387719 | PA      | $385289.27     | 0.05%             | 2042-09-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORPORATION                           | NORTHWESTERN CORP COMMON STOCK                                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               |  | US        |        925 | NS      | $54029.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                           | OPTION CARE HEALTH INC COMMON STOCK                                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |       1963 | NS      | $59105.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                           | ADT INC COMMON STOCK                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Short            | EC               |  | US        |      -6990 | NS      | $-65286.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LEAN HOGS FUTURE  JUN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         12 | NC      | $493800.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM, INC                              | LAREDO PETROLEUM INC COMMON STOCK                                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               |  | US        |        477 | NS      | $30446.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                         | DIGITAL REALTY TRUST INC REIT                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       5129 | NS      | $576807.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY             | PERRIGO CO PLC COMMON STOCK                                             | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |        959 | NS      | $30908.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | KC HRW WHEAT FUT  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         28 | NC      | $1259650.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Volcan Compania Minera S.A.A.                      | VOLCAN CIA MINERA SAA 144A 4.375000% 02/11/2026                         | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | NUSS              | PE        |      69000 | PA      | $58995.00      | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO LTD                                      | RAD CLO 7 LTD RAD 2020-7A C                                             | CUSIP: 48661CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $278678.40     | 0.04%             | 2033-04-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                    | MVW 2021-2 LLC MVWOT 2021-2A B                                          | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     334398 | PA      | $299889.12     | 0.04%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                 | DIAMOND ISSUER SHINE 2021-1A A                                          | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     767635 | PA      | $639483.02     | 0.08%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| CACTUS, INC.                                       | CACTUS INC - A COMMON STOCK                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |       1963 | NS      | $106767.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS, INC.                                       | VENTAS INC REIT                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       7690 | NS      | $357815.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                 | UNITY SOFTWARE INC COMMON STOCK                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               |  | US        |       1400 | NS      | $55314.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                  | ROSS STORES INC COMMON STOCK                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               |  | US        |      -3351 | NS      | $-394312.17    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS726958<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -106139 | NC      | $-26002.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                       | ON SEMICONDUCTOR COMMON STOCK                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               |  | US        |      -2439 | NS      | $-183412.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft              | DEUTSCHE LUFTHANSA AG MTN 3.000000% 05/29/2026                          | CUSIP: D19062BY9<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | NUSS              | DE        |     100000 | PA      | $93574.14      | 0.01%             | 2026-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                           | ROPER TECHNOLOGIES INC COMMON STOCK                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               |  | US        |        393 | NS      | $172483.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                           | DIAMONDBACK ENERGY INC COMMON STOCK                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |       4890 | NS      | $723817.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                          | CUBESMART REIT                                                          | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |       4299 | NS      | $177935.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                    | ACADIA HEALTHCARE CO INC COMMON STOCK                                   | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               |  | US        |       1024 | NS      | $91197.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                      | IDACORP INC COMMON STOCK                                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |        364 | NS      | $40232.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC.                                         | IQVIA INC 2.250000% 03/15/2029                                          | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | NUSS              | US        |     200000 | PA      | $175556.01     | 0.02%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN HOLDINGS, INC.                               | CROWN HOLDINGS INC COMMON STOCK                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Short            | EC               |  | US        |      -1596 | NS      | $-131207.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP.                                 | MP MATERIALS CORP COMMON STOCK                                          | CUSIP: 553368101<br>LEI: N/A                  | Short            | EC               |  | US        |      -1900 | NS      | $-63175.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                             | Credit Default Swap                                                     | CUSIP: CDS922623<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -91433 | NC      | $-22400.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                 | FORD MOTOR CO 6.100000% 08/19/2032                                      | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     369000 | PA      | $354100.78     | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.                | ALPHA METALLURGICAL RESOURCE COMMON STOCK                               | CUSIP: 020764106<br>LEI: N/A                  | Short            | EC               |  | US        |       -300 | NS      | $-51369.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                        | MERIT MEDICAL SYSTEMS INC COMMON STOCK                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |        483 | NS      | $34776.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                          | BAT CAPITAL CORP 2.259000% 03/25/2028                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    1268000 | PA      | $1062946.57    | 0.14%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS727295<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -17903 | NC      | $-4386.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD TRUST                                         | BFLD TRUST BFLD 2021-FPM A                                              | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1065000 | PA      | $1018918.52    | 0.14%             | 2038-06-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.               | COGENT COMMUNICATIONS HOLDIN COMMON STOCK                               | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |        573 | NS      | $33262.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                            | DUPONT DE NEMOURS INC COMMON STOCK                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Short            | EC               |  | US        |      -5455 | NS      | $-384632.05    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                | KINDER MORGAN INC COMMON STOCK                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |      58729 | NS      | $1122898.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                 | DTE ENERGY COMPANY COMMON STOCK                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |       2194 | NS      | $254525.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-122 SA                | CUSIP: 38380GHH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     683588 | PA      | $79775.86      | 0.01%             | 2047-08-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC.                                   | HANESBRANDS INC COMMON STOCK                                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Short            | EC               |  | US        |     -19448 | NS      | $-130690.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP.                              | LAS VEGAS SANDS CORP COMMON STOCK                                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               |  | US        |      -6703 | NS      | $-313968.52    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| APCOA Parking Holdings GmbH                        | APCOA PARKING HOLDINGS GMBH 4.625000% 01/15/2027                        | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | NUSS              | DE        |     226000 | PA      | $199618.60     | 0.03%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INARI MEDICAL, INC.                                | INARI MEDICAL INC COMMON STOCK                                          | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               |  | US        |        490 | NS      | $36054.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                              | TELEFLEX INC COMMON STOCK                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |        489 | NS      | $114484.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2021-MN1 M1         | CUSIP: 35563FAA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      65207 | PA      | $60881.86      | 0.01%             | 2051-01-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | NY HARB ULSD FUT  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          6 | NC      | $749725.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 6.296000% 10/18/2028                                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     389000 | PA      | $402932.13     | 0.05%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                           | CENTERPOINT ENERGY INC COMMON STOCK                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |       7396 | NS      | $230089.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS857127<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -21100 | NC      | $-5169.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C03 1M2               | CUSIP: 30711XBB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     104070 | PA      | $105495.00     | 0.01%             | 2025-07-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOYBEAN OIL FUTR  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         12 | NC      | $495216.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                | INTER PARFUMS INC COMMON STOCK                                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |        382 | NS      | $36400.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                        | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK                                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               |  | US        |        196 | NS      | $47347.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                      | UNICREDIT SPA 144A 2.569000% 09/22/2026                                 | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |     421000 | PA      | $370455.49     | 0.05%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST, INC                     | INDEPENDENCE REALTY TRUST IN REIT                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |       3039 | NS      | $55066.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                           | SKYWORKS SOLUTIONS INC COMMON STOCK                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               |  | US        |      -1097 | NS      | $-104895.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | ALTRIA GROUP INC 4.800000% 02/14/2029                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     160000 | PA      | $153578.91     | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                | FIFTH THIRD BANCORP 4.500000% MATURITY: PERPETUAL                       | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     236000 | PA      | $220931.40     | 0.03%             | 2171-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                         | AVIATION CAPITAL GROUP LLC 144A 4.375000% 01/30/2024                    | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     152000 | PA      | $148424.93     | 0.02%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                       | GROCERY OUTLET HOLDING CORP COMMON STOCK                                | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |       1655 | NS      | $50096.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY PEC SPA                          | CHILE ELECTRICITY PEC SPA 144A ZERO COUPON 01/25/2028                   | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     491000 | PA      | $345696.61     | 0.05%             | 2028-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                   | COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029              | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     294000 | PA      | $256661.14     | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                           | PACIRA BIOSCIENCES INC COMMON STOCK                                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               |  | US        |        580 | NS      | $27985.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                     | AUTODESK INC COMMON STOCK                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |        832 | NS      | $168022.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LOAN FUNDING                            | BALBOA BAY LOAN FUNDING 2021-1 LTD BOBA 2021-1A A                       | CUSIP: 05765XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     520750 | PA      | $503354.87     | 0.07%             | 2034-07-20      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                   | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025         | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |     387782 | PA      | $377778.36     | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                           | MOTOROLA SOLUTIONS INC COMMON STOCK                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               |  | US        |      -1079 | NS      | $-293703.80    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2           | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1007763 | PA      | $937854.48     | 0.12%             | 2041-12-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                   | EMBRAER NETHERLANDS FINANCE BV 144A 6.950000% 01/17/2028                | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |     242000 | PA      | $240550.42     | 0.03%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                | KC HRW WHEAT FUT  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          8 | NC      | $357200.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC.                                       | POLARIS INC COMMON STOCK                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               |  | US        |      -2286 | NS      | $-260741.16    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CI                                            | Credit Default Swap                                                     | CUSIP: CD1329670<br>LEI: N/A                  | N/A              | DCR              |  | XX        |   36970000 | NC      | $-427791.32    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS, INC.                            | APPLIED MATERIALS INC COMMON STOCK                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               |  | US        |      -5012 | NS      | $-549315.20    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                           | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5862335 | PA      | $5187872.54    | 0.69%             | 2171-12-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                     | ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Short            | EC               |  | US        |       -237 | NS      | $-64056.36     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                    | DYNATRACE INC COMMON STOCK                                              | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               |  | US        |        774 | NS      | $29992.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                 | GOODYEAR TIRE & RUBBER CO COMMON STOCK                                  | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | EC               |  | US        |     -14914 | NS      | $-167335.08    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS, INC.                     | WYNDHAM HOTELS & RESORTS INC COMMON STOCK                               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | EC               |  | US        |      -1999 | NS      | $-146566.68    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                          | AKAMAI TECHNOLOGIES INC COMMON STOCK                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               |  | US        |        490 | NS      | $46481.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                 | DEUTSCHE BANK AG/NEW YORK NY 2.129000% 11/24/2026                       | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |     330000 | PA      | $288825.78     | 0.04%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHAMPIONX CORPORATION                              | CHAMPIONX CORP COMMON STOCK                                             | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |       6229 | NS      | $192102.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                   | AIB GROUP PLC 144A 7.583000% 10/14/2026                                 | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |     722000 | PA      | $732414.95     | 0.10%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                              | ALTICE FINANCING SA 3.000000% 01/15/2028                                | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | NUSS              | LU        |     226000 | PA      | $189651.98     | 0.03%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBG SMITH PROPERTIES                               | JBG SMITH PROPERTIES REIT                                               | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |       1631 | NS      | $33614.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                          | LAMAR ADVERTISING CO-A REIT                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       1763 | NS      | $176546.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                            | DUKE ENERGY CORP COMMON STOCK                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |       8287 | NS      | $828119.91     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FISKER INC.                                        | FISKER INC COMMON STOCK                                                 | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Short            | EC               |  | US        |      -4495 | NS      | $-34791.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN FUTURE    JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         93 | NC      | $6833175.00    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp                                 | VIZIO HOLDING  CORP-A COMMON STOCK                                      | CUSIP: 92858V101<br>LEI: N/A                  | Short            | EC               |  | US        |      -4426 | NS      | $-45543.54     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                               | REPLIGEN CORP COMMON STOCK                                              | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |        424 | NS      | $75828.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE, INC.                                   | CLOUDFLARE INC - CLASS A COMMON STOCK                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               |  | US        |       1418 | NS      | $69680.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                               | SCORPIO TANKERS INC COMMON STOCK                                        | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |       1218 | NS      | $62142.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | WTI CRUDE FUTURE  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         13 | NC      | $1049750.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW, INC.                                   | FIVE BELOW COMMON STOCK                                                 | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               |  | US        |       -693 | NS      | $-111475.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                           | MASTERCARD INC - A COMMON STOCK                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |       2816 | NS      | $1003622.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORPORATION                                  | CIENA CORP COMMON STOCK                                                 | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               |  | US        |       -886 | NS      | $-39834.56     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                        | ONEOK INC 6.350000% 01/15/2031                                          | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     124000 | PA      | $127557.41     | 0.02%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UDR, INC.                                          | UDR INC REIT                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       6273 | NS      | $260141.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                | ABBOTT LABORATORIES COMMON STOCK                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |      14249 | NS      | $1532907.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                               | VOYA FINANCIAL INC 5.650000% 05/15/2053                                 | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     258000 | PA      | $251769.30     | 0.03%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                              | GRAY TELEVISION INC COMMON STOCK                                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Short            | EC               |  | US        |      -3200 | NS      | $-37440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2021-HQA4 STACR 2021-HQA4 M2              | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     635266 | PA      | $537427.03     | 0.07%             | 2041-12-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                      | JACK HENRY & ASSOCIATES INC COMMON STOCK                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |        333 | NS      | $63053.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-2A A                | CUSIP: 05377RDC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1100000 | PA      | $1077690.79    | 0.14%             | 2025-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                        | AVNET INC COMMON STOCK                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Short            | EC               |  | US        |      -1181 | NS      | $-53345.77     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG, INC.                                      | DATADOG INC - CLASS A COMMON STOCK                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               |  | US        |       1211 | NS      | $91769.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS, INC.                        | INTELLIA THERAPEUTICS INC COMMON STOCK                                  | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               |  | US        |       1117 | NS      | $57480.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE, INC.                                 | PURE STORAGE INC - CLASS A COMMON STOCK                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               |  | US        |      -1077 | NS      | $-31437.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LEAN HOGS FUTURE  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         15 | NC      | $512100.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                                   | APTARGROUP INC COMMON STOCK                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               |  | US        |       -788 | NS      | $-83638.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                        | INEOS QUATTRO FINANCE 2 PLC 144A 2.500000% 01/15/2026                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | NUSS              | GB        |     280000 | PA      | $253095.55     | 0.03%             | 2026-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                    | ALKERMES PLC COMMON STOCK                                               | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |       2157 | NS      | $53450.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                              | COCA-COLA CO/THE COMMON STOCK                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |      93350 | NS      | $5937993.50    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.             | CRACKER BARREL OLD COUNTRY COMMON STOCK                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               |  | US        |       -412 | NS      | $-47297.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                             | STAAR SURGICAL CO COMMON STOCK                                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               |  | US        |        740 | NS      | $42261.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                  | CORCEPT THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               |  | US        |       2300 | NS      | $58144.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                  | ENERGY FUELS INC COMMON STOCK                                           | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               |  | US        |       6081 | NS      | $42202.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                           | HERBALIFE NUTRITION LTD COMMON STOCK                                    | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |       1994 | NS      | $34934.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                              | MGP INGREDIENTS INC COMMON STOCK                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |        200 | NS      | $25012.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LIVE CATTLE FUTR  APR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          8 | NC      | $509680.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS Corporation                               | DISH DBS CORP 144A 5.250000% 12/01/2026                                 | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     920000 | PA      | $789820.00     | 0.10%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                            | HF SINCLAIR CORP COMMON STOCK                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |       4556 | NS      | $284021.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                       | ZIMMER BIOMET HOLDINGS INC COMMON STOCK                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |       1979 | NS      | $237677.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC.                                        | ENVIVA INC COMMON STOCK                                                 | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               |  | US        |       1545 | NS      | $87678.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                     | CARVANA AUTO RECEIVABLES TRUST 2021-N4 CRVNA 2021-N4 D                  | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     329000 | PA      | $297234.33     | 0.04%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                | NY HARB ULSD FUT  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          5 | NC      | $706335.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1A             | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    1032918 | PA      | $1028073.41    | 0.14%             | 2052-03-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                               | APPLOVIN CORP-CLASS A COMMON STOCK                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               |  | US        |       1300 | NS      | $18733.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED                | CHEESECAKE FACTORY INC/THE COMMON STOCK                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               |  | US        |      -1544 | NS      | $-54101.76     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                         | AVIATION CAPITAL GROUP LLC 144A 1.950000% 09/20/2026                    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     142000 | PA      | $119646.73     | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                       | TENET HEALTHCARE CORP COMMON STOCK                                      | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |        883 | NS      | $40776.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | LLOYDS BANKING GROUP PLC 7.953000% 11/15/2033                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |     247000 | PA      | $260091.10     | 0.03%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                              | CARGILL INC 144A 5.125000% 10/11/2032                                   | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212653.28     | 0.03%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RADNOR RE/ESSENT                                   | RADNOR RE 2019-2 LTD RMIR 2019-2 M1B                                    | CUSIP: 75049TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |      74175 | PA      | $74040.26      | 0.01%             | 2029-06-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TERADYNE, INC.                                     | TERADYNE INC COMMON STOCK                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               |  | US        |      -1194 | NS      | $-111579.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                  | FIRSTENERGY CORP COMMON STOCK                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |       5197 | NS      | $214324.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | CATTLE FEEDER FUT JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -26 | NC      | $-2346175.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                              | MDC HOLDINGS INC 6.000000% 01/15/2043                                   | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     340000 | PA      | $276014.39     | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                       | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 D                   | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     510000 | PA      | $442730.95     | 0.06%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.           | HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 3.050000% 02/14/2027        | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     634000 | PA      | $565710.43     | 0.08%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| RED ROCK RESORTS, INC.                             | RED ROCK RESORTS INC-CLASS A COMMON STOCK                               | CUSIP: 75700L108<br>LEI: N/A                  | Short            | EC               |  | US        |       -984 | NS      | $-44339.04     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | NATURAL GAS FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         48 | NC      | $2965440.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                        | GARMIN LTD COMMON STOCK                                                 | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Short            | EC               |  | US        |      -6620 | NS      | $-615593.80    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                   | WESTROCK CO COMMON STOCK                                                | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Short            | EC               |  | US        |      -3318 | NS      | $-125818.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SUGAR #11 (WORLD) MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         26 | NC      | $540467.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                              | NOBLE CORP PLC COMMON STOCK                                             | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               |  | US        |       2400 | NS      | $89112.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                      | TRANSCANADA PIPELINES LTD 6.200000% 10/15/2037                          | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |     302000 | PA      | $312692.71     | 0.04%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ULTA BEAUTY, INC.                                  | ULTA BEAUTY INC COMMON STOCK                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Short            | EC               |  | US        |       -575 | NS      | $-267283.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Holdings USA, Inc.                       | SANTANDER HOLDINGS USA INC 4.260000% 06/09/2025                         | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     117000 | PA      | $113242.91     | 0.02%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                   | OLIN CORP COMMON STOCK                                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | EC               |  | US        |      -1871 | NS      | $-106609.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS738281<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -13427 | NC      | $-3289.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                    | UNITEDHEALTH GROUP INC COMMON STOCK                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |       7520 | NS      | $4119155.20    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                          | SJW GROUP COMMON STOCK                                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |        687 | NS      | $51312.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                    | AMERICAN EAGLE OUTFITTERS COMMON STOCK                                  | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Short            | EC               |  | US        |      -4220 | NS      | $-66760.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE, INC.                                 | LIFE STORAGE INC REIT                                                   | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |       1631 | NS      | $175316.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER, INC.                               | LIGHT & WONDER INC COMMON STOCK                                         | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Short            | EC               |  | US        |      -1697 | NS      | $-109914.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                  | FOUR CORNERS PROPERTY TRUST REIT                                        | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       1821 | NS      | $49421.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LOW SU GASOIL G   JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         10 | NC      | $843000.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                           | PALO ALTO NETWORKS INC COMMON STOCK                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               |  | US        |        879 | NS      | $149342.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SILVER FUTURE     MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          6 | NC      | $653430.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WENDY'S COMPANY                                | WENDY'S CO/THE COMMON STOCK                                             | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Short            | EC               |  | US        |      -3319 | NS      | $-74876.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                       | ANTERO RESOURCES CORP COMMON STOCK                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               |  | US        |       8089 | NS      | $295652.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                              | CAL-MAINE FOODS INC COMMON STOCK                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |       1030 | NS      | $60028.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                           | ORMAT TECHNOLOGIES INC COMMON STOCK                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               |  | US        |        612 | NS      | $55343.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                        | AXALTA COATING SYSTEMS LTD COMMON STOCK                                 | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Short            | EC               |  | US        |      -2041 | NS      | $-54780.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                          | JM SMUCKER CO/THE COMMON STOCK                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |       2307 | NS      | $355301.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL, INC.                           | INTUITIVE SURGICAL INC COMMON STOCK                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               |  | US        |       3050 | NS      | $824689.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                        | PFIZER INC COMMON STOCK                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |      45412 | NS      | $2276503.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC.                                     | TIDEWATER INC COMMON STOCK                                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               |  | US        |       2156 | NS      | $65542.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                              | AMERICAN HOMES 4 RENT- A REIT                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |       6240 | NS      | $206356.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                   | PACKAGING CORP OF AMERICA COMMON STOCK                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Short            | EC               |  | US        |      -1471 | NS      | $-199894.19    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                | CENTENE CORP COMMON STOCK                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |       4558 | NS      | $396773.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1A             | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     429194 | PA      | $414896.81     | 0.06%             | 2042-01-25      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| BEST BUY CO., INC.                                 | BEST BUY CO INC COMMON STOCK                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               |  | US        |      -2517 | NS      | $-214700.10    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                     | CALIFORNIA WATER SERVICE GRP COMMON STOCK                               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |       1000 | NS      | $64930.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                   | POOL CORP COMMON STOCK                                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               |  | US        |       -463 | NS      | $-152516.83    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                           | AGREE REALTY CORP REIT                                                  | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       1504 | NS      | $105204.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                       | WILLIAMS COS INC COMMON STOCK                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |      35874 | NS      | $1244827.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES, INC.                            | BURLINGTON STORES INC COMMON STOCK                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               |  | US        |       -638 | NS      | $-124843.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                               | LTC PROPERTIES INC REIT                                                 | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       1177 | NS      | $46244.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BRENT CRUDE FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         18 | NC      | $1565820.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN CLO LTD                                     | DRYDEN 78 CLO LTD DRSLF 2020-78A C                                      | CUSIP: 26253LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     660000 | PA      | $608801.82     | 0.08%             | 2033-04-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                             | CAVCO INDUSTRIES INC COMMON STOCK                                       | CUSIP: 149568107<br>LEI: N/A                  | Short            | EC               |  | US        |       -446 | NS      | $-102414.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                   | AMAZON.COM INC COMMON STOCK                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               |  | US        |     -54655 | NS      | $-5276393.70   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                            | QUIDELORTHO CORP COMMON STOCK                                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |        200 | NS      | $17522.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                           | ADVANCE AUTO PARTS INC 3.900000% 04/15/2030                             | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     784000 | PA      | $691213.59     | 0.09%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                | WTI CRUDE FUTURE  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         27 | NC      | $2161350.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CREDIT SUISSE                                 | Credit Default Swap                                                     | CUSIP: CDS331915<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -103581 | NC      | $-25376.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                  | SERVICE CORP INTERNATIONAL COMMON STOCK                                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Short            | EC               |  | US        |      -3209 | NS      | $-229283.05    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY, INC.                             | ASPEN TECHNOLOGY INC COMMON STOCK                                       | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               |  | US        |        177 | NS      | $40798.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                       | PROCTER & GAMBLE CO/THE COMMON STOCK                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |      58302 | NS      | $8696326.32    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                         | BIO-RAD LABORATORIES-A COMMON STOCK                                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |        165 | NS      | $68427.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                  | NATWEST GROUP PLC 7.472000% 11/10/2026                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |     240000 | PA      | $250080.90     | 0.03%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                | GASOLINE RBOB FUT JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          5 | NC      | $534387.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDIC AMERICAN TANKERS LIMITED                    | NORDIC AMERICAN TANKERS LTD COMMON STOCK                                | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               |  | US        |      17100 | NS      | $61902.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP.                       | GS MORTGAGE SECURITIES TRUST 2021-1 A2                                  | CUSIP: 36246LAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     657000 | PA      | $594947.66     | 0.08%             | 2026-08-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                           | PENN ENTERTAINMENT INC COMMON STOCK                                     | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               |  | US        |      -4273 | NS      | $-150366.87    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                       | COSTCO WHOLESALE CORP COMMON STOCK                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      10704 | NS      | $5772132.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US TREASURY FRN VARIABLE RATE 10/31/2024                                | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    1600000 | PA      | $1599211.73    | 0.21%             | 2024-10-31      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                       | GRAND CANYON EDUCATION INC COMMON STOCK                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Short            | EC               |  | US        |       -449 | NS      | $-50768.43     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                       | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               |  | US        |        589 | NS      | $40322.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORPORATION                   | BROOKFIELD RENEWABLE COR-A COMMON STOCK                                 | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               |  | US        |       1080 | NS      | $35218.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                          | AMCOR PLC COMMON STOCK                                                  | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               |  | US        |     -18400 | NS      | $-227240.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 01/19/2023                                      | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6500000 | PA      | $6465429.49    | 0.86%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS, INC.                              | ARISTA NETWORKS INC COMMON STOCK                                        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               |  | US        |      -1521 | NS      | $-211875.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                      | BOSTON SCIENTIFIC CORP COMMON STOCK                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |      11621 | NS      | $526082.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | WHEAT FUTURE(CBT) JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         25 | NC      | $1010937.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                    | BORGWARNER INC COMMON STOCK                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Short            | EC               |  | US        |     -12576 | NS      | $-534605.76    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                               | JACK IN THE BOX INC COMMON STOCK                                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Short            | EC               |  | US        |       -577 | NS      | $-41717.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                         | TERRENO REALTY CORP REIT                                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |       1804 | NS      | $105786.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COFFEE 'C' FUTURE MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -4 | NC      | $-254850.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| RADNOR RE/ESSENT                                   | RADNOR RE 2020-1 LTD RMIR 2020-1 M1A                                    | CUSIP: 750493AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |      82893 | PA      | $82734.63      | 0.01%             | 2030-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                               | SOUTHERN CO/THE COMMON STOCK                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |      10719 | NS      | $725033.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                    | FEDERAL REALTY INVS TRUST REIT                                          | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               |  | US        |       1675 | NS      | $186092.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                               | BAKER HUGHES CO COMMON STOCK                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |      27685 | NS      | $803418.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                         | KIMBERLY-CLARK CORP COMMON STOCK                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |       8141 | NS      | $1104163.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                 | VAIL RESORTS INC COMMON STOCK                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Short            | EC               |  | US        |       -967 | NS      | $-249041.18    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTECH PLC                                       | PLAYTECH PLC 4.250000% 03/07/2026                                       | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | DBT              | NUSS              | GB        |     200000 | PA      | $195119.44     | 0.03%             | 2026-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                            | CUSHMAN & WAKEFIELD PLC COMMON STOCK                                    | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               |  | US        |       4600 | NS      | $52532.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                              | BLOOMIN' BRANDS INC COMMON STOCK                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Short            | EC               |  | US        |      -1695 | NS      | $-38171.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                               | HCA HEALTHCARE INC COMMON STOCK                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               |  | US        |       1740 | NS      | $417982.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US TREASURY N/B 3.250000% 08/31/2024                                    | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     400000 | PA      | $391921.88     | 0.05%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                           | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -32 | NC      | $-4361000.00   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.                | WORLD WRESTLING ENTERTAIN-A COMMON STOCK                                | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               |  | US        |        700 | NS      | $55916.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                 | IQVIA HOLDINGS INC COMMON STOCK                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               |  | US        |       1498 | NS      | $326593.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH, INC.                            | OAK STREET HEALTH INC COMMON STOCK                                      | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               |  | US        |       1644 | NS      | $35543.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US TREASURY FRN VARIABLE RATE 07/31/2023                                | CUSIP: 91282CCQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    6500000 | PA      | $6504500.41    | 0.86%             | 2023-07-31      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                  | AIRCASTLE LTD 4.250000% 06/15/2026                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |      54000 | PA      | $50338.54      | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                 | AMERICAN WATER WORKS CO INC COMMON STOCK                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               |  | US        |       1835 | NS      | $278479.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                             | Credit Default Swap                                                     | CUSIP: CDS895273<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -118287 | NC      | $-28979.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS857203<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -18542 | NC      | $-4542.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIMBLE INC.                                       | TRIMBLE INC COMMON STOCK                                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               |  | US        |      -1686 | NS      | $-100738.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                 | GETTY REALTY CORP REIT                                                  | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |       1064 | NS      | $35133.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                       | CHARTER COMMUNICATIONS INC-A COMMON STOCK                               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               |  | US        |      -1508 | NS      | $-590065.32    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                             | ENSIGN GROUP INC/THE COMMON STOCK                                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |        349 | NS      | $33155.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 1.593%                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    2440000 | NC      | $311799.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC         | DUKE ENERGY CAROLINAS NC STORM FUNDING LLC 2.617000% 07/01/2041         | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     314000 | PA      | $233665.10     | 0.03%             | 2041-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OEC FINANCE LIMITED                                | OEC FINANCE LTD 144A 7.125000% 12/26/2046                               | CUSIP: 67614CAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     233143 | PA      | $4662.86       | 0.00%             | 2046-12-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                      | NETFLIX INC COMMON STOCK                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |       3972 | NS      | $1213565.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                       | VISTRA CORP 144A 7.000000% MATURITY: PERPETUAL                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     272000 | PA      | $243283.24     | 0.03%             | 2171-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                         | JABIL INC COMMON STOCK                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Short            | EC               |  | US        |       -668 | NS      | $-48222.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 1.9905                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    2040000 | NC      | $113180.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                        | ONEOK INC COMMON STOCK                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               |  | US        |      14995 | NS      | $1003465.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME PRI ALUM FUTR MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         43 | NC      | $2666000.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                   | LEAR CORP COMMON STOCK                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               |  | US        |      -3153 | NS      | $-454788.72    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 CAS 2022-R02 2M1           | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     612928 | PA      | $600329.99     | 0.08%             | 2042-01-25      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | LOW SU GASOIL G   MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $451000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                     | CARVANA AUTO RECEIVABLES TRUST 2021-P4 CRVNA 2021-P4 D                  | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     420000 | PA      | $331975.22     | 0.04%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| THE GAP, INC.                                      | GAP INC/THE COMMON STOCK                                                | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Short            | EC               |  | US        |       -700 | NS      | $-10178.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                     | JPMORGAN CHASE BANK NA - CHASE CHASE 2019-CL1 M3                        | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     100474 | PA      | $94178.20      | 0.01%             | 2047-04-25      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                          | BAXTER INTERNATIONAL INC COMMON STOCK                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |       4314 | NS      | $243870.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                  | AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A               | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     149965 | PA      | $143151.60     | 0.02%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | PARAMOUNT GLOBAL-CLASS B COMMON STOCK                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               |  | US        |      -9574 | NS      | $-192245.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP 1.734000% 07/22/2027                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $913902.68     | 0.12%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| SUNOPTA INC.                                       | SUNOPTA INC COMMON STOCK                                                | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               |  | US        |       5446 | NS      | $50920.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                             | CAPRI HOLDINGS LTD COMMON STOCK                                         | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Short            | EC               |  | US        |      -6130 | NS      | $-351555.50    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                       | FRESH DEL MONTE PRODUCE INC COMMON STOCK                                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |       2000 | NS      | $55360.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: DEUTSCHE BANK                                 | Credit Default Swap                                                     | CUSIP: CDS730016<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -17903 | NC      | $-4386.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                   | COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031              | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     574000 | PA      | $441124.74     | 0.06%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COGNEX CORPORATION                                 | COGNEX CORP COMMON STOCK                                                | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Short            | EC               |  | US        |       -886 | NS      | $-44105.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                     | EDGEWELL PERSONAL CARE CO COMMON STOCK                                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |       1591 | NS      | $68747.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED       | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               |  | US        |       5600 | NS      | $339080.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                            | TJX COMPANIES INC COMMON STOCK                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Short            | EC               |  | US        |     -11755 | NS      | $-940987.75    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                           | BOOT BARN HOLDINGS INC COMMON STOCK                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Short            | EC               |  | US        |       -591 | NS      | $-39803.85     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                             | ALIGN TECHNOLOGY INC COMMON STOCK                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               |  | US        |        630 | NS      | $123895.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE REMICS FNR 2011-131 ST                                       | CUSIP: 3136A2N58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     481886 | PA      | $63331.61      | 0.01%             | 2041-12-25      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                    | EQT CORP 5.700000% 04/01/2028                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     116000 | PA      | $115890.96     | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS737905<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -184784 | NC      | $-45269.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                          | BAT CAPITAL CORP 4.906000% 04/02/2030                                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |     447000 | PA      | $412695.98     | 0.05%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC.                              | INVITATION HOMES INC REIT                                               | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               |  | US        |      11491 | NS      | $374951.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                         | PALANTIR TECHNOLOGIES INC-A COMMON STOCK                                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               |  | US        |       7757 | NS      | $58177.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                               | GLOBAL PAYMENTS INC COMMON STOCK                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |        767 | NS      | $79599.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                        | DAVITA INC COMMON STOCK                                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |        501 | NS      | $36938.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC.                                        | ZOETIS INC COMMON STOCK                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |       3801 | NS      | $585886.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                   | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2021-1A A2I                      | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     389075 | PA      | $325438.67     | 0.04%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Blueprint Medicines Corp                           | BLUEPRINT MEDICINES CORP COMMON STOCK                                   | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               |  | US        |        456 | NS      | $21792.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BRENT CRUDE FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         55 | NC      | $4784450.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                              | SHOCKWAVE MEDICAL INC COMMON STOCK                                      | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |        196 | NS      | $49705.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L STREET SECURITIES                                | WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 1M2      | CUSIP: 949771AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     107565 | PA      | $80205.58      | 0.01%             | 2025-11-25      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                | COFFEE 'C' FUTURE JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         10 | NC      | $637500.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                         | AVIATION CAPITAL GROUP LLC 144A 3.500000% 11/01/2027                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     157000 | PA      | $135793.60     | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2021-DNA7 STACR 2021-DNA7 M2              | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     952776 | PA      | $883699.74     | 0.12%             | 2041-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORPORATION                          | STORE CAPITAL CORP REIT                                                 | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |       4142 | NS      | $132129.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST                  | CORPORATE OFFICE PROPERTIES REIT                                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       1364 | NS      | $37878.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COTTON NO.2 FUTR  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         10 | NC      | $416400.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY CAPITAL SERVICES LLC           | Credit Default Swap                                                     | CUSIP: CD1316550<br>LEI: N/A                  | N/A              | DCR              |  | XX        |   -5465000 | NC      | $70629.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC.                                          | EBAY INC COMMON STOCK                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Short            | EC               |  | US        |      -5549 | NS      | $-252146.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                        | INTUIT INC COMMON STOCK                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |       1040 | NS      | $423893.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS U.S.A., INC.                              | SKECHERS USA INC-CL A COMMON STOCK                                      | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Short            | EC               |  | US        |      -5213 | NS      | $-219832.21    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FISERV, INC.                                       | FISERV INC COMMON STOCK                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               |  | US        |       1960 | NS      | $204545.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                             | CREDIT SUISSE GROUP AG 144A 6.373000% 07/15/2026                        | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     277000 | PA      | $256880.79     | 0.03%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                      | AMN HEALTHCARE SERVICES INC COMMON STOCK                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |        589 | NS      | $72859.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                   | P G & E CORP COMMON STOCK                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               |  | US        |      18368 | NS      | $288377.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORPORATION                        | SOUTHERN COPPER CORP COMMON STOCK                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               |  | US        |      -1200 | NS      | $-73224.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD.                                 | KOSMOS ENERGY LTD COMMON STOCK                                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               |  | US        |      15122 | NS      | $100561.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                 | HENRY SCHEIN INC COMMON STOCK                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |        919 | NS      | $74365.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC.                                       | GODADDY INC - CLASS A COMMON STOCK                                      | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               |  | US        |        719 | NS      | $56894.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                | CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC11 CGCMT 2013-GC11 D         | CUSIP: 17320DAU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     249599 | PA      | $239412.34     | 0.03%             | 2046-04-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED                                      | BUNGE LTD COMMON STOCK                                                  | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               |  | US        |       3388 | NS      | $355197.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                  | DR HORTON INC COMMON STOCK                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               |  | US        |     -13626 | NS      | $-1171836.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION      | FEDERAL FARM CREDIT BANK VARIABLE RATE 05/15/2024                       | CUSIP: 3133ENYU8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |     200000 | PA      | $200054.73     | 0.03%             | 2024-05-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                           | VOYA CLO 2019-1 LTD VOYA 2019-1A DR                                     | CUSIP: 92917NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     265000 | PA      | $239064.19     | 0.03%             | 2031-04-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Xencor Inc                                         | XENCOR INC COMMON STOCK                                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               |  | US        |       1281 | NS      | $38071.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC.                           | DARLING INGREDIENTS INC COMMON STOCK                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               |  | US        |       4056 | NS      | $291342.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC.                                     | SNOWFLAKE INC-CLASS A COMMON STOCK                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               |  | US        |       1089 | NS      | $155618.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG LTD.                                      | FLEX LNG LTD COMMON STOCK                                               | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               |  | US        |        167 | NS      | $6282.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS727279<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      -8951 | NC      | $-2193.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PVH CORP.                                          | PVH CORP COMMON STOCK                                                   | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Short            | EC               |  | US        |      -2719 | NS      | $-182662.42    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BRENT CRUDE FUTR  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         23 | NC      | $1972250.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                           | RALPH LAUREN CORP COMMON STOCK                                          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Short            | EC               |  | US        |      -1841 | NS      | $-208253.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                       | CF INDUSTRIES HOLDINGS INC COMMON STOCK                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Short            | EC               |  | US        |      -2038 | NS      | $-220491.22    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C        | CUSIP: 95000KBH7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     620000 | PA      | $548024.39     | 0.07%             | 2049-11-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP.                 | MADISON SQUARE GARDEN SPORTS COMMON STOCK                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               |  | US        |        400 | NS      | $65136.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR TRUST 2019-DNA4 STACR 2019-DNA4 M2                    | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      52859 | PA      | $52727.18      | 0.01%             | 2049-10-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                | KC HRW WHEAT FUT  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          7 | NC      | $314912.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | WTI CRUDE FUTURE  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         21 | NC      | $1691550.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                     | EPR PROPERTIES REIT                                                     | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |        930 | NS      | $38697.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                      | HOLOGIC INC COMMON STOCK                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |       2001 | NS      | $152396.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                 | RH COMMON STOCK                                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               |  | US        |       -328 | NS      | $-94080.24     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                  | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |        175 | NS      | $257173.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                        | GULFPORT ENERGY CORP COMMON STOCK                                       | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |        589 | NS      | $47762.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 1.487                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    7010000 | NC      | $625519.87     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LME ZINC FUTURE   JAN23                            | LME ZINC FUTURE   JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         21 | NC      | $1598100.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION        | INTL BUSINESS MACHINES CORP COMMON STOCK                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |       2781 | NS      | $414090.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                           | DOW INC COMMON STOCK                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               |  | US        |      -8326 | NS      | $-424376.22    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                                | ST JOE CO/THE COMMON STOCK                                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               |  | US        |       1600 | NS      | $61488.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                      | HOWARD HUGHES CORP/THE COMMON STOCK                                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               |  | US        |       1100 | NS      | $81994.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CORP.                        | APARTMENT INCOME REIT CO REIT                                           | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |       3513 | NS      | $133669.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                         | SPIRE INC COMMON STOCK                                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |        687 | NS      | $50906.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                | FLOWERS FOODS INC COMMON STOCK                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |       4065 | NS      | $122153.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORPORATION                              | ATLASSIAN CORP -CLASS A COMMON STOCK                                    | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               |  | US        |        414 | NS      | $54461.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHAM MINERALS, INC.                             | BRIGHAM MINERALS INC-CL A COMMON STOCK                                  | CUSIP: 10918L103<br>LEI: 549300IQ6JCXW59RO175 | Long             | EC               |  | US        |       1409 | NS      | $49920.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.       | AMERICAN AXLE & MFG HOLDINGS COMMON STOCK                               | CUSIP: 024061103<br>LEI: N/A                  | Short            | EC               |  | US        |      -4347 | NS      | $-45252.27     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE, INC.                         | BROADSTONE NET LEASE INC REIT                                           | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |       3138 | NS      | $53251.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                  | YUM! BRANDS INC COMMON STOCK                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Short            | EC               |  | US        |      -5750 | NS      | $-739795.00    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                         | AMGEN INC COMMON STOCK                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |       4492 | NS      | $1286508.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                          | VALERO ENERGY CORP COMMON STOCK                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |      11309 | NS      | $1511108.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.                     | SUNSTONE HOTEL INVESTORS INC REIT                                       | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |       6161 | NS      | $67709.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                             | WARRIOR MET COAL INC COMMON STOCK                                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Short            | EC               |  | US        |      -1441 | NS      | $-53057.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C04 1M2               | CUSIP: 30711XAP9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     116212 | PA      | $119250.19     | 0.02%             | 2024-11-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                | INSULET CORP COMMON STOCK                                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               |  | US        |        602 | NS      | $180220.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                          | AT&T INC COMMON STOCK                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     122861 | NS      | $2368760.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY        | JAZZ PHARMACEUTICALS PLC COMMON STOCK                                   | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |        537 | NS      | $84260.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                             | STANDARD CHARTERED PLC 144A 6.000000% MATURITY: PERPETUAL               | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |     514000 | PA      | $494725.00     | 0.07%             | 2171-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US, INC.                                  | T-MOBILE US INC COMMON STOCK                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |      10153 | NS      | $1537773.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                             | DELL TECHNOLOGIES -C COMMON STOCK                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               |  | US        |      -1316 | NS      | $-58943.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                         | CYTOKINETICS INC COMMON STOCK                                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               |  | US        |       1177 | NS      | $50022.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                | STEVEN MADDEN LTD COMMON STOCK                                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Short            | EC               |  | US        |      -3052 | NS      | $-105416.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LTD.                                 | BELLEMEADE RE 2019-1 LTD BMIR 2019-1A M1B                               | CUSIP: 07876RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |      57925 | PA      | $57880.28      | 0.01%             | 2029-03-25      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 CAS 2018-R07 1M2           | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      37042 | PA      | $36880.50      | 0.00%             | 2031-04-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                              | RIVIAN AUTOMOTIVE INC-A COMMON STOCK                                    | CUSIP: 76954A103<br>LEI: N/A                  | Short            | EC               |  | US        |     -25231 | NS      | $-808401.24    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 2.1495%                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    5145000 | NC      | $472420.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                              | CLEVELAND-CLIFFS INC COMMON STOCK                                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               |  | US        |      -6591 | NS      | $-102028.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                       | LANCASTER COLONY CORP COMMON STOCK                                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |        455 | NS      | $94248.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                     | BNP PARIBAS SA 4.625000% MATURITY: PERPETUAL                            | CUSIP: F1R15XL35<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |     724000 | PA      | $550240.00     | 0.07%             | 2171-08-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                        | ECOLAB INC COMMON STOCK                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Short            | EC               |  | US        |      -2475 | NS      | $-370829.25    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                             | KYNDRYL HOLDINGS INC 2.050000% 10/15/2026                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     568000 | PA      | $464714.05     | 0.06%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE REMICS FNR 2016-77 DS                                        | CUSIP: 3136ATV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     714783 | PA      | $73464.54      | 0.01%             | 2046-10-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 12/15/2022                                      | CUSIP: 912796X79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $11985369.96   | 1.59%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | LIVE CATTLE FUTR  AUG23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          9 | NC      | $561240.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC-CL A COMMON STOCK                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      31010 | NS      | $3131699.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                               | GLOBAL PAYMENTS INC 2.900000% 11/15/2031                                | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     131000 | PA      | $103939.48     | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS, INC.                | CEREVEL THERAPEUTICS HOLDING COMMON STOCK                               | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               |  | US        |       2000 | NS      | $57920.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                        | PILGRIM'S PRIDE CORP COMMON STOCK                                       | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |        988 | NS      | $25846.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                       | NETAPP INC COMMON STOCK                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               |  | US        |      -1615 | NS      | $-109190.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                         | ADOBE INC COMMON STOCK                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |       1608 | NS      | $554647.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX-NAIGS38V1-5Y-650273                            | Credit Default Swap                                                     | CUSIP: CD1309170<br>LEI: N/A                  | N/A              | DCR              |  | XX        |  -12231000 | NC      | $158072.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | BARCLAYS PLC 7.385000% 11/02/2028                                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |     321000 | PA      | $332085.00     | 0.04%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CORTEVA, INC.                                      | CORTEVA INC COMMON STOCK                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | EC               |  | US        |      -8108 | NS      | $-544533.28    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                              | TARGA RESOURCES CORP COMMON STOCK                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               |  | US        |       6733 | NS      | $500867.87     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HFX Funding Issuer                                 | HFX 2017-1A A3 SERIES  CLASS                                            | CUSIP: 40422GAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     800000 | PA      | $745044.56     | 0.10%             | 2035-03-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                        | PARKER-HANNIFIN CORP 4.500000% 09/15/2029                               | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     443000 | PA      | $430030.25     | 0.06%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | SANTANDER HOLDINGS USA INC 2.490000% 01/06/2028                         | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      85000 | PA      | $73763.54      | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK NA                                   | Credit Default Swap                                                     | CUSIP: CD1329667<br>LEI: N/A                  | N/A              | DCR              |  | XX        |  -36970000 | NC      | $478251.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY RESIDENTIAL                                 | EQUITY RESIDENTIAL REIT                                                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       6625 | NS      | $429697.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION         | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |       2249 | NS      | $139910.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                                 | AVIENT CORP COMMON STOCK                                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Short            | EC               |  | US        |      -1083 | NS      | $-37482.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                 | EPAM SYSTEMS INC COMMON STOCK                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |        249 | NS      | $91776.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                  | Crown Castle Inc REIT                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       8175 | NS      | $1156190.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX-NAHYS38V2-5Y                                   | Credit Default Swap                                                     | CUSIP: CD1308373<br>LEI: N/A                  | N/A              | DCR              |  | XX        |   -2015640 | NC      | $26050.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYLINE CHAMPION CORPORATION                       | SKYLINE CHAMPION CORP COMMON STOCK                                      | CUSIP: 830830105<br>LEI: N/A                  | Short            | EC               |  | US        |      -2587 | NS      | $-134498.13    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                | GENERAL MILLS INC COMMON STOCK                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |      14236 | NS      | $1214330.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE 3.875000% 08/28/2024                                         | CUSIP: 3135G06W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     700000 | PA      | $688809.61     | 0.09%             | 2024-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IROBOT CORPORATION                                 | IROBOT CORP COMMON STOCK                                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Short            | EC               |  | US        |       -897 | NS      | $-46724.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                 | HEALTHEQUITY INC COMMON STOCK                                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |        483 | NS      | $30660.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP - CLASS A COMMON STOCK                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               |  | US        |      -6377 | NS      | $-122119.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                           | CALLON PETROLEUM CO COMMON STOCK                                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               |  | US        |       1668 | NS      | $69922.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                         | SAREPTA THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |        694 | NS      | $85230.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIBO CORPORATION                                  | WEIBO CORP 3.375000% 07/08/2030                                         | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | NUSS              | CN        |    1183000 | PA      | $869668.28     | 0.12%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EURO                                               | FX Forward Contract: EUR/USD SETTLE 2022-12-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |          1 | NC      | $2376.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                         | MINERALS TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Short            | EC               |  | US        |       -886 | NS      | $-53416.94     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Archaea Energy Inc                                 | ARCHAEA ENERGY INC COMMON STOCK                                         | CUSIP: 03940F103<br>LEI: 549300ZBE567NNMH7V89 | Long             | EC               |  | US        |       3200 | NS      | $83008.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | EXXON MOBIL CORP COMMON STOCK                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     118627 | NS      | $13207930.18   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                 | SITE CENTERS CORP REIT                                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |       2671 | NS      | $36298.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC.                                       | DENBURY INC COMMON STOCK                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               |  | US        |       1668 | NS      | $149719.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ODEBRECHT HOLDCO FINANCE LIMITED                   | ODEBRECHT HOLDCO FINANCE LTD 144A ZERO COUPON 09/10/2058                | CUSIP: 67577TAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     479699 | PA      | $2350.53       | 0.00%             | 2058-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                           | OCTANE RECEIVABLES TRUST 2021-2 OCTL 2021-2A B                          | CUSIP: 67578AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     575000 | PA      | $517787.62     | 0.07%             | 2028-09-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                       | COCA-COLA CONSOLIDATED INC COMMON STOCK                                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               |  | US        |        137 | NS      | $67376.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY S.A.                            | SPOTIFY TECHNOLOGY SA COMMON STOCK                                      | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               |  | US        |       1240 | NS      | $98480.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS727815<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -17903 | NC      | $-4386.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLLEY INC.                                        | HOLLEY INC COMMON STOCK                                                 | CUSIP: 43538H103<br>LEI: N/A                  | Short            | EC               |  | US        |      -4208 | NS      | $-11529.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY        | APARTMENT INVT & MGMT CO -A REIT                                        | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |       5343 | NS      | $44774.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                          | ACTIVISION BLIZZARD INC COMMON STOCK                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               |  | US        |       6619 | NS      | $489475.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                            | KARUNA THERAPEUTICS INC COMMON STOCK                                    | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               |  | US        |        187 | NS      | $44002.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                | ELF BEAUTY INC COMMON STOCK                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |       1439 | NS      | $79087.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS, INC.                              | MKS INSTRUMENTS INC COMMON STOCK                                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               |  | US        |       -418 | NS      | $-35053.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                   | AMAZON.COM INC 4.550000% 12/01/2027                                     | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | NUSS              | US        |     538000 | PA      | $542126.01     | 0.07%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 2.3545                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     720000 | NC      | $46419.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                      | ADTALEM GLOBAL EDUCATION INC COMMON STOCK                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Short            | EC               |  | US        |      -1300 | NS      | $-54080.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                     | MONOLITHIC POWER SYSTEMS INC COMMON STOCK                               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               |  | US        |       -320 | NS      | $-122227.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC.                    | REYNOLDS CONSUMER PRODUCTS I COMMON STOCK                               | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               |  | US        |       1800 | NS      | $57528.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                               | GLOBAL PAYMENTS INC 5.300000% 08/15/2029                                | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     240000 | PA      | $232435.53     | 0.03%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOPRO, INC                                         | GOPRO INC-CLASS A COMMON STOCK                                          | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Short            | EC               |  | US        |      -5260 | NS      | $-28824.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH, INC.                                | AGILON HEALTH INC COMMON STOCK                                          | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               |  | US        |       2400 | NS      | $42144.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK                               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Short            | EC               |  | US        |      -2600 | NS      | $-62634.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                        | CHEGG INC COMMON STOCK                                                  | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Short            | EC               |  | US        |      -2433 | NS      | $-72600.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC.                                       | WAYFAIR INC- CLASS A COMMON STOCK                                       | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               |  | US        |       -540 | NS      | $-19785.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                     | PMT CREDIT RISK TRANSFER TRUST 2020-1R PMTCR 2020-1R A                  | CUSIP: 730151AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     118099 | PA      | $111495.45     | 0.01%             | 2023-02-27      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST, INC.                 | PIEDMONT OFFICE REALTY TRU-A REIT                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |       5600 | NS      | $58296.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                             | GENERAL MOTORS CO COMMON STOCK                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Short            | EC               |  | US        |     -72287 | NS      | $-2931960.72   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US TREASURY FRN VARIABLE RATE 01/31/2023                                | CUSIP: 91282CBK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    9600000 | PA      | $9604701.89    | 1.27%             | 2023-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP.               | RETAIL OPPORTUNITY INVESTMEN REIT                                       | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |       1823 | NS      | $27800.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                        | IRIDIUM COMMUNICATIONS INC COMMON STOCK                                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |       2093 | NS      | $111138.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                               | MCKESSON CORP COMMON STOCK                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |       1153 | NS      | $440077.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SUGAR #11 (WORLD) JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         52 | NC      | $1044243.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         29 | NC      | $637582.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                               | CONAGRA BRANDS INC COMMON STOCK                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      11518 | NS      | $437453.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                  | AFFIRM ASSET SECURITIZATION TRUST 2021-Z1 AFFRM 2021-Z1 A               | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     125250 | PA      | $121472.22     | 0.02%             | 2025-08-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID, INC.                                     | AVANGRID INC COMMON STOCK                                               | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               |  | US        |        981 | NS      | $41957.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE, INC.                           | GUIDEWIRE SOFTWARE INC COMMON STOCK                                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               |  | US        |        387 | NS      | $22952.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                           | ADVANCE AUTO PARTS INC COMMON STOCK                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               |  | US        |       -661 | NS      | $-99804.39     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                           | XPEL INC COMMON STOCK                                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Short            | EC               |  | US        |      -1456 | NS      | $-99808.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE 0.250000% 05/22/2023                                         | CUSIP: 3135G04Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1500000 | PA      | $1468688.57    | 0.19%             | 2023-05-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                           | HYATT HOTELS CORP - CL A COMMON STOCK                                   | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               |  | US        |       -788 | NS      | $-79052.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INFOR, INC.                                        | INFOR INC 144A 1.750000% 07/15/2025                                     | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |     323000 | PA      | $293201.44     | 0.04%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                       | CHURCHILL DOWNS INC COMMON STOCK                                        | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               |  | US        |       -799 | NS      | $-177346.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORPORATION                               | SEABOARD CORP COMMON STOCK                                              | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               |  | US        |         13 | NS      | $51387.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                       | CENTRAL GARDEN AND PET CO-A COMMON STOCK                                | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |       2000 | NS      | $78140.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                        | REGENCY CENTERS CORP REIT                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       3580 | NS      | $237819.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                        | DISCOVER FINANCIAL SERVICES 6.125000% MATURITY: PERPETUAL               | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1022395.50    | 0.14%             | 2171-03-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                   | BRASKEM NETHERLANDS FINANCE BV 144A 4.500000% 01/31/2030                | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |     220000 | PA      | $187585.78     | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS, INC.                      | ALNYLAM PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               |  | US        |       1234 | NS      | $272208.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                      | ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK                               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               |  | US        |       1300 | NS      | $47190.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                        | SONOS INC COMMON STOCK                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Short            | EC               |  | US        |      -4541 | NS      | $-79603.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS316233<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -361256 | NC      | $-88503.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                | STRYKER CORP COMMON STOCK                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               |  | US        |       2862 | NS      | $669393.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                            | SIGNET JEWELERS LTD COMMON STOCK                                        | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Short            | EC               |  | US        |       -484 | NS      | $-31460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                   | ACCENTURE PLC-CL A COMMON STOCK                                         | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |       2063 | NS      | $620818.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE REMICS FNR 2017-62 AS                                        | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     883907 | PA      | $103125.47     | 0.01%             | 2047-08-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                | ENTERGY CORP COMMON STOCK                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |       2230 | NS      | $259282.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                | VERTEX PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |       2101 | NS      | $664756.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.     | CHARLES RIVER LABORATORIES COMMON STOCK                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               |  | US        |        452 | NS      | $103313.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORPORATION                                   | NEWS CORP - CLASS B COMMON STOCK                                        | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               |  | US        |      -2900 | NS      | $-56405.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNETITE CLO, LIMITED                             | MAGNETITE XXVI LTD MAGNE 2020-26A A1R                                   | CUSIP: 55954YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     984646 | PA      | $955685.59     | 0.13%             | 2034-07-25      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                           | CHORD ENERGY CORP COMMON STOCK                                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |       1011 | NS      | $154207.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                         | QUALYS INC COMMON STOCK                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |        300 | NS      | $36996.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC.                               | EAGLE MATERIALS INC COMMON STOCK                                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Short            | EC               |  | US        |       -393 | NS      | $-53581.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                     | PERFORMANCE FOOD GROUP CO COMMON STOCK                                  | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               |  | US        |       3805 | NS      | $232028.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                              | QUALCOMM INC COMMON STOCK                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               |  | US        |      -6517 | NS      | $-824335.33    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                               | ARCH RESOURCES INC COMMON STOCK                                         | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               |  | US        |        573 | NS      | $88671.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                         | DOLLAR GENERAL CORP COMMON STOCK                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               |  | US        |      -2401 | NS      | $-613887.68    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                       | GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 D                   | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      11942 | PA      | $4923.41       | 0.00%             | 2044-08-10      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                | WTI CRUDE FUTURE  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         13 | NC      | $1047670.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH, INC.                               | TELADOC HEALTH INC COMMON STOCK                                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               |  | US        |       1185 | NS      | $33784.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CITIGROUP INC 4.140000% 05/24/2025                                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     759000 | PA      | $744914.08     | 0.10%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024          | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   61073400 | PA      | $74094738.23   | 9.83%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOYBEAN OIL FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         12 | NC      | $506016.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                        | ANSYS INC COMMON STOCK                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               |  | US        |        330 | NS      | $83919.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  10/15/2024         | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   38000000 | PA      | $42511842.40   | 5.64%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                           | NEW FORTRESS ENERGY INC COMMON STOCK                                    | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               |  | US        |       1374 | NS      | $69936.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORPORATION                           | MARATHON OIL CORP COMMON STOCK                                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               |  | US        |      19177 | NS      | $587391.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | PLATINUM FUTURE   JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         35 | NC      | $1818775.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                             | WEC ENERGY GROUP INC COMMON STOCK                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |       3377 | NS      | $334795.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP.                       | GS MORTGAGE SECURITIES TRUST 2021-1 A1                                  | CUSIP: 36246LAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     254569 | PA      | $228910.84     | 0.03%             | 2026-08-17      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| SAUL CENTERS, INC.                                 | SAUL CENTERS INC REIT                                                   | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |        827 | NS      | $35643.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                  | MATCH GROUP INC COMMON STOCK                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               |  | US        |       1914 | NS      | $96771.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                     | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | EC               |  | US        |      -5466 | NS      | $-779560.92    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                             | GLOBAL NET LEASE INC REIT                                               | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |       2904 | NS      | $39291.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED   | TOBACCO SETTLEMENT FIN AUTH WV TOBACCO SETTLEMENT FINANCE AUTHORITY     | CUSIP: 88880LAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     200052 | PA      | $181549.74     | 0.02%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                    | NATIONAL HEALTHCARE CORP COMMON STOCK                                   | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               |  | US        |        687 | NS      | $42346.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER, INC.                                      | ZSCALER INC COMMON STOCK                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               |  | US        |        308 | NS      | $41102.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                               | CELANESE CORP COMMON STOCK                                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | EC               |  | US        |      -1156 | NS      | $-124038.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                            | LANTHEUS HOLDINGS INC COMMON STOCK                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |        785 | NS      | $48732.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE REMICS FNR 2014-78 SE                                        | CUSIP: 3136ALP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     774186 | PA      | $78238.11      | 0.01%             | 2044-12-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS894052<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -12148 | NC      | $-2976.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                       | SABRA HEALTH CARE REIT INC REIT                                         | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |       2903 | NS      | $37477.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                 | TARGET CORP COMMON STOCK                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               |  | US        |      -4593 | NS      | $-767352.51    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                     | CHARLES SCHWAB CORP/THE 5.375000% MATURITY: PERPETUAL                   | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     247000 | PA      | $242776.30     | 0.03%             | 2171-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP.                              | SL GREEN REALTY CORP REIT                                               | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |        812 | NS      | $34071.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                  | ROSS STORES INC 4.700000% 04/15/2027                                    | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     946000 | PA      | $928978.32     | 0.12%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORPORATION           | MARRIOTT VACATIONS WORLD COMMON STOCK                                   | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               |  | US        |       -919 | NS      | $-136912.62    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                            | BRANDYWINE REALTY TRUST REIT                                            | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |       8600 | NS      | $59426.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                     | MAGNOLIA OIL & GAS CORP - A COMMON STOCK                                | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               |  | US        |       4915 | NS      | $128183.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC 144A 4.000000% 04/15/2029                                  | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      41000 | PA      | $37402.16      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.            | ESSENTIAL PROPERTIES REALTY REIT                                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |       5025 | NS      | $116630.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC.                                 | NEWELL BRANDS INC COMMON STOCK                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               |  | US        |     -15691 | NS      | $-203512.27    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                   | SALESFORCE INC COMMON STOCK                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |       3356 | NS      | $537799.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORPORATION                              | FLOWSERVE CORP 2.800000% 01/15/2032                                     | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     228000 | PA      | $170653.37     | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY  | CUSIP: 73358W4V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     490000 | PA      | $479095.00     | 0.06%             | 2023-07-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                       | MATTEL INC COMMON STOCK                                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Short            | EC               |  | US        |     -15568 | NS      | $-283804.64    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                                | OUTFRONT MEDIA INC REIT                                                 | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |       2279 | NS      | $41682.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS, INC.                         | REVANCE THERAPEUTICS INC COMMON STOCK                                   | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               |  | US        |       1747 | NS      | $37927.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                 | WATERS CORP COMMON STOCK                                                | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |        569 | NS      | $197215.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                                | EXPEDIA GROUP INC COMMON STOCK                                          | CUSIP: 30212P303<br>LEI: N/A                  | Short            | EC               |  | US        |      -2973 | NS      | $-317635.32    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        246 | NC      | $5408457.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                  | CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028                         | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     270000 | PA      | $259013.56     | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| THE CLOROX COMPANY                                 | CLOROX COMPANY COMMON STOCK                                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |       3158 | NS      | $469436.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC                     | DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERI DBALT 2006-AR4 A2    | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     143582 | PA      | $51390.75      | 0.01%             | 2036-12-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                  | PERKINELMER INC COMMON STOCK                                            | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |        892 | NS      | $124639.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC.                                    | DRAFTKINGS INC-CL A COMMON STOCK                                        | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               |  | US        |      -7876 | NS      | $-120660.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                            | MICRON TECHNOLOGY INC COMMON STOCK                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               |  | US        |      -6213 | NS      | $-358179.45    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | CRUDE OIL FUT OPT Jan23C    90 SHORT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -108 | NC      | $-51840.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                       | MACY'S INC COMMON STOCK                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Short            | EC               |  | US        |      -4233 | NS      | $-99475.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ELMWOOD CLO                                        | ELMWOOD CLO IX LTD ELMW9 2021-2A D                                      | CUSIP: 29003UAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     509100 | PA      | $477892.68     | 0.06%             | 2034-07-20      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| CORN FUTURE       JUL23                            | CORN FUTURE       JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         66 | NC      | $2177175.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION, INC.                           | LAUREATE EDUCATION INC COMMON STOCK                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Short            | EC               |  | US        |      -4300 | NS      | $-45064.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS, LIMITED                              | WYNN RESORTS LTD COMMON STOCK                                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               |  | US        |      -2504 | NS      | $-209484.64    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                            | BATH & BODY WORKS INC COMMON STOCK                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Short            | EC               |  | US        |      -2592 | NS      | $-110160.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                  | DOLLAR TREE INC COMMON STOCK                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               |  | US        |      -2062 | NS      | $-309897.98    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LIVE CATTLE FUTR  JUN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         18 | NC      | $1120140.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                                 | KOHLS CORP COMMON STOCK                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               |  | US        |      -1147 | NS      | $-36795.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9, INC.                                        | FIVE9 INC COMMON STOCK                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               |  | US        |        400 | NS      | $25644.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                  | LIMA METRO LINE 2 FINANCE LTD 144A 4.350000% 04/05/2036                 | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | PE        |     211267 | PA      | $185967.37     | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                              | AIR LEASE CORP MTN 2.875000% 01/15/2026                                 | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      83000 | PA      | $76456.36      | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                          | MATADOR RESOURCES CO COMMON STOCK                                       | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |       2887 | NS      | $191581.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                 | VEEVA SYSTEMS INC-CLASS A COMMON STOCK                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |       1080 | NS      | $205588.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                             | STANDARD CHARTERED PLC 144A MATURITY: PERPETUAL                         | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |     400000 | PA      | $296400.00     | 0.04%             | 2171-07-30      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                      | MOLSON COORS BEVERAGE CO - B COMMON STOCK                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |       4742 | NS      | $261331.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                               | LXP INDUSTRIAL TRUST REIT                                               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |       4639 | NS      | $49915.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                         | AVIATION CAPITAL GROUP LLC 144A 4.875000% 10/01/2025                    | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     175000 | PA      | $165345.55     | 0.02%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                    | UNITED THERAPEUTICS CORP COMMON STOCK                                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |        364 | NS      | $101879.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC 4.150000% 11/15/2030                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     183000 | PA      | $164359.58     | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                        | WESTERN DIGITAL CORP COMMON STOCK                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               |  | US        |      -1290 | NS      | $-47407.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORPORATION                         | EXACT SCIENCES CORP COMMON STOCK                                        | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               |  | US        |       1647 | NS      | $74032.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                        | CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026                  | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     960000 | PA      | $830073.60     | 0.11%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                  | JOHNSON & JOHNSON COMMON STOCK                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |      21431 | NS      | $3814718.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY        | HORIZON THERAPEUTICS PLC COMMON STOCK                                   | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               |  | US        |       2135 | NS      | $214119.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.               | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               |  | US        |        294 | NS      | $43838.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                 | LENNAR CORP - B SHS COMMON STOCK                                        | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               |  | US        |       -478 | NS      | $-34707.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                   | AUTONATION INC COMMON STOCK                                             | CUSIP: 05329W102<br>LEI: N/A                  | Short            | EC               |  | US        |       -492 | NS      | $-60963.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                    | EQUITRANS MIDSTREAM CORP COMMON STOCK                                   | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               |  | US        |      11706 | NS      | $98213.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                              | FREEPORT-MCMORAN INC COMMON STOCK                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               |  | US        |     -16400 | NS      | $-652720.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                       | ANTERO MIDSTREAM CORP COMMON STOCK                                      | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               |  | US        |      12945 | NS      | $146666.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                       | SPROUTS FARMERS MARKET INC COMMON STOCK                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |       2551 | NS      | $87575.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                               | ELECTRONIC ARTS INC COMMON STOCK                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |       2272 | NS      | $297132.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE POOL FN BU1349                                               | CUSIP: 3140M2QB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    2211430 | PA      | $1968915.35    | 0.26%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                   | CALIFORNIA RESOURCES CORP COMMON STOCK                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |       1510 | NS      | $68523.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST           | BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2022-1 A                  | CUSIP: 05601DAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     880000 | PA      | $849536.34     | 0.11%             | 2025-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CarMax, Inc.                                       | CARMAX INC COMMON STOCK                                                 | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Short            | EC               |  | US        |      -1516 | NS      | $-105149.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                       | SHERWIN-WILLIAMS CO/THE COMMON STOCK                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               |  | US        |      -2489 | NS      | $-620209.02    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                              | ELEMENT SOLUTIONS INC COMMON STOCK                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Short            | EC               |  | US        |      -3642 | NS      | $-71237.52     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                        | VERIZON COMMUNICATIONS INC COMMON STOCK                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |      72273 | NS      | $2817201.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                          | APTIV PLC COMMON STOCK                                                  | CUSIP: G6095L109<br>LEI: N/A                  | Short            | EC               |  | US        |     -13341 | NS      | $-1423084.47   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                   | PRICESMART INC COMMON STOCK                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |        900 | NS      | $63936.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAJUN GLOBAL LLC                                   | CAJUN GLOBAL LLC CAJUN 2021-1 A2                                        | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     163510 | PA      | $138104.63     | 0.02%             | 2051-11-20      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES, INC.                            | CIVITAS RESOURCES INC COMMON STOCK                                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |       2213 | NS      | $149067.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                 | INCYTE CORP COMMON STOCK                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |       1527 | NS      | $121656.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC.                                          | COTY INC-CL A COMMON STOCK                                              | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               |  | US        |       9384 | NS      | $73852.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.               | EASTERLY GOVERNMENT PROPERTI REIT                                       | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       3600 | NS      | $57024.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |      34198 | NS      | $2312126.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS, INC.                               | PLANET FITNESS INC - CL A COMMON STOCK                                  | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               |  | US        |      -2059 | NS      | $-161343.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                     | CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 C                  | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     313094 | PA      | $301995.12     | 0.04%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                             | MURPHY OIL CORP COMMON STOCK                                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |       4146 | NS      | $195691.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                       | MONSTER BEVERAGE CORP COMMON STOCK                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |       9047 | NS      | $930574.42     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC ARIZONA CORPORATION                           | TSMC ARIZONA CORP 3.875000% 04/22/2027                                  | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |     345000 | PA      | $333019.88     | 0.04%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                      | SEMPRA ENERGY COMMON STOCK                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |       3153 | NS      | $523997.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                 | ZILLOW GROUP INC - C COMMON STOCK                                       | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |       4249 | NS      | $161377.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.           | INTERPUBLIC GROUP OF COS INC COMMON STOCK                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Short            | EC               |  | US        |      -6426 | NS      | $-220797.36    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                     | PMT CREDIT RISK TRANSFER TRUST 2019-2R PMTCR 2019-2R A                  | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     252885 | PA      | $241591.54     | 0.03%             | 2023-05-27      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                           | EXTRA SPACE STORAGE INC REIT                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       2338 | NS      | $375693.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                    | APA CORP COMMON STOCK                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |       8821 | NS      | $413263.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                         | AGILENT TECHNOLOGIES INC COMMON STOCK                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |       2438 | NS      | $377841.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS, INC.                     | BIOCRYST PHARMACEUTICALS INC COMMON STOCK                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               |  | US        |       3800 | NS      | $50768.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC 7.336000% 11/03/2026                                  | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     573000 | PA      | $598402.49     | 0.08%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                  | GOLAR LNG LTD COMMON STOCK                                              | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               |  | US        |       2895 | NS      | $72577.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                             | TK ELEVATOR MIDCO GMBH 4.375000% 07/15/2027                             | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | NUSS              | DE        |     118000 | PA      | $106745.53     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL INSTRUMENTS CORPORATION                   | NATIONAL INSTRUMENTS CORP COMMON STOCK                                  | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Short            | EC               |  | US        |      -1300 | NS      | $-53326.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INCORPORATED                                | INSMED INC COMMON STOCK                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               |  | US        |       1064 | NS      | $19673.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: DEUTSCHE BANK                                 | Credit Default Swap                                                     | CUSIP: CDS733699<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -63939 | NC      | $-15664.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                     | VAR ENERGI ASA 144A 7.500000% 01/15/2028                                | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |     276000 | PA      | $282029.38     | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS, INC.                             | SUMMIT MATERIALS INC -CL A COMMON STOCK                                 | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Short            | EC               |  | US        |      -1280 | NS      | $-38771.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                          | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               |  | US        |       1004 | NS      | $28714.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                     | STEPAN CO COMMON STOCK                                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Short            | EC               |  | US        |       -500 | NS      | $-55785.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY   | WEATHERFORD INTERNATIONAL PL COMMON STOCK                               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |       1849 | NS      | $80246.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A             | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     594365 | PA      | $583250.46     | 0.08%             | 2042-02-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                      | GARTNER INC COMMON STOCK                                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |        232 | NS      | $81285.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                  | NUCOR CORP COMMON STOCK                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               |  | US        |      -2870 | NS      | $-430356.50    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                         | ETSY INC COMMON STOCK                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               |  | US        |      -1385 | NS      | $-182944.65    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                  | CIGNA CORP 4.375000% 10/15/2028                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     384000 | PA      | $374255.67     | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                       | ADVANCED MICRO DEVICES COMMON STOCK                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               |  | US        |      -9118 | NS      | $-707830.34    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                      | RELIANCE STEEL & ALUMINUM COMMON STOCK                                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Short            | EC               |  | US        |       -611 | NS      | $-129098.19    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                      | ONE GAS INC COMMON STOCK                                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |        388 | NS      | $33736.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                              | URBAN EDGE PROPERTIES REIT                                              | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |       2502 | NS      | $39356.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                             | MCDONALD'S CORP COMMON STOCK                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               |  | US        |     -15083 | NS      | $-4114491.57   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| LUMINAR TECHNOLOGIES, INC.                         | LUMINAR TECHNOLOGIES INC COMMON STOCK                                   | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Short            | EC               |  | US        |     -12207 | NS      | $-93505.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                  | NUCOR CORP 4.300000% 05/23/2027                                         | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     273000 | PA      | $266671.50     | 0.04%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2              | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     975857 | PA      | $912500.95     | 0.12%             | 2041-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                      | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 2.875000% 04/30/2028   | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | NUSS              | US        |     200000 | PA      | $180696.05     | 0.02%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRK: CREDIT SUISSE                                 | Credit Default Swap                                                     | CUSIP: CDS860517<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      -2558 | NC      | $-626.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST            | UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 UACST 2022-2 A           | CUSIP: 90944KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     538498 | PA      | $534851.60     | 0.07%             | 2025-04-10      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS INC.                        | HILTON GRAND VACATIONS INC COMMON STOCK                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               |  | US        |      -1926 | NS      | $-84782.52     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME NICKEL FUTURE JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $161517.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TRADE DESK, INC.                               | TRADE DESK INC/THE -CLASS A COMMON STOCK                                | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               |  | US        |      -5433 | NS      | $-283276.62    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                 | DEUTSCHE BANK AG/NEW YORK NY 6.119000% 07/14/2026                       | CUSIP: 25160PAJ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |     194000 | PA      | $190543.94     | 0.03%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | WHEAT FUTURE(CBT) MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         13 | NC      | $523900.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                    | LGI HOMES INC COMMON STOCK                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               |  | US        |       -737 | NS      | $-73213.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gobierno de la Republica Dominicana                | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.875000% 09/23/2032         | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     871000 | PA      | $718948.75     | 0.10%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | GOLD 100 OZ FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $1935890.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                                 | CONSOL ENERGY INC COMMON STOCK                                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               |  | US        |       1485 | NS      | $115013.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                       | INGLES MARKETS INC-CLASS A COMMON STOCK                                 | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |        600 | NS      | $60660.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC REMICS FHR 4981 HS                                          | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    2126419 | PA      | $218397.01     | 0.03%             | 2050-06-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                       | VIATRIS INC COMMON STOCK                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |       8866 | NS      | $97791.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GASOLINE RBOB FUT JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          8 | NC      | $801259.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BALLYROCK CLO LTD                                  | BALLYROCK CLO 15 LTD BALLY 2021-1A C                                    | CUSIP: 05875TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $459704.50     | 0.06%             | 2034-04-15      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 2.4875%                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    1240000 | NC      | $56477.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INCORPORATED                                  | DANA INC COMMON STOCK                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Short            | EC               |  | US        |      -7777 | NS      | $-136952.97    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                | TOLL BROTHERS INC COMMON STOCK                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               |  | US        |      -4357 | NS      | $-208743.87    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE   MAY23                            | LME ZINC FUTURE   MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $302800.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                          | NU SKIN ENTERPRISES INC - A COMMON STOCK                                | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |        819 | NS      | $34160.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER COMPANY                                | H.B. FULLER CO. COMMON STOCK                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Short            | EC               |  | US        |       -788 | NS      | $-63284.28     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                    | REGENERON PHARMACEUTICALS COMMON STOCK                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |        840 | NS      | $631428.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                     | VAR ENERGI ASA 144A 8.000000% 11/15/2032                                | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |     357000 | PA      | $373372.50     | 0.05%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST, INC.                         | ESSEX PROPERTY TRUST INC REIT                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       1297 | NS      | $285832.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN OIL FUTR  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         25 | NC      | $1012350.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME PRI ALUM FUTR JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         15 | NC      | $941062.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION              | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK                                | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               |  | US        |        676 | NS      | $31690.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                | HERSHEY CO/THE COMMON STOCK                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |       3571 | NS      | $839792.07     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                    | AUTOMATIC DATA PROCESSING COMMON STOCK                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |       1388 | NS      | $366626.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN MEAL FUTR JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         23 | NC      | $947370.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP.                               | URANIUM ENERGY CORP COMMON STOCK                                        | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               |  | US        |      13829 | NS      | $53656.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                        | HOST HOTELS & RESORTS INC REIT                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      14354 | NS      | $271864.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                             | LOWE'S COS INC COMMON STOCK                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               |  | US        |      -6481 | NS      | $-1377536.55   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                                  | FOOT LOCKER INC COMMON STOCK                                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Short            | EC               |  | US        |      -1029 | NS      | $-40954.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC.                           | LULULEMON ATHLETICA INC COMMON STOCK                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               |  | US        |      -4570 | NS      | $-1738016.70   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                  | MERCK & CO. INC. COMMON STOCK                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |      20373 | NS      | $2243474.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                    | FRONTDOOR INC COMMON STOCK                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Short            | EC               |  | US        |      -1164 | NS      | $-27202.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN OIL FUTR  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         14 | NC      | $603792.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                             | RANGER OIL CORP-A COMMON STOCK                                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               |  | US        |        300 | NS      | $13071.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP, INC.                              | PARAMOUNT GROUP INC REIT                                                | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               |  | US        |       4104 | NS      | $26758.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST           | BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2021-1 A                  | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     373000 | PA      | $367359.23     | 0.05%             | 2024-07-15      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                 | FORD MOTOR CO COMMON STOCK                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               |  | US        |    -195556 | NS      | $-2718228.40   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                              | OXFORD INDUSTRIES INC COMMON STOCK                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Short            | EC               |  | US        |       -493 | NS      | $-55639.98     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Globo Comunicacao e Participacoes S.A.             | GLOBO COMUNICACAO E PARTICIPACOES SA 144A 4.875000% 01/22/2030          | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | NUSS              | BR        |     415000 | PA      | $340650.68     | 0.05%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST         | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C22 XA    | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   14399099 | PA      | $143890.20     | 0.02%             | 2047-09-15      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                       | MODINE MANUFACTURING CO COMMON STOCK                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Short            | EC               |  | US        |      -3500 | NS      | $-74095.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 2.293%                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    1833000 | NC      | $94274.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axonics Inc                                        | AXONICS INC COMMON STOCK                                                | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               |  | US        |        800 | NS      | $54784.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                      | WORKDAY INC-CLASS A COMMON STOCK                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |        667 | NS      | $111989.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                               | HOME DEPOT INC COMMON STOCK                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               |  | US        |     -10470 | NS      | $-3392175.30   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                      | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK                               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               |  | US        |      -7213 | NS      | $-151112.35    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                      | STANDARD MOTOR PRODS COMMON STOCK                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Short            | EC               |  | US        |      -1092 | NS      | $-41943.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lorca Telecom Bondco, S.A.U.                       | LORCA TELECOM BONDCO SA 4.000000% 09/18/2027                            | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | NUSS              | ES        |     226000 | PA      | $210570.47     | 0.03%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                    | MARTIN MARIETTA MATERIALS COMMON STOCK                                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Short            | EC               |  | US        |       -733 | NS      | $-268629.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                             | TRACTOR SUPPLY COMPANY COMMON STOCK                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               |  | US        |      -1120 | NS      | $-253467.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| IBOXHY-TRS-658172                                  | IBOXHY-TRS-658172 SOFRRATE                                              | CUSIP: TRS658172<br>LEI: N/A                  | N/A              | DE               |  | XX        |       5156 | NC      | $48792.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                  | CHOICE HOTELS INTL INC COMMON STOCK                                     | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               |  | US        |       -906 | NS      | $-111637.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                         | CNH INDUSTRIAL CAPITAL LLC 3.950000% 05/23/2025                         | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     583000 | PA      | $567042.66     | 0.08%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING, INC.                    | DIAMOND OFFSHORE DRILLING IN COMMON STOCK                               | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               |  | US        |       4000 | NS      | $38280.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP, INC.                          | DIGITALBRIDGE GROUP INC COMMON STOCK                                    | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               |  | US        |       5500 | NS      | $79365.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                         | AMERICAN TOWER CORP 3.650000% 03/15/2027                                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     205000 | PA      | $191535.84     | 0.03%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                | KC HRW WHEAT FUT  JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         15 | NC      | $662812.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                         | CHL MORTGAGE PASS-THROUGH TRUST 2006-13 CWHL 2006-13 1A19               | CUSIP: 12543TAU9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      48129 | PA      | $20264.07      | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC.                                         | TEGNA INC COMMON STOCK                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Short            | EC               |  | US        |      -4659 | NS      | $-91968.66     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Credito del Peru                          | BANCO DE CREDITO DEL PERU S.A. MTN 3.125000% 07/01/2030                 | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | NUSS              | PE        |     728000 | PA      | $663644.80     | 0.09%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                 | RYMAN HOSPITALITY PROPERTIES REIT                                       | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |        851 | NS      | $77892.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME NICKEL FUTURE MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $486576.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA, INC.                                   | ALTICE USA INC- A COMMON STOCK                                          | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               |  | US        |      -4735 | NS      | $-21591.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                         | ALLIANT ENERGY CORP COMMON STOCK                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               |  | US        |       3048 | NS      | $171602.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                              | JPN 10Y BOND(OSE) DEC22 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -12 | NC      | $-12789451.05  | -1.70%            |  |  |  | No            |                  1 | On Loan: No      |
| THE BOSTON BEER COMPANY, INC.                      | BOSTON BEER COMPANY INC-A COMMON STOCK                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               |  | US        |        222 | NS      | $85330.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                      | PEPSICO INC COMMON STOCK                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |      33066 | NS      | $6134073.66    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                       | LIVANOVA PLC COMMON STOCK                                               | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |        428 | NS      | $23698.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | CATTLE FEEDER FUT JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          1 | NC      | $90237.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                      | AMERISOURCEBERGEN CORP COMMON STOCK                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |       1261 | NS      | $215240.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                       | NEUROCRINE BIOSCIENCES INC COMMON STOCK                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |        756 | NS      | $96057.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS790012<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -10230 | NC      | $-2506.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                | SOCIETE GENERALE SA 144A 2.797000% 01/19/2028                           | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |     613000 | PA      | $531767.53     | 0.07%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS859664<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -12788 | NC      | $-3132.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                         | SIMON PROPERTY GROUP INC REIT                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       6086 | NS      | $726911.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                        | NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028                    | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |     307000 | PA      | $268951.09     | 0.04%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                | CHEVRON CORP COMMON STOCK                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      55408 | NS      | $10156840.48   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP.                           | CLEAN ENERGY FUELS CORP COMMON STOCK                                    | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               |  | US        |       5577 | NS      | $37700.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL, INC.                                  | ICU MEDICAL INC COMMON STOCK                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               |  | US        |        126 | NS      | $20062.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                      | LIBERTY BROADBAND-C COMMON STOCK                                        | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               |  | US        |      -1570 | NS      | $-142650.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC.                                           | WEX INC COMMON STOCK                                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               |  | US        |        400 | NS      | $67656.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                   | OGE ENERGY CORP COMMON STOCK                                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |       1556 | NS      | $62955.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                                 | DHT HOLDINGS INC COMMON STOCK                                           | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |       6000 | NS      | $60780.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN MEAL FUTR MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $454630.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                          | CONSOLIDATED EDISON INC COMMON STOCK                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |       3670 | NS      | $359806.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                    | LIVE NATION ENTERTAINMENT IN COMMON STOCK                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |       1279 | NS      | $93060.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)    | ALTERNATIVE LOAN TRUST 2006-28CB CWALT 2006-28CB A14                    | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     154304 | PA      | $85609.27      | 0.01%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | LME NICKEL FUTURE MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $488448.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                     | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |      13549 | NS      | $1321027.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR COMPANY                        | COLUMBIA SPORTSWEAR CO COMMON STOCK                                     | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Short            | EC               |  | US        |      -1669 | NS      | $-149525.71    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                         | AMGEN INC 3.000000% 02/22/2029                                          | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     237000 | PA      | $214364.42     | 0.03%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST         | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AF    | CUSIP: 054966AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1535000 | PA      | $1442381.78    | 0.19%             | 2033-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                            | TEXAS PACIFIC LAND CORP COMMON STOCK                                    | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               |  | US        |        190 | NS      | $492582.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                            | WALT DISNEY CO/THE COMMON STOCK                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |      16770 | NS      | $1641279.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES, INC.                           | IDEXX LABORATORIES INC COMMON STOCK                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               |  | US        |        715 | NS      | $304497.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | MIZUHO FINANCIAL GROUP INC 5.414000% 09/13/2028                         | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |     369000 | PA      | $369272.30     | 0.05%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GENPACT LIMITED                                    | GENPACT LTD COMMON STOCK                                                | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |       1000 | NS      | $46110.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                           | ACM AUTO TRUST 2022-1 ACMAT 2022-1A A                                   | CUSIP: 00091QAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     327052 | PA      | $325917.44     | 0.04%             | 2029-04-20      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| GAMESTOP CORP.                                     | GAMESTOP CORP-CLASS A COMMON STOCK                                      | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               |  | US        |      -1576 | NS      | $-41306.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                | SUZANO AUSTRIA GMBH 3.750000% 01/15/2031                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |     163000 | PA      | $136208.76     | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CORN FUTURE       MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         32 | NC      | $1064400.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                        | CENTERSPACE REIT                                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |        589 | NS      | $37990.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US TREASURY FRN VARIABLE RATE 04/30/2023                                | CUSIP: 91282CBY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   16700000 | PA      | $16714336.78   | 2.22%             | 2023-04-30      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE REMICS FNR 2017-81 SA                                        | CUSIP: 3136AX4B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1049084 | PA      | $127483.04     | 0.02%             | 2047-10-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| BRK: MORGAN STANLEY CAPITAL SERVICES LLC           | Credit Default Swap                                                     | CUSIP: CD1305790<br>LEI: N/A                  | N/A              | DCR              |  | XX        |   -1394910 | NC      | $18027.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT LTD.                                         | AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A                                 | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1319553 | PA      | $1262933.16    | 0.17%             | 2037-01-16      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| BELLEMEADE RE LTD.                                 | BELLEMEADE RE LTD BMIR 2021-1A M1C                                      | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |     378255 | PA      | $359726.71     | 0.05%             | 2031-03-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION          | INTEGRA LIFESCIENCES HOLDING COMMON STOCK                               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               |  | US        |        553 | NS      | $30381.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                  | CONSTELLATION ENERGY COMMON STOCK                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |       3035 | NS      | $291724.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Freeport Indonesia                              | FREEPORT INDONESIA PT MTN 4.763000% 04/14/2027                          | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |     225000 | PA      | $216225.00     | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BRENT CRUDE FUTR  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         11 | NC      | $952380.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                       | APPLE HOSPITALITY REIT INC REIT                                         | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |       5821 | NS      | $99306.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.              | AMERICAN ELECTRIC POWER COMMON STOCK                                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               |  | US        |       5363 | NS      | $519138.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                               | VORNADO REALTY TRUST REIT                                               | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       2469 | NS      | $62441.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD.                | NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK                               | CUSIP: G66721104<br>LEI: N/A                  | Short            | EC               |  | US        |      -6993 | NS      | $-114964.92    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                        | INTERNATIONAL SEAWAYS INC COMMON STOCK                                  | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |       1591 | NS      | $68540.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                   | GEN DIGITAL INC COMMON STOCK                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |       1234 | NS      | $28332.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                         | WOLVERINE WORLD WIDE INC COMMON STOCK                                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Short            | EC               |  | US        |      -3892 | NS      | $-43590.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                           | IRHYTHM TECHNOLOGIES INC COMMON STOCK                                   | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               |  | US        |        308 | NS      | $33587.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP, INC.                                   | CBRE GROUP INC - A COMMON STOCK                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               |  | US        |       6030 | NS      | $479988.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                        | RESMED INC COMMON STOCK                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |       1143 | NS      | $263118.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                             | CREDIT SUISSE GROUP AG 144A 7.500000% MATURITY: PERPETUAL               | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     200000 | PA      | $165000.00     | 0.02%             | 2171-06-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KELLOGG COMPANY                                    | KELLOGG CO COMMON STOCK                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |       6329 | NS      | $461700.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 0.406000% 10/29/2027                                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | NUSS              | US        |     438000 | PA      | $392295.92     | 0.05%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                           | DARDEN RESTAURANTS INC COMMON STOCK                                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Short            | EC               |  | US        |      -2497 | NS      | $-367034.03    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORPORATION                                    | LKQ CORP COMMON STOCK                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               |  | US        |      -2728 | NS      | $-148212.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, INC.                                      | ABIOMED INC COMMON STOCK                                                | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               |  | US        |        359 | NS      | $135626.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                              | AIR LEASE CORP 3.625000% 04/01/2027                                     | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      38000 | PA      | $34883.90      | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORPORATION                           | LAM RESEARCH CORP COMMON STOCK                                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               |  | US        |       -762 | NS      | $-359953.56    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                             | CVS HEALTH CORP COMMON STOCK                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      10524 | NS      | $1072185.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | MSCI EAFE         DEC22 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -140 | NC      | $-13858600.00  | -1.84%            |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                          | REALTY INCOME CORP REIT                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      11370 | NS      | $717105.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                       | HASBRO INC COMMON STOCK                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Short            | EC               |  | US        |      -5376 | NS      | $-337720.32    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)    | ALTERNATIVE LOAN TRUST 2006-24CB CWALT 2006-24CB A16                    | CUSIP: 02146TAR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     200543 | PA      | $113360.69     | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                      | UNICREDIT SPA 144A 1.982000% 06/03/2027                                 | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |     229000 | PA      | $194036.86     | 0.03%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST                            | HOMEBANC MORTGAGE TRUST 2005-1 HMBT 2005-1 A1                           | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      25551 | PA      | $21087.68      | 0.00%             | 2035-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                    | PPL CORP COMMON STOCK                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |       7856 | NS      | $231909.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                         | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 3.500000% 03/15/2029  | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     351000 | PA      | $292390.90     | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                    | ENEL FINANCE INTERNATIONAL NV 144A 7.500000% 10/14/2032                 | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |     400000 | PA      | $429936.49     | 0.06%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc                              | BILL.COM HOLDINGS INC COMMON STOCK                                      | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               |  | US        |        514 | NS      | $61895.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                           | BROWN-FORMAN CORP-CLASS B COMMON STOCK                                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |       4646 | NS      | $339250.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                             | CMS ENERGY CORP COMMON STOCK                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |       2901 | NS      | $177164.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 12/28/2022                                      | CUSIP: 912796T58<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $11991600.00   | 1.59%             | 2022-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                    | WORLD FUEL SERVICES CORP COMMON STOCK                                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |       3125 | NS      | $88906.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDBL FUNDING 1                                     | CDBL FUNDING 1 MTN 3.500000% 10/24/2027                                 | CUSIP: N/A<br>LEI: 254900PLOF8VWTAH3F83       | Long             | DBT              | NUSS              | CN        |     520000 | PA      | $474638.05     | 0.06%             | 2027-10-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | WHEAT FUTURE(CBT) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          8 | NC      | $318200.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | NATURAL GAS FUTR  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        112 | NC      | $7761600.00    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                              | GENTHERM INC COMMON STOCK                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Short            | EC               |  | US        |      -1605 | NS      | $-114901.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                 | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD NEUB 2021-43A A               | CUSIP: 64134AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     624000 | PA      | $607588.18     | 0.08%             | 2035-07-17      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GENTEX CORPORATION                                 | GENTEX CORP COMMON STOCK                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               |  | US        |     -12167 | NS      | $-351626.30    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                  | SCHLUMBERGER LTD COMMON STOCK                                           | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |      40168 | NS      | $2070660.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN, INC.                                     | DOCUSIGN INC COMMON STOCK                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               |  | US        |        408 | NS      | $19204.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                   | UNITI GROUP INC REIT                                                    | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |       3663 | NS      | $27912.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LOW SU GASOIL G   MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $431750.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)    | ALTERNATIVE LOAN TRUST 2006-J1 CWALT 2006-J1 1A13                       | CUSIP: 12668BKK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      84280 | PA      | $60312.37      | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 01/12/2023                                      | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8500000 | PA      | $8461325.00    | 1.12%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS, INC.                             | CELSIUS HOLDINGS INC COMMON STOCK                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               |  | US        |       1279 | NS      | $142403.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLNY TRUST                                         | CLNY TRUST 2019-IKPR CLNY 2019-IKPR D                                   | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     750000 | PA      | $689845.95     | 0.09%             | 2038-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LME ZINC FUTURE   MAR23                            | LME ZINC FUTURE   MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $303650.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS857209<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -29412 | NC      | $-7205.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                    | HERTZ VEHICLE FINANCING III LLC HERTZ 2022-1A C                         | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     600000 | PA      | $530373.96     | 0.07%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                         | ANGLO AMERICAN CAPITAL PLC 144A 3.875000% 03/16/2029                    | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |     226000 | PA      | $203384.65     | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MONGODB, INC.                                      | MONGODB INC COMMON STOCK                                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               |  | US        |        301 | NS      | $45959.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC.                                      | RAYONIER INC REIT                                                       | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |       2478 | NS      | $88910.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                               | WEYERHAEUSER CO REIT                                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      13241 | NS      | $433113.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                        | ABBVIE INC COMMON STOCK                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      15919 | NS      | $2565824.42    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & WESSON BRANDS, INC.                        | SMITH & WESSON BRANDS INC COMMON STOCK                                  | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Short            | EC               |  | US        |      -3603 | NS      | $-42407.31     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                         | NORTHERN OIL AND GAS INC COMMON STOCK                                   | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |       1863 | NS      | $67794.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                  | SM ENERGY CO COMMON STOCK                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |       3020 | NS      | $130192.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                 | LIVENT CORP COMMON STOCK                                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Short            | EC               |  | US        |      -1870 | NS      | $-52341.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP.                              | LAS VEGAS SANDS CORP 3.900000% 08/08/2029                               | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     653000 | PA      | $560792.09     | 0.07%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARAMARK                                            | ARAMARK COMMON STOCK                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Short            | EC               |  | US        |      -5376 | NS      | $-223641.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                         | CROWDSTRIKE HOLDINGS INC - A COMMON STOCK                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               |  | US        |        909 | NS      | $106943.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                            | HAEMONETICS CORP/MASS COMMON STOCK                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |        556 | NS      | $47432.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                           | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    5956000 | PA      | $5094706.59    | 0.68%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES, INC.                                    | M/I HOMES INC COMMON STOCK                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Short            | EC               |  | US        |      -1734 | NS      | $-78342.12     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN FUTURE    JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         21 | NC      | $1560300.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                    | JONES LANG LASALLE INC COMMON STOCK                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |       1079 | NS      | $181455.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP.                          | FOX FACTORY HOLDING CORP COMMON STOCK                                   | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Short            | EC               |  | US        |      -2396 | NS      | $-254215.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM HOLDCO INC.                                 | R1 RCM INC COMMON STOCK                                                 | CUSIP: 77634L105<br>LEI: 549300VKOMJ3EM506212 | Long             | EC               |  | US        |       1901 | NS      | $17204.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 0.5575                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   15050000 | NC      | $2075955.03    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| WINGSTOP INC.                                      | WINGSTOP INC COMMON STOCK                                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               |  | US        |       -595 | NS      | $-98478.45     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                  | CAPITAL ONE FINANCIAL CORP 2.636000% 03/03/2026                         | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     447000 | PA      | $416847.74     | 0.06%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ILLUMINA, INC.                                     | ILLUMINA INC COMMON STOCK                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               |  | US        |       1297 | NS      | $282849.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | CORN FUTURE       MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         49 | NC      | $1634150.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                     | MEDICAL PROPERTIES TRUST INC REIT                                       | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      12941 | NS      | $169785.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVATION CLO LTD                                  | ELEVATION CLO 2020-11 LTD AWPT 2020-11A C                               | CUSIP: 28621YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     580000 | PA      | $535663.06     | 0.07%             | 2033-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                | WYNN MACAU LTD 144A 5.625000% 08/26/2028                                | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |     341000 | PA      | $282429.84     | 0.04%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SILVER FUTURE     MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          7 | NC      | $767585.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS BANK USA                        | Credit Default Swap                                                     | CUSIP: CD1270641<br>LEI: N/A                  | N/A              | DCR              |  | XX        |   36970000 | NC      | $-478251.08    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgolino de Oliveira Finance S.A.                 | VIRGOLINO DE OLIVEIRA FI 10.5% 01/28/2018                               | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     500000 | PA      | $50.00         | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATING LP                      | TERRAFORM GLOBAL OPERATING LP 144A 6.125000% 03/01/2026                 | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |      77000 | PA      | $72051.21      | 0.01%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PBF ENERGY INC.                                    | PBF ENERGY INC-CLASS A COMMON STOCK                                     | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |       2825 | NS      | $112350.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                    | WOLFSPEED INC COMMON STOCK                                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               |  | US        |       -595 | NS      | $-54097.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC             | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2               | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     302000 | PA      | $298468.08     | 0.04%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                       | MARRIOTT INTERNATIONAL -CL A COMMON STOCK                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               |  | US        |      -5861 | NS      | $-969116.35    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                     | MARATHON PETROLEUM CORP COMMON STOCK                                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |      14367 | NS      | $1750044.27    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES, INC.                            | BOSTON PROPERTIES INC REIT                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       2879 | NS      | $207518.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                  | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     489000 | PA      | $408926.25     | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC 144A 4.926000% 05/15/2037                                  | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     247000 | PA      | $216740.71     | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                     | DRYDEN 78 CLO LTD DRSLF 2020-78A D                                      | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     340000 | PA      | $309627.46     | 0.04%             | 2033-04-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| United States of America                           | US TREASURY FRN VARIABLE RATE 01/31/2024                                | CUSIP: 91282CDU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    6700000 | PA      | $6697434.37    | 0.89%             | 2024-01-31      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                        | HALOZYME THERAPEUTICS INC COMMON STOCK                                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |       1208 | NS      | $69170.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: DEUTSCHE BANK                                 | Credit Default Swap                                                     | CUSIP: CDS733678<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -63939 | NC      | $-15664.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                    | ESTEE LAUDER COMPANIES-CL A COMMON STOCK                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |       5826 | NS      | $1373712.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                                 | MOVADO GROUP INC COMMON STOCK                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Short            | EC               |  | US        |      -1544 | NS      | $-49701.36     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORPORATION                                   | BALL CORP COMMON STOCK                                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               |  | US        |      -3479 | NS      | $-195102.32    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp                                     | NETSTREIT CORP REIT                                                     | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |       3700 | NS      | $72261.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                 | EXELON CORP COMMON STOCK                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |      10342 | NS      | $427848.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NH HOTEL GROUP, S.A.                               | NH HOTEL GROUP SA 4.000000% 07/02/2026                                  | CUSIP: N/A<br>LEI: 959800LM1RW3PKJ4A296       | Long             | DBT              | NUSS              | ES        |     107000 | PA      | $102543.50     | 0.01%             | 2026-07-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                       | FX Forward Contract: USD/EUR SETTLE 2022-12-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-19357.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                      | GOLDMAN SACHS GROUP INC/THE 4.125000% MATURITY: PERPETUAL               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     296000 | PA      | $241240.00     | 0.03%             | 2171-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                         | ADIENT GLOBAL HOLDINGS LTD 3.500000% 08/15/2024                         | CUSIP: N/A<br>LEI: 213800VA38VCKE6M8790       | Long             | DBT              | NUSS              | US        |     226000 | PA      | $225824.07     | 0.03%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                   | PHILIP MORRIS INTERNATIONAL COMMON STOCK                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |      38035 | NS      | $3790948.45    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                          | SILICON LABORATORIES INC COMMON STOCK                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Short            | EC               |  | US        |       -412 | NS      | $-59921.28     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN MEAL FUTR MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         20 | NC      | $832000.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                               | KONTOOR BRANDS INC COMMON STOCK                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Short            | EC               |  | US        |      -2009 | NS      | $-87291.05     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                     | CONOCOPHILLIPS COMMON STOCK                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |      36411 | NS      | $4497122.61    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO LTD                                        | AGL CLO 10 LTD AGL 2021-10A A                                           | CUSIP: 00119YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     690000 | PA      | $670633.08     | 0.09%             | 2034-04-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL 3.950000% 12/01/2027                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     296000 | PA      | $264643.13     | 0.04%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                     | QUEST DIAGNOSTICS INC COMMON STOCK                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |        796 | NS      | $120856.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LTD.                                 | BELLEMEADE RE 2022-2 LTD BMIR 2022-2 M1A                                | CUSIP: 07876GAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     855878 | PA      | $838490.32     | 0.11%             | 2032-09-27      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| DEXCOM, INC.                                       | DEXCOM INC COMMON STOCK                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |       3495 | NS      | $406398.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                            | PRIMO WATER CORP COMMON STOCK                                           | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               |  | US        |       3701 | NS      | $57920.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                     | PUBLIC STORAGE REIT                                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       2934 | NS      | $874214.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP.                             | US FOODS HOLDING CORP COMMON STOCK                                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               |  | US        |       4824 | NS      | $176461.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C02 1M2               | CUSIP: 30711XAX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     108962 | PA      | $109370.48     | 0.01%             | 2025-05-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Olaplex Holdings Inc                               | OLAPLEX HOLDINGS INC COMMON STOCK                                       | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               |  | US        |       3432 | NS      | $20489.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings, Inc.                         | WARNERMEDIA HOLDINGS INC 144A 3.755000% 03/15/2027                      | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     525000 | PA      | $478423.48     | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                          | ESSENTIAL UTILITIES INC COMMON STOCK                                    | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               |  | US        |       3101 | NS      | $149592.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                         | AVIATION CAPITAL GROUP LLC 144A 5.500000% 12/15/2024                    | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     432000 | PA      | $422955.87     | 0.06%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, INC                     | REXFORD INDUSTRIAL REALTY IN REIT                                       | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |       3089 | NS      | $170790.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LIMITED                                  | AIRCASTLE LTD 144A 5.250000% 08/11/2025                                 | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |     432000 | PA      | $414451.01     | 0.06%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                       | FX Forward Contract: USD/EUR SETTLE 2022-12-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-16343.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNDER ARMOUR, INC.                                 | UNDER ARMOUR INC-CLASS A COMMON STOCK                                   | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               |  | US        |      -6975 | NS      | $-69750.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                      | KENNEDY-WILSON HOLDINGS INC COMMON STOCK                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               |  | US        |       2774 | NS      | $47213.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO LTD                                        | OCP CLO 2020-18 LTD OCP 2020-18A AR                                     | CUSIP: 671078AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     722000 | PA      | $702554.37     | 0.09%             | 2032-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                              | REPUBLIC OF COLOMBIA 3.125000% 04/15/2031                               | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     213000 | PA      | $155434.44     | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                             | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 02/16/2031            | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     364000 | PA      | $257030.59     | 0.03%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC E                     | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     610321 | PA      | $567186.62     | 0.08%             | 2034-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BRK: DEUTSCHE BANK                                 | Credit Default Swap                                                     | CUSIP: CDS730501<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -109975 | NC      | $-26942.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHN WILEY & SONS, INC.                            | WILEY (JOHN) & SONS-CLASS A COMMON STOCK                                | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Short            | EC               |  | US        |      -1300 | NS      | $-61633.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS729441<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -35166 | NC      | $-8615.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTSMAN CORPORATION                               | HUNTSMAN CORP COMMON STOCK                                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Short            | EC               |  | US        |      -1966 | NS      | $-54615.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                  | INTEL CORP COMMON STOCK                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               |  | US        |     -22316 | NS      | $-671042.12    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: JP MORGAN CHASE BANK NA                       | BRK: JP MORGAN CHASE BANK NA IBOXHY-TRS-657130                          | CUSIP: TRS657130<br>LEI: N/A                  | N/A              | DE               |  | XX        |      15350 | NC      | $110716.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                    | S&P GLOBAL INC 144A 4.250000% 05/01/2029                                | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     145000 | PA      | $139942.43     | 0.02%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                            | MARVELL TECHNOLOGY INC COMMON STOCK                                     | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               |  | US        |      -4750 | NS      | $-220970.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.       | FIDELITY NATIONAL INFO SERV COMMON STOCK                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               |  | US        |       1925 | NS      | $139716.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                         | LAMB WESTON HOLDINGS INC COMMON STOCK                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |       3482 | NS      | $302585.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                              | ELI LILLY & CO COMMON STOCK                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |       6996 | NS      | $2596075.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GASOLINE RBOB FUT MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          3 | NC      | $325306.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS, INC.                        | IONIS PHARMACEUTICALS INC COMMON STOCK                                  | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               |  | US        |       1005 | NS      | $40993.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFA, S.A.B. de C.V.                               | ALFA SAB DE CV 144A 5.250000% 03/25/2024                                | CUSIP: 015398AB6<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | NUSS              | MX        |     814000 | PA      | $810792.84     | 0.11%             | 2024-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                        | AMERICAN ASSETS TRUST INC REIT                                          | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       2055 | NS      | $60190.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                  | LATTICE SEMICONDUCTOR CORP COMMON STOCK                                 | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               |  | US        |       -886 | NS      | $-64527.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                      | UNICREDIT SPA 144A 3.127000% 06/03/2032                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |     350000 | PA      | $266034.96     | 0.04%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL, INC.                   | TEMPUR SEALY INTERNATIONAL I COMMON STOCK                               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               |  | US        |      -6510 | NS      | $-206822.70    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                   | CVR ENERGY INC COMMON STOCK                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               |  | US        |       1471 | NS      | $54206.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                        | ONEOK INC 6.100000% 11/15/2032                                          | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      77000 | PA      | $78401.79      | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                          | VISA INC-CLASS A SHARES COMMON STOCK                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |       5268 | NS      | $1143156.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA5 STACR 2022-DNA5 M1A             | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     653660 | PA      | $659354.74     | 0.09%             | 2042-06-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | COTTON NO.2 FUTR  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          5 | NC      | $210075.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                  | PINNACLE WEST CAPITAL COMMON STOCK                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |       1382 | NS      | $108238.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                | EQUITY COMMONWEALTH REIT                                                | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |       1962 | NS      | $53150.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                      | FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1B             | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     533465 | PA      | $487489.55     | 0.06%             | 2042-01-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                   | NRG ENERGY INC COMMON STOCK                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               |  | US        |       2903 | NS      | $123232.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH, INC.                              | GUARDANT HEALTH INC COMMON STOCK                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               |  | US        |        636 | NS      | $33288.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                | POST HOLDINGS INC COMMON STOCK                                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |       1529 | NS      | $143129.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                  | H&R BLOCK INC COMMON STOCK                                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               |  | US        |      -3858 | NS      | $-168633.18    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                   | ELME COMMUNITIES REIT                                                   | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |       2149 | NS      | $42464.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8%  07/15/2026         | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   60788900 | PA      | $71586337.59   | 9.50%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                     | LCI INDUSTRIES COMMON STOCK                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               |  | US        |      -1340 | NS      | $-132472.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                      | STERIS PLC COMMON STOCK                                                 | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |       1067 | NS      | $198184.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                              | PAYPAL HOLDINGS INC COMMON STOCK                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |       4057 | NS      | $318109.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                          | COMMERCIAL METALS CO COMMON STOCK                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               |  | US        |      -1249 | NS      | $-61475.78     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                             | JUNIPER NETWORKS INC COMMON STOCK                                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Short            | EC               |  | US        |      -2559 | NS      | $-85061.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                          | CHURCH & DWIGHT CO INC COMMON STOCK                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |       6127 | NS      | $501617.49     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                      | LOUISIANA-PACIFIC CORP COMMON STOCK                                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Short            | EC               |  | US        |      -1057 | NS      | $-67436.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                         | MANHATTAN ASSOCIATES INC COMMON STOCK                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |        282 | NS      | $35515.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                             | Credit Default Swap                                                     | CUSIP: CDS857239<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -58185 | NC      | $-14254.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CORN FUTURE       MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        162 | NC      | $5402700.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.                | FIRST INDUSTRIAL REALTY TR REIT                                         | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |       2747 | NS      | $138860.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                            | DENALI THERAPEUTICS INC COMMON STOCK                                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               |  | US        |       1051 | NS      | $33537.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | WHEAT FUTURE(CBT) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          1 | NC      | $39775.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CREDIT SUISSE                                 | Credit Default Swap                                                     | CUSIP: CDS859983<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -69054 | NC      | $-16917.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                             | CREDIT SUISSE GROUP AG 144A 7.500000% MATURITY: PERPETUAL               | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     330000 | PA      | $255684.00     | 0.03%             | 2171-01-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOSTESS BRANDS, INC.                               | HOSTESS BRANDS INC COMMON STOCK                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |       2972 | NS      | $78460.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                            | NATIONAL BEVERAGE CORP COMMON STOCK                                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               |  | US        |        981 | NS      | $50550.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                             | PTC THERAPEUTICS INC COMMON STOCK                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               |  | US        |        580 | NS      | $24064.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                       | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      17169 | NS      | $1378327.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | NY HARB ULSD FUT  JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         22 | NC      | $3107874.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | ALTRIA GROUP INC COMMON STOCK                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |      43130 | NS      | $2008995.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP MTN 4.376000% 04/27/2028                           | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     773000 | PA      | $742183.43     | 0.10%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-1A A                | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    1000000 | PA      | $987471.00     | 0.13%             | 2024-09-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                           | ENERGIZER HOLDINGS INC COMMON STOCK                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |       2600 | NS      | $88634.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                  | GRAPHIC PACKAGING HOLDING CO COMMON STOCK                               | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               |  | US        |      -4802 | NS      | $-110349.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                     | TEXAS INSTRUMENTS INC COMMON STOCK                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               |  | US        |      -5372 | NS      | $-969431.12    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                       | ENCOMPASS HEALTH CORP COMMON STOCK                                      | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |        867 | NS      | $50702.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 1.6165%                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   17160000 | NC      | $2566008.28    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                  | INTERNATIONAL GAME TECHNOLOG COMMON STOCK                               | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Short            | EC               |  | US        |      -1549 | NS      | $-38012.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                         | COOPER COS INC/THE COMMON STOCK                                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |        324 | NS      | $102497.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M2           | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     184553 | PA      | $178671.30     | 0.02%             | 2042-03-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE 0.500000% 06/17/2025                                         | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1500000 | PA      | $1366031.51    | 0.18%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | LME LEAD FUTURE   MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $329212.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST, INC.                                    | PINTEREST INC- CLASS A COMMON STOCK                                     | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               |  | US        |       3499 | NS      | $88944.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME PRI ALUM FUTR JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $308062.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                      | INNOSPEC INC COMMON STOCK                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Short            | EC               |  | US        |       -700 | NS      | $-77623.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP, INC.                                    | DRIL-QUIP INC COMMON STOCK                                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               |  | US        |       1911 | NS      | $44984.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT S.A.                                       | GLOBANT SA COMMON STOCK                                                 | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               |  | US        |        300 | NS      | $56214.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                                | GLAUKOS CORP COMMON STOCK                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               |  | US        |        900 | NS      | $41913.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GASOLINE RBOB FUT MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          3 | NC      | $301933.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                             | CREDIT SUISSE GROUP AG 144A Callable 08/21/2026 @ 100.00                | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     300000 | PA      | $191940.00     | 0.03%             | 2171-02-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arvinas Inc                                        | ARVINAS INC COMMON STOCK                                                | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               |  | US        |        925 | NS      | $37962.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                              | CAMPBELL SOUP CO COMMON STOCK                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |       5079 | NS      | $272589.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                        | BRIXMOR PROPERTY GROUP INC REIT                                         | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |       6754 | NS      | $156557.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                        | PROSUS NV 144A 3.257000% 01/19/2027                                     | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |     262000 | PA      | $230389.89     | 0.03%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| AB ISSUER LLC                                      | AB ISSUER LLC AUTHB 2021-1 A2                                           | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     718570 | PA      | $580011.74     | 0.08%             | 2051-07-30      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | COPPER FUTURE     JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         17 | NC      | $1586737.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT, INCORPORATED                      | LEGGETT & PLATT INC COMMON STOCK                                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               |  | US        |      -5808 | NS      | $-206822.88    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                            | BOYD GAMING CORP COMMON STOCK                                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Short            | EC               |  | US        |      -1396 | NS      | $-85616.68     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                              | WILLIAMS-SONOMA INC COMMON STOCK                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               |  | US        |       -647 | NS      | $-75634.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                         | CHL MORTGAGE PASS-THROUGH TRUST 2006-10 CWHL 2006-10 1A8                | CUSIP: 1266942E7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      93254 | PA      | $45556.65      | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOYBEAN FUTURE    MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $815512.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                         | ENANTA PHARMACEUTICALS INC COMMON STOCK                                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               |  | US        |        483 | NS      | $21150.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                             | STANDARD CHARTERED PLC 144A 7.776000% 11/16/2025                        | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |     368000 | PA      | $379583.28     | 0.05%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| CATALENT, INC.                                     | CATALENT INC COMMON STOCK                                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               |  | US        |       1423 | NS      | $71334.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                             | SEALED AIR CORP COMMON STOCK                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               |  | US        |      -1425 | NS      | $-75852.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                      | LIBERTY BROADBAND-A COMMON STOCK                                        | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Short            | EC               |  | US        |       -412 | NS      | $-37162.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                 | LENNAR CORP-A COMMON STOCK                                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               |  | US        |     -10287 | NS      | $-903507.21    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                      | WORKDAY INC 3.700000% 04/01/2029                                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      61000 | PA      | $56178.39      | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD.                                 | BELLEMEADE RE LTD BMIR 2021-2A M1B                                      | CUSIP: 07876AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |     617149 | PA      | $590565.49     | 0.08%             | 2031-06-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | LOW SU GASOIL G   JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         17 | NC      | $1588650.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                       | EVERGY INC COMMON STOCK                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |       1997 | NS      | $118242.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                        | DECKERS OUTDOOR CORP COMMON STOCK                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Short            | EC               |  | US        |      -1030 | NS      | $-410846.40    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                 | T-MOBILE USA INC 2.625000% 02/15/2029                                   | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     107000 | PA      | $91085.24      | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                     | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |       1560 | NS      | $83101.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT, INC.                               | DOUGLAS EMMETT INC REIT                                                 | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |       2338 | NS      | $40494.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCELLERA BIOLOGICS INC.                           | ABCELLERA BIOLOGICS INC COMMON STOCK                                    | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               |  | US        |       4315 | NS      | $55534.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC.                                        | TWILIO INC - A COMMON STOCK                                             | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               |  | US        |        426 | NS      | $20882.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.             | INNOVATIVE INDUSTRIAL PROPER REIT                                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |        496 | NS      | $60120.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                 | DEUTSCHE BANK AG/NEW YORK NY 3.961000% 11/26/2025                       | CUSIP: 251526CB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |     295000 | PA      | $279029.99     | 0.04%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                | LEAN HOGS FUTURE  APR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          7 | NC      | $253820.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST                    | LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2                  | CUSIP: 50219QAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     183391 | PA      | $182576.59     | 0.02%             | 2049-03-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| United States of America                           | US TREASURY FRN VARIABLE RATE 07/31/2024                                | CUSIP: 91282CFD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    4000000 | PA      | $3994900.84    | 0.53%             | 2024-07-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                         | GREEN BRICK PARTNERS INC COMMON STOCK                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Short            | EC               |  | US        |      -2100 | NS      | $-50778.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA, INC.                                 | T-MOBILE USA INC 2.550000% 02/15/2031                                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     837000 | PA      | $693984.92     | 0.09%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.                    | PAPA JOHN'S INTL INC COMMON STOCK                                       | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Short            | EC               |  | US        |       -455 | NS      | $-37883.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                       | LESLIE'S INC COMMON STOCK                                               | CUSIP: 527064109<br>LEI: N/A                  | Short            | EC               |  | US        |      -3000 | NS      | $-43800.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                      | UNIVERSAL DISPLAY CORP COMMON STOCK                                     | CUSIP: 91347P105<br>LEI: N/A                  | Short            | EC               |  | US        |       -393 | NS      | $-44259.66     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                           | DISH NETWORK CORP-A COMMON STOCK                                        | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               |  | US        |      -3497 | NS      | $-56126.85     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                           | TYLER TECHNOLOGIES INC COMMON STOCK                                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |         87 | NS      | $29818.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC 5.402000% 08/11/2033                                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     364000 | PA      | $340804.82     | 0.05%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                        | CROCS INC COMMON STOCK                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               |  | US        |      -2487 | NS      | $-251187.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2021-R02 2M2               | CUSIP: 20754KAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     429290 | PA      | $386361.00     | 0.05%             | 2041-11-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER INC.                                     | WELLTOWER INC REIT                                                      | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               |  | US        |       8598 | NS      | $610715.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                  | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 4.375000% 05/15/2026     | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | NUSS              | US        |     161000 | PA      | $156408.05     | 0.02%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                           | BERRY GLOBAL GROUP INC COMMON STOCK                                     | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Short            | EC               |  | US        |      -1813 | NS      | $-106241.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                             | Credit Default Swap                                                     | CUSIP: CDS930980<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -22379 | NC      | $-5482.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                      | COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C B                      | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     211902 | PA      | $172797.52     | 0.02%             | 2055-07-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | NY HARB ULSD FUT  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          3 | NC      | $404775.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                             | NABORS INDUSTRIES LTD COMMON STOCK                                      | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               |  | US        |        190 | NS      | $30082.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE, INC.                                       | VMWARE INC-CLASS A COMMON STOCK                                         | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               |  | US        |        501 | NS      | $60866.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                         | ALBERTSONS COS INC - CLASS A COMMON STOCK                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               |  | US        |       3531 | NS      | $73974.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                 | CORVEL CORP COMMON STOCK                                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               |  | US        |        193 | NS      | $29523.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC.              | BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK                               | CUSIP: 109194100<br>LEI: N/A                  | Short            | EC               |  | US        |      -1093 | NS      | $-81100.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LIMITED                                  | AIRCASTLE LTD 144A 2.850000% 01/26/2028                                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |     778000 | PA      | $633718.41     | 0.08%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                          | MGM RESORTS INTERNATIONAL COMMON STOCK                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Short            | EC               |  | US        |      -6645 | NS      | $-244934.70    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                               | INGEVITY CORP COMMON STOCK                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Short            | EC               |  | US        |       -617 | NS      | $-48292.59     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LEAN HOGS FUTURE  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -38 | NC      | $-1297320.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                           | COMSTOCK RESOURCES INC COMMON STOCK                                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |       2647 | NS      | $48572.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                       | GS MORTGAGE SECURITIES TRUST 2013-G1 GSMS 2013-G1 A2                    | CUSIP: 36197QAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     781885 | PA      | $775821.09     | 0.10%             | 2031-04-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                       | CASEY'S GENERAL STORES INC COMMON STOCK                                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |       1078 | NS      | $261975.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS, INC.              | OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK                               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Short            | EC               |  | US        |       -900 | NS      | $-54810.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                         | WINNEBAGO INDUSTRIES COMMON STOCK                                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               |  | US        |      -1607 | NS      | $-94154.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                        | HUMANA INC COMMON STOCK                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |       1093 | NS      | $601040.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS, INC.                                | LITHIA MOTORS INC COMMON STOCK                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               |  | US        |       -393 | NS      | $-94048.83     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 CAS 2019-R02 1M2           | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      14645 | PA      | $14617.85      | 0.00%             | 2031-08-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                        | PROSUS NV 144A 3.680000% 01/21/2030                                     | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |     479000 | PA      | $388411.05     | 0.05%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                        | ZOETIS INC 5.400000% 11/14/2025                                         | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     308000 | PA      | $312652.89     | 0.04%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS712310<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -138748 | NC      | $-33991.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE 0.250000% 11/27/2023                                         | CUSIP: 3135G06H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     100000 | PA      | $95548.70      | 0.01%             | 2023-11-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                              | MICROSOFT CORP COMMON STOCK                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      25054 | NS      | $6392277.56    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH, INC.                                     | DOORDASH INC - A COMMON STOCK                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               |  | US        |      -2604 | NS      | $-151683.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 1.67                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    1230000 | NC      | $103625.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                              | CARDINAL HEALTH INC COMMON STOCK                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |       2690 | NS      | $215657.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                    | BP CAPITAL MARKETS AMERICA INC 2.939000% 06/04/2051                     | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $728143.63     | 0.10%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                | NATURAL GAS FUTR  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         40 | NC      | $2072400.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                        | ENTEGRIS ESCROW CORP 144A 4.750000% 04/15/2029                          | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     611000 | PA      | $553006.75     | 0.07%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | NY HARB ULSD FUT  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          3 | NC      | $384879.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                       | WALMART INC COMMON STOCK                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |      34438 | NS      | $5249039.96    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                       | FX Forward Contract: USD/EUR SETTLE 2022-12-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-4037.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: JP MORGAN CHASE BANK NA                       | Credit Default Swap                                                     | CUSIP: CD1316168<br>LEI: N/A                  | N/A              | DCR              |  | XX        |  -13200000 | NC      | $170596.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY       | BANK OF IRELAND GROUP PLC 144A 6.253000% 09/16/2026                     | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | NUSS              | IE        |     368000 | PA      | $360574.25     | 0.05%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Natura &Co Luxembourg Holdings S.a r.l.            | NATURA &CO LUXEMBOURG HOLDINGS SARL 144A 6.000000% 04/19/2029           | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | NUSS              | BR        |     319000 | PA      | $266783.30     | 0.04%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CRUDE OIL FUT OPT Jan23C   100 SHORT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -9 | NC      | $-630.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                               | META PLATFORMS INC COMMON STOCK                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      12611 | NS      | $1489359.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC 0.375000% 07/21/2025                                        | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1400000 | PA      | $1267484.19    | 0.17%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                      | ALPHABET INC-CL C COMMON STOCK                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      27881 | NS      | $2828527.45    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                         | HIGHWOODS PROPERTIES INC REIT                                           | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       1695 | NS      | $50511.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                      | TRANSCANADA PIPELINES LTD 6.100000% 06/01/2040                          | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |     486000 | PA      | $497250.74     | 0.07%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                   | XCEL ENERGY INC COMMON STOCK                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |       5734 | NS      | $402641.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 12/22/2022                                      | CUSIP: 912796X87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9979140.00    | 1.32%             | 2022-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SILVER FUTURE     JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         15 | NC      | $1657425.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                       | Vistra Corp. COMMON STOCK                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               |  | US        |       3814 | NS      | $92794.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                        | BRINKER INTERNATIONAL INC COMMON STOCK                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Short            | EC               |  | US        |      -1800 | NS      | $-60210.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                       | Ashland Inc COMMON STOCK                                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Short            | EC               |  | US        |       -882 | NS      | $-98669.34     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                       | ENVISTA HOLDINGS CORP COMMON STOCK                                      | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |       1570 | NS      | $53568.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                    | SANTANDER UK GROUP HOLDINGS PLC 6.833000% 11/21/2026                    | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |     535000 | PA      | $540490.82     | 0.07%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                      | ADIENT PLC COMMON STOCK                                                 | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Short            | EC               |  | US        |      -4948 | NS      | $-192675.12    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP, INC.                                    | LHC GROUP INC COMMON STOCK                                              | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               |  | US        |        430 | NS      | $70266.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                              | CAMDEN PROPERTY TRUST REIT                                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       2058 | NS      | $247639.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company              | SHENANDOAH TELECOMMUNICATION COMMON STOCK                               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               |  | US        |       3200 | NS      | $62304.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                    | FOX CORP - CLASS A COMMON STOCK                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               |  | US        |      -4613 | NS      | $-149691.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc                                   | LUCID GROUP INC COMMON STOCK                                            | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               |  | US        |     -24804 | NS      | $-251512.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | NATURAL GAS FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         49 | NC      | $3027220.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 06/15/2023                                      | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $390521.22     | 0.05%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARDEES FUNDING LLC                                | HARDEE'S FUNDING LLC HNGRY 2018-1A A23                                  | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     371257 | PA      | $341666.67     | 0.05%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES, INC.                              | SUN COMMUNITIES INC REIT                                                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       2541 | NS      | $373272.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| City of New York                                   | NEW YORK NY CITY OF NEW YORK NY                                         | CUSIP: 64966QRQ5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     530000 | PA      | $418344.53     | 0.06%             | 2031-08-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                       | STURM RUGER & CO INC COMMON STOCK                                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Short            | EC               |  | US        |      -1000 | NS      | $-54930.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | TREASURY BILL 0.000000% 12/01/2022                                      | CUSIP: 912796P94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $12000000.00   | 1.59%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS         | LABORATORY CRP OF AMER HLDGS COMMON STOCK                               | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |        924 | NS      | $222406.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                      | ORGANON & CO COMMON STOCK                                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |       1829 | NS      | $47590.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.               | FRONTIER COMMUNICATIONS PARE COMMON STOCK                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               |  | US        |       4105 | NS      | $105785.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CREDIT SUISSE                                 | Credit Default Swap                                                     | CUSIP: CDS789736<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -155372 | NC      | $-38064.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                   | EDWARDS LIFESCIENCES CORP COMMON STOCK                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               |  | US        |       5065 | NS      | $391271.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                     | KROGER CO COMMON STOCK                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      16132 | NS      | $793533.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | ALTRIA GROUP INC 3.400000% 05/06/2030                                   | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     850000 | PA      | $730250.14     | 0.10%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PTC INC.                                           | PTC INC COMMON STOCK                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |        490 | NS      | $62332.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                     | CONN'S RECEIVABLES FUNDING 2021-A LLC CONN 2021-A A                     | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      58705 | PA      | $58550.21      | 0.01%             | 2026-05-15      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                              | NEIGHBORLY ISSUER LLC NBLY 2021-1A A2                                   | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     275501 | PA      | $220616.72     | 0.03%             | 2051-04-30      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                | CISCO SYSTEMS INC COMMON STOCK                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               |  | US        |     -23834 | NS      | $-1185026.48   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COPPER FUTURE     MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         10 | NC      | $934500.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL CONTAINER INTERNATIONAL                     | GCI FUNDING I LLC GCI 2021-1 A                                          | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     262018 | PA      | $222394.06     | 0.03%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO.                            | VICTORIA'S SECRET & CO COMMON STOCK                                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Short            | EC               |  | US        |      -1600 | NS      | $-73600.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST           | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII RPM 2022-3A A              | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     746077 | PA      | $725333.43     | 0.10%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                 | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK                               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |       3431 | NS      | $258148.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COFFEE 'C' FUTURE MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          2 | NC      | $127425.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                         | EASTGROUP PROPERTIES INC REIT                                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |        862 | NS      | $133816.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                   | ROYAL GOLD INC COMMON STOCK                                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Short            | EC               |  | US        |       -720 | NS      | $-80877.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION                           | KIMCO REALTY CORP REIT                                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |      12234 | NS      | $280403.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                    | NORDSTROM INC COMMON STOCK                                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Short            | EC               |  | US        |      -2700 | NS      | $-56619.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                               | GLOBUS MEDICAL INC - A COMMON STOCK                                     | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |        687 | NS      | $50762.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                        | QORVO INC COMMON STOCK                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Short            | EC               |  | US        |       -432 | NS      | $-42876.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                              | MDC HOLDINGS INC COMMON STOCK                                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Short            | EC               |  | US        |      -2247 | NS      | $-72870.21     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.              | ALEXANDRIA REAL ESTATE EQUIT REIT                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       2899 | NS      | $451113.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                   | AIR PRODUCTS & CHEMICALS INC COMMON STOCK                               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               |  | US        |      -2405 | NS      | $-745934.80    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: GOLDMAN SACHS                                 | Credit Default Swap                                                     | CUSIP: CDS379352<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    -479543 | NC      | $-117482.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                             | CREDIT SUISSE GROUP AG 144A 4.194000% 04/01/2031                        | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | NUSS              | CH        |     382000 | PA      | $289598.47     | 0.04%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC REMICS FHR 4954 SL                                          | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1112958 | PA      | $115060.68     | 0.02%             | 2050-02-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP, INC.                                 | ZILLOW GROUP INC - A COMMON STOCK                                       | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               |  | US        |       1080 | NS      | $40392.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC.                                        | SPLUNK INC COMMON STOCK                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               |  | US        |       1056 | NS      | $82030.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                 | NVIDIA CORP COMMON STOCK                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               |  | US        |     -13361 | NS      | $-2261082.03   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                     | VERISIGN INC COMMON STOCK                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               |  | US        |        206 | NS      | $41160.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                          | CENTURY COMMUNITIES INC COMMON STOCK                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Short            | EC               |  | US        |       -945 | NS      | $-45511.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                          | COLGATE-PALMOLIVE CO COMMON STOCK                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |      20189 | NS      | $1564243.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer Netherlands Finance B.V.                   | EMBRAER NETHERLANDS FINANCE BV 5.400000% 02/01/2027                     | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |     575000 | PA      | $550392.19     | 0.07%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                          | NVR INC COMMON STOCK                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               |  | US        |       -132 | NS      | $-612349.32    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD ENTERTAINMENT, INC.                       | SEAWORLD ENTERTAINMENT INC COMMON STOCK                                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Short            | EC               |  | US        |       -698 | NS      | $-39827.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS, INC.                                | YETI HOLDINGS INC COMMON STOCK                                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               |  | US        |      -3446 | NS      | $-154690.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK: BNP PARIBAS SA                                | Credit Default Swap                                                     | CUSIP: CD1264135<br>LEI: N/A                  | N/A              | DCR              |  | XX        |   60581000 | NC      | $-632627.93    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC.                                | Liberty Energy Inc COMMON STOCK                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |       3948 | NS      | $65260.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES, INC.                        | FLEETCOR TECHNOLOGIES INC COMMON STOCK                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               |  | US        |        400 | NS      | $78480.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                       | AIRBNB INC-CLASS A COMMON STOCK                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               |  | US        |      -8183 | NS      | $-835811.62    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                   | MGE ENERGY INC COMMON STOCK                                             | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               |  | US        |        700 | NS      | $50407.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURA COSMETICOS S.A.                             | NATURA COSMETICOS SA 144A 4.125000% 05/03/2028                          | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     271000 | PA      | $215698.39     | 0.03%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | ENERGY TRANSFER LP 6.250000% 04/15/2049                                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     297000 | PA      | $280865.09     | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MODERNA, INC.                                      | MODERNA INC COMMON STOCK                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               |  | US        |       2719 | NS      | $478299.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                               | ANALOG DEVICES INC COMMON STOCK                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               |  | US        |      -3123 | NS      | $-536874.93    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION    | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.200000% 06/15/2025           | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     134000 | PA      | $125772.57     | 0.02%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                            | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK                                 | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Short            | EC               |  | US        |        -99 | NS      | $-63724.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                          | KILROY REALTY CORP REIT                                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       2789 | NS      | $120540.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                              | BRUNSWICK CORP COMMON STOCK                                             | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Short            | EC               |  | US        |      -3266 | NS      | $-242337.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | PALLADIUM FUTURE  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          1 | NC      | $186600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                              | LA-Z-BOY INC COMMON STOCK                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Short            | EC               |  | US        |      -1731 | NS      | $-47135.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE, INC.                              | PAYCOM SOFTWARE INC COMMON STOCK                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               |  | US        |         86 | NS      | $29162.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                              | STARBUCKS CORP COMMON STOCK                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               |  | US        |     -22919 | NS      | $-2342321.80   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                     | SWEETGREEN INC - CLASS A COMMON STOCK                                   | CUSIP: 87043Q108<br>LEI: N/A                  | Short            | EC               |  | US        |      -2500 | NS      | $-35825.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                          | NATIONAL FUEL GAS CO COMMON STOCK                                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |        948 | NS      | $62786.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                  | MICROCHIP TECHNOLOGY INC COMMON STOCK                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               |  | US        |      -3258 | NS      | $-258001.02    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NATERA, INC.                                       | NATERA INC COMMON STOCK                                                 | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               |  | US        |        541 | NS      | $22245.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                     | CITIGROUP INC 5.950000% MATURITY: PERPETUAL                             | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     177000 | PA      | $175230.00     | 0.02%             | 2171-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FORTINET, INC.                                     | FORTINET INC COMMON STOCK                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |       2029 | NS      | $107861.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE 0.625000% 04/22/2025                                         | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1300000 | PA      | $1190576.04    | 0.16%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                       | LINDE PLC COMMON STOCK                                                  | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Short            | EC               |  | US        |      -5608 | NS      | $-1886979.84   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                             | BIO-TECHNE CORP COMMON STOCK                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |       1188 | NS      | $100968.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                         | AVERY DENNISON CORP COMMON STOCK                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Short            | EC               |  | US        |      -1061 | NS      | $-205123.13    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                     | PROLOGIS INC REIT                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      17834 | NS      | $2100699.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                       | ALLETE INC COMMON STOCK                                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               |  | US        |        785 | NS      | $51967.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                  | ELANCO ANIMAL HEALTH INC COMMON STOCK                                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               |  | US        |       3686 | NS      | $47438.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                      | ARCHROCK INC COMMON STOCK                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               |  | US        |       5641 | NS      | $49133.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                       | NOVANTA INC COMMON STOCK                                                | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               |  | US        |       -400 | NS      | $-63100.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                 | CHASE MORTGAGE FINANCE TRUST SERIES 2007-S5 CHASE 2007-S5 1A17          | CUSIP: 161631AS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      69854 | PA      | $33836.53      | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                      | APELLIS PHARMACEUTICALS INC COMMON STOCK                                | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               |  | US        |       1177 | NS      | $58767.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC 4.200000% 08/28/2025                                        | CUSIP: 3134GXS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     700000 | PA      | $686971.54     | 0.09%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                        | PROGYNY INC COMMON STOCK                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               |  | US        |        774 | NS      | $28351.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELLURIAN INC.                                     | TELLURIAN INC COMMON STOCK                                              | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               |  | US        |      13927 | NS      | $37463.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                              | AIR LEASE CORP 2.100000% 09/01/2028                                     | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     165000 | PA      | $133800.29     | 0.02%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                         | PATTERSON-UTI ENERGY INC COMMON STOCK                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |       6635 | NS      | $119098.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORPORATION                           | ATMOS ENERGY CORP COMMON STOCK                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               |  | US        |       1325 | NS      | $159265.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                              | CHENIERE ENERGY INC COMMON STOCK                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               |  | US        |       7095 | NS      | $1244179.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. SILICA HOLDINGS, INC.                         | US SILICA HOLDINGS INC COMMON STOCK                                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               |  | US        |       3432 | NS      | $44924.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC REMICS FHR 5015 BI                                          | CUSIP: 3137FVTE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1522440 | PA      | $283386.34     | 0.04%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LME ZINC FUTURE   JUL23                            | LME ZINC FUTURE   JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         10 | NC      | $754000.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                           | EASTMAN CHEMICAL CO COMMON STOCK                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               |  | US        |      -1280 | NS      | $-110873.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                       | OVINTIV INC COMMON STOCK                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               |  | US        |       6682 | NS      | $372588.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | FREDDIE MAC REMICS FHR 4693 SL                                          | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    1017432 | PA      | $114333.38     | 0.02%             | 2047-06-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS783611<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      -2558 | NC      | $-626.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                              | ELEVANCE HEALTH INC COMMON STOCK                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |       1941 | NS      | $1034397.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK, INC.                                        | BLOCK INC COMMON STOCK                                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               |  | US        |       1735 | NS      | $117580.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                | NEWMONT CORP COMMON STOCK                                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               |  | US        |      -8996 | NS      | $-427040.12    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST         | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2013-WB BAMLL 2013-WBRK D    | CUSIP: 05525BAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     395000 | PA      | $335376.25     | 0.04%             | 2037-03-10      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO.,LTD.                              | NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027                           | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | NUSS              | JP        |    1034000 | PA      | $931608.56     | 0.12%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                          | CNX RESOURCES CORP COMMON STOCK                                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |       6603 | NS      | $114694.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                     | CARTER'S INC COMMON STOCK                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Short            | EC               |  | US        |      -1471 | NS      | $-107441.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                         | NIKE INC -CL B COMMON STOCK                                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               |  | US        |     -51317 | NS      | $-5628961.73   | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL 4.875000% 06/13/2025                                | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     292000 | PA      | $282468.08     | 0.04%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WD-40 COMPANY                                      | WD-40 CO COMMON STOCK                                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |        251 | NS      | $42042.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                | TRONOX HOLDINGS PLC COMMON STOCK                                        | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Short            | EC               |  | US        |      -2103 | NS      | $-29715.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                 | WEST PHARMACEUTICAL SERVICES COMMON STOCK                               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |        741 | NS      | $173883.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                         | AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026                    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     406000 | PA      | $354162.47     | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                       | ELASTIC NV COMMON STOCK                                                 | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               |  | US        |        700 | NS      | $42833.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                      | BECTON DICKINSON AND CO COMMON STOCK                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |       2366 | NS      | $589938.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HARDEES FUNDING LLC                                | HARDEE'S FUNDING LLC HNGRY 2020-1A A2                                   | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     261416 | PA      | $223761.16     | 0.03%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | BRK: HSBC SECURITIES NEW YORK AMT:      6,155,625.00                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               |  | US        |   -6155625 | PA      | $-6155625.00   | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS, INC.                                    | B&G FOODS INC COMMON STOCK                                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               |  | US        |       2900 | NS      | $38512.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                        | KEYSIGHT TECHNOLOGIES IN COMMON STOCK                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Short            | EC               |  | US        |      -1072 | NS      | $-193914.08    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON & COMPANY, INC.                    | PHILLIPS EDISON & COMPANY IN REIT                                       | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |       2551 | NS      | $82218.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION        | INTERNATIONAL BUSINESS MACHINES CORP 4.900000% 07/27/2052               | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     371000 | PA      | $343318.54     | 0.05%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIRRUS LOGIC, INC.                                 | CIRRUS LOGIC INC COMMON STOCK                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Short            | EC               |  | US        |       -823 | NS      | $-61486.33     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                    | COUSINS PROPERTIES INC REIT                                             | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |       2279 | NS      | $60120.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMULA ONE GROUP                                  | LIBERTY MEDIA CORP-LIBERTY-C COMMON STOCK                               | CUSIP: 531229854<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               |  | US        |       2611 | NS      | $159114.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                         | LAD AUTO RECEIVABLES TRUST 2021-1 LADAR 2021-1A A                       | CUSIP: 501683AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     296198 | PA      | $286789.91     | 0.04%             | 2026-08-17      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2019-IMC BX 2019-IMC D                     | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     151698 | PA      | $141516.58     | 0.02%             | 2034-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                | OWENS & MINOR INC COMMON STOCK                                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               |  | US        |       1051 | NS      | $21661.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                   | SERVICENOW INC COMMON STOCK                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |        660 | NS      | $274758.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                                  | ALCOA CORP COMMON STOCK                                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               |  | US        |      -1534 | NS      | $-76899.42     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST       | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019- NCMS 2019-MILE A     | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     346176 | PA      | $339174.52     | 0.05%             | 2036-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SSR MINING INC.                                    | SSR MINING INC COMMON STOCK                                             | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Short            | EC               |  | US        |      -3100 | NS      | $-46996.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association              | FANNIE MAE 0.250000% 07/10/2023                                         | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    1800000 | PA      | $1751768.95    | 0.23%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | LME LEAD FUTURE   JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $273687.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                              | TWIST BIOSCIENCE CORP COMMON STOCK                                      | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               |  | US        |       1130 | NS      | $30905.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -44 | NC      | $-5264875.00   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 CAS 2019-R03 1M2           | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       8551 | PA      | $8519.04       | 0.00%             | 2031-09-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                      | BROADCOM INC COMMON STOCK                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               |  | US        |      -2217 | NS      | $-1221633.51   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES, INC.                                | PNM RESOURCES INC COMMON STOCK                                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               |  | US        |        516 | NS      | $25284.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC.                          | CERIDIAN HCM HOLDING INC COMMON STOCK                                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               |  | US        |       1100 | NS      | $75284.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                     | OFFICE PROPERTIES INCOME TRU REIT                                       | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |       1905 | NS      | $29127.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                           | PATRICK INDUSTRIES INC COMMON STOCK                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               |  | US        |       -886 | NS      | $-49553.98     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS, INC.                                     | AMEDISYS INC COMMON STOCK                                               | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               |  | US        |        600 | NS      | $54654.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                            | MOLINA HEALTHCARE INC COMMON STOCK                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |        460 | NS      | $154914.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC.                             | RPM INTERNATIONAL INC COMMON STOCK                                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               |  | US        |      -1265 | NS      | $-131079.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l.                      | SUMMER BC HOLDCO B SARL 5.750000% 10/31/2026                            | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | NUSS              | LU        |     226000 | PA      | $206490.28     | 0.03%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Doximity Inc                                       | DOXIMITY INC-CLASS A COMMON STOCK                                       | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               |  | US        |       1374 | NS      | $46702.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                        | QIAGEN N.V. COMMON STOCK                                                | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |       2337 | NS      | $115774.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                           | HORMEL FOODS CORP COMMON STOCK                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |       7089 | NS      | $333183.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                            | BLACK HILLS CORP COMMON STOCK                                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               |  | US        |        785 | NS      | $56229.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                           | US TREASURY N/B 0.125000% 04/30/2023                                    | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     300000 | PA      | $294410.16     | 0.04%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WORKDAY, INC.                                      | WORKDAY INC 3.800000% 04/01/2032                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     156000 | PA      | $139377.59     | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS, INC.                                  | TYSON FOODS INC-CL A COMMON STOCK                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |       7015 | NS      | $464954.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNOR RE/ESSENT                                   | RADNOR RE 2019-1 LTD RMIR 2019-1 M1B                                    | CUSIP: 75049SAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |     404447 | PA      | $395742.00     | 0.05%             | 2029-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA, INC.                               | DOMINO'S PIZZA INC COMMON STOCK                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               |  | US        |       -697 | NS      | $-270944.81    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                          | Nexstar Media Group Inc COMMON STOCK                                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               |  | US        |       -737 | NS      | $-139705.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BRK: HSBC SECURITIES NEW YORK AMT:     60,625,000.00                    | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               |  | US        | -100637500 | PA      | $-100637500.00 | -13.36%           |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT REALTY CAPITAL, INC.                        | SPIRIT REALTY CAPITAL INC REIT                                          | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |       3682 | NS      | $152508.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE, LLC                             | TIME WARNER CABLE LLC 4.500000% 09/15/2042                              | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     245000 | PA      | $183914.59     | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                | EOG RESOURCES INC COMMON STOCK                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |      16356 | NS      | $2321407.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS, INC.                                 | MALIBU BOATS INC - A COMMON STOCK                                       | CUSIP: 56117J100<br>LEI: N/A                  | Short            | EC               |  | US        |      -1083 | NS      | $-62499.93     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                  | FIRST SOLAR INC COMMON STOCK                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               |  | US        |       -792 | NS      | $-136643.76    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                   | NATIONAL RETAIL PROPERTIES REIT                                         | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |       3940 | NS      | $182658.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                    | NATL HEALTH INVESTORS INC REIT                                          | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |        745 | NS      | $41913.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                         | ETHAN ALLEN INTERIORS INC COMMON STOCK                                  | CUSIP: 297602104<br>LEI: N/A                  | Short            | EC               |  | US        |      -1956 | NS      | $-55648.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.            | INTL FLAVORS & FRAGRANCES COMMON STOCK                                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               |  | US        |      -2792 | NS      | $-295449.44    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER BANK, N.A.                               | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-A B       | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     667761 | PA      | $650823.29     | 0.09%             | 2032-05-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                             | MEDPACE HOLDINGS INC COMMON STOCK                                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |        294 | NS      | $61707.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME NICKEL FUTURE MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         14 | NC      | $2270688.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION      | FEDERAL FARM CREDIT BANK VARIABLE RATE 11/06/2023                       | CUSIP: 3133EMGG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    2000000 | PA      | $2000332.88    | 0.27%             | 2023-11-06      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                | COTERRA ENERGY INC COMMON STOCK                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |      22059 | NS      | $615666.69     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                  | SYSCO CORP COMMON STOCK                                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |      12591 | NS      | $1089247.41    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                     | LYONDELLBASELL INDU-CL A COMMON STOCK                                   | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Short            | EC               |  | US        |      -2936 | NS      | $-249589.36    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                              | BOOKING HOLDINGS INC COMMON STOCK                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Short            | EC               |  | US        |       -789 | NS      | $-1640686.05   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS, INC.                            | FATE THERAPEUTICS INC COMMON STOCK                                      | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               |  | US        |       2600 | NS      | $54132.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                                | ARCONIC CORP COMMON STOCK                                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Short            | EC               |  | US        |      -1530 | NS      | $-36459.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                           | SVENSKA HANDELSBANKEN AB 4.750000% MATURITY: PERPETUAL                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | NUSS              | SE        |     600000 | PA      | $489750.00     | 0.06%             | 2171-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                   | ENA MASTER TRUST 144A 4.000000% 05/19/2048                              | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | NUSS              | PA        |     269000 | PA      | $180230.00     | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEEKAY TANKERS LTD.                                | TEEKAY TANKERS LTD-CLASS A COMMON STOCK                                 | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |       1700 | NS      | $57358.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                         | AMERICAN TOWER CORP REIT                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       8659 | NS      | $1915803.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                               | SFL CORP LTD COMMON STOCK                                               | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |       5000 | NS      | $48950.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA, INC.                                     | PENUMBRA INC COMMON STOCK                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               |  | US        |        200 | NS      | $41902.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                                  | VECTOR GROUP LTD COMMON STOCK                                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               |  | US        |       6441 | NS      | $71495.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                        | DICK'S SPORTING GOODS INC COMMON STOCK                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               |  | US        |       -591 | NS      | $-70671.78     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                             | SYNAPTICS INC COMMON STOCK                                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               |  | US        |       -200 | NS      | $-21194.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 CAS 2019-R06 2M2           | CUSIP: 20754JAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       7703 | PA      | $7689.09       | 0.00%             | 2039-09-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Intra-Cellular Therapies Inc                       | INTRA-CELLULAR THERAPIES INC COMMON STOCK                               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               |  | US        |       1080 | NS      | $58557.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | GOLD 100 OZ FUTR  JUN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         22 | NC      | $3939100.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                               | FX Forward Contract: EUR/USD SETTLE 2022-12-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |          1 | NC      | $8547.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: MORGAN STANLEY                                | BRK: MORGAN STANLEY PAY: 2.631%                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    1300000 | NC      | $139526.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                        | INTERNATIONAL PAPER CO COMMON STOCK                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               |  | US        |      -4437 | NS      | $-164701.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.                | TANGER FACTORY OUTLET CENTER REIT                                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       2843 | NS      | $55296.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                          | ALEXANDER & BALDWIN INC REIT                                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |       3100 | NS      | $61225.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                | SPARTANNASH CO COMMON STOCK                                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |       1374 | NS      | $45135.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE   MAR23                            | LME ZINC FUTURE   MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         36 | NC      | $2732850.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                      | CHESAPEAKE ENERGY CORP COMMON STOCK                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               |  | US        |       2609 | NS      | $270031.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                      | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2           | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     303954 | PA      | $280519.12     | 0.04%             | 2041-12-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| United States of America                           | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027          | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   78788500 | PA      | $91235432.52   | 12.11%            | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHEMED CORPORATION                                 | CHEMED CORP COMMON STOCK                                                | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |        182 | NS      | $94640.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                   | OMEGA HEALTHCARE INVESTORS REIT                                         | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |       4876 | NS      | $147645.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX-NAIGS38V1-5Y-650104                            | Credit Default Swap                                                     | CUSIP: CD1308380<br>LEI: N/A                  | N/A              | DCR              |  | XX        |  -29685000 | NC      | $383647.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UTZ BRANDS, INC.                                   | UTZ BRANDS INC COMMON STOCK                                             | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               |  | US        |       3500 | NS      | $66710.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: CITIGROUP                                     | Credit Default Swap                                                     | CUSIP: CDS858152<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     -20460 | NC      | $-5012.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | LME PRI ALUM FUTR MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          8 | NC      | $496000.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | LME PRI ALUM FUTR MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          8 | NC      | $499100.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                             | INGREDION INC COMMON STOCK                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |       1720 | NS      | $168508.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | CRUDE OIL FUT OPT Jan23C    95 SHORT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -9 | NC      | $-1530.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MACERICH COMPANY                               | MACERICH CO/THE REIT                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |       3438 | NS      | $43662.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                     | WALGREENS BOOTS ALLIANCE INC COMMON STOCK                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |      18106 | NS      | $751399.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                     | HAIN CELESTIAL GROUP INC COMMON STOCK                                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               |  | US        |       1934 | NS      | $36243.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                            | HP INC 4.750000% 01/15/2028                                             | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     464000 | PA      | $451025.04     | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRUKER CORPORATION                                 | BRUKER CORP COMMON STOCK                                                | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               |  | US        |        859 | NS      | $57905.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                               | AMPHENOL CORP-CL A COMMON STOCK                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               |  | US        |      -4129 | NS      | $-332095.47    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                 | AMEREN CORPORATION COMMON STOCK                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               |  | US        |       2589 | NS      | $231249.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC.                                   | SHAKE SHACK INC - CLASS A COMMON STOCK                                  | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               |  | US        |      -1029 | NS      | $-54125.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.                | DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK                               | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Short            | EC               |  | US        |       -984 | NS      | $-39025.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LTD.                                 | BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1C                               | CUSIP: 07877GAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |     366000 | PA      | $362002.69     | 0.05%             | 2029-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                | EXPEDIA GROUP INC 144A 6.250000% 05/01/2025                             | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $24292.40      | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                      | PAYLOCITY HOLDING CORP COMMON STOCK                                     | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               |  | US        |        198 | NS      | $43130.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                              | ALBEMARLE CORP COMMON STOCK                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               |  | US        |      -1178 | NS      | $-327472.22    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                       | DUOLINGO COMMON STOCK                                                   | CUSIP: 26603R106<br>LEI: N/A                  | Short            | EC               |  | US        |       -574 | NS      | $-39990.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN FUTURE    JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          6 | NC      | $440850.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE, INC.                         | TANDEM DIABETES CARE INC COMMON STOCK                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               |  | US        |        719 | NS      | $30233.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOYBEAN FUTURE    MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $811525.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                            | VERIS RESIDENTIAL INC REIT                                              | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |       2458 | NS      | $39475.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                     | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     583000 | PA      | $495550.00     | 0.07%             | 2171-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                 | AVISTA CORP COMMON STOCK                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |       1080 | NS      | $44582.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS, L.P.                               | ONEOK PARTNERS LP 6.125000% 02/01/2041                                  | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      54000 | PA      | $51233.89      | 0.01%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS, INC.                    | ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK                                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               |  | US        |       1042 | NS      | $78598.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                             | OTTER TAIL CORP COMMON STOCK                                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |        700 | NS      | $41741.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                          | AGIOS PHARMACEUTICALS INC COMMON STOCK                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               |  | US        |       2400 | NS      | $72336.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC.                                            | HP INC COMMON STOCK                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               |  | US        |      -5258 | NS      | $-157950.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                   | OCCIDENTAL PETROLEUM CORP COMMON STOCK                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               |  | US        |      23231 | NS      | $1614322.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                    | MURPHY USA INC COMMON STOCK                                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Short            | EC               |  | US        |       -287 | NS      | $-84897.47     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                    | FMC CORP COMMON STOCK                                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | EC               |  | US        |      -1604 | NS      | $-209546.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | FEDERATION DES CAISSES DESJARDINS DU QUEBEC 144A 4.550000% 08/23/2027   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | NUSS              | CA        |     369000 | PA      | $353399.41     | 0.05%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                     | ENBRIDGE ENERGY PARTNERS LP 7.375000% 10/15/2045                        | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     587000 | PA      | $664842.90     | 0.09%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EMPIRE STATE REALTY TRUST, INC.                    | EMPIRE STATE REALTY TRUST-A REIT                                        | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |       4069 | NS      | $31371.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                  | SENSIENT TECHNOLOGIES CORP COMMON STOCK                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Short            | EC               |  | US        |       -700 | NS      | $-52297.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                      | NISOURCE INC COMMON STOCK                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |       3354 | NS      | $93710.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                    | VALARIS LTD COMMON STOCK                                                | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               |  | US        |       1831 | NS      | $120864.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                       | FX Forward Contract: USD/EUR SETTLE 2022-12-08                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-178106.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BEAUTY HEALTH COMPANY                          | BEAUTY HEALTH CO/THE COMMON STOCK                                       | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               |  | US        |       2481 | NS      | $26670.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                           | BROWN-FORMAN CORP-CLASS A COMMON STOCK                                  | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |        909 | NS      | $66347.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                    | CABLE ONE INC COMMON STOCK                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               |  | US        |        -82 | NS      | $-59391.78     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | COCOA FUTURE      MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         56 | NC      | $1398880.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP.                            | ACUSHNET HOLDINGS CORP COMMON STOCK                                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Short            | EC               |  | US        |      -1772 | NS      | $-80537.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP.                       | GS MORTGAGE SECURITIES TRUST 2021-1 AS                                  | CUSIP: 36246LAE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      23000 | PA      | $20161.89      | 0.00%             | 2026-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORPORATION                                 | ENOVIS CORP COMMON STOCK                                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               |  | US        |       1500 | NS      | $81195.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                         | APPLE INC COMMON STOCK                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               |  | US        |     -37584 | NS      | $-5563559.52   | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                       | TRUIST FINANCIAL CORP 5.100000% MATURITY: PERPETUAL                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     792000 | PA      | $709632.00     | 0.09%             | 2171-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PREMIER, INC.                                      | PREMIER INC-CLASS A COMMON STOCK                                        | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               |  | US        |       2300 | NS      | $76705.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                     | AUTOZONE INC COMMON STOCK                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               |  | US        |       -195 | NS      | $-502905.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| COMM MORTGAGE TRUST                                | COMM 2013-SFS MORTGAGE TRUST COMM 2013-SFS A1                           | CUSIP: 12625EAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      80188 | PA      | $79314.48      | 0.01%             | 2035-04-12      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| MEDIFAST, INC.                                     | MEDIFAST INC COMMON STOCK                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               |  | US        |        235 | NS      | $29621.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC.                               | DENTSPLY SIRONA INC COMMON STOCK                                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               |  | US        |       1643 | NS      | $49717.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC.                                | EVERI HOLDINGS INC COMMON STOCK                                         | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Short            | EC               |  | US        |      -1721 | NS      | $-28775.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH, INC.                                | SYNEOS HEALTH INC COMMON STOCK                                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               |  | US        |       1008 | NS      | $35562.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO