# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-000544
**Filing Date:** 2026-1
**Character Count:** 1195207
**Document Hash:** fffb063b35e64ecc061fe30401153405
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000544.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000544

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 26555512

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Strategic Advisers U.S. Total Stock Fund (Series ID: S000084926)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000249668 | Strategic Advisers U.S. Total Stock Fund | FSAKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Strategic Advisers U.S. Total Stock Fund

- **b. EDGAR series identifier (if any):** S000084926

- **c. LEI of Series:** 254900RP97MP9XDFO622

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $90860143216.23

**Total Liabilities:** $2931241055.88

**Net Assets:** $87928902160.35

**Delayed Delivery Securities:** $1313369906.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249668 | 3.12%                | 2.05%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $288360150.11            | $2022468968.47                             |
| Month 2  | $354654071.96            | $1308101889.94                             |
| Month 3  | $291845358.76            | $12298195.24                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON INC                                                    | AAON INC                                                                                    | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     120213 | NS      | $11237511.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR CORP                                                    | AAR CORP                                                                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       3751 | NS      | $312120.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORP                                            | ACCO BRANDS CORP                                                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       2100 | NS      | $7224.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA BIOLOGICS INC                                          | ADMA BIOLOGICS INC                                                                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39100 | NS      | $749938.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                                   | AFLAC INC                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     210801 | NS      | $23253458.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                                   | AGCO CORP                                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     221900 | NS      | $23512524.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                                    | AES CORP                                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     459854 | NS      | $6465547.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                            | AMC NETWORKS INC CL A                                                                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      12500 | NS      | $111500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC ENTERTAINMENT HOLDING INC                               | AMC ENTERTAINMENT HLDS CL A                                                                 | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      91897 | NS      | $225147.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN HEALTHCARE SERVICES INC                                 | AMN HEALTHCARE SERVICES INC                                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       8600 | NS      | $143190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-MARK PRECIOUS METALS INC                                  | A-MARK PRECIOUS METALS INC                                                                  | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      20271 | NS      | $581980.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                     | ANI PHARMACEUTICALS INC                                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      19093 | NS      | $1620041.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                                | AT and T INC                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   13315622 | NS      | $346472484.44  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                         | ABBOTT LABORATORIES                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    1580233 | NS      | $203692033.70  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    2342255 | NS      | $533331463.50  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE and FITCH CO                                    | ABERCROMBIE and FITCH CO CL A                                                               | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       1257 | NS      | $123022.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | ACADIA HEALTHCARE CO INC                                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     270981 | NS      | $4660873.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC                                  | ACADIA PHARMACEUTICALS INC                                                                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      97695 | NS      | $2446282.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                              | ACCR 04-4 A2D TSFR1M+70 1/35                                                                | CUSIP: 004375CF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     730350 | PA      | $729908.96     | 0.00%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACI WORLDWIDE INC                                           | ACI WORLDWIDE INC                                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     461909 | NS      | $21645055.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                   | CHUBB LTD                                                                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     764845 | NS      | $226531792.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                     | ENERPAC TOOL GROUP CORP CL A                                                                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       4408 | NS      | $166930.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY INC                                                  | ACUITY INC                                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15486 | NS      | $5674380.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                                       | LIVERAMP HOLDINGS INC                                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      71155 | NS      | $2052821.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                                         | ADDUS HOMECARE CORP                                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       7817 | NS      | $939603.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                                   | ADOBE INC                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     333624 | NS      | $106803051.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                      | ADVANCE AUTO PARTS INC                                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       2918 | NS      | $151385.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                       | AECOM                                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       8696 | NS      | $896818.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                  | ADVANCED MICRO DEVICES INC                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    1211241 | NS      | $263481254.73  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                              | ADVANCED ENERGY INDUSTRIES INC                                                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      67801 | NS      | $14318893.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                                           | AEROVIRONMENT INC                                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      48083 | NS      | $13437275.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFILIATED MANAGERS GROUP INC                               | AFFILIATED MANAGERS GRP INC                                                                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      51000 | NS      | $13710330.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                    | AGILENT TECHNOLOGIES INC                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      36370 | NS      | $5582795.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                      | AGNICO EAGLE MINES LTD                                                                      | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      36100 | NS      | $6296923.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS INC                                                | AGILYSYS INC                                                                                | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      75637 | NS      | $9300325.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                                   | AGIOS PHARMACEUTICALS INC                                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     381087 | NS      | $11127740.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                                           | AGREE REALTY CORP                                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     240605 | NS      | $18098308.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                              | AIR LEASE CORP CL A                                                                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      49941 | NS      | $3192728.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                              | AIR PRODUCTS and CHEMICALS INC                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       9607 | NS      | $2507907.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                     | AKAMAI TECHNOLOGIES INC                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     191626 | NS      | $17154359.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD INC                                                  | LAZARD INC                                                                                  | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     231522 | NS      | $11691861.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS INC                                      | ALARM.COM HOLDINGS INC                                                                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      65117 | NS      | $3383479.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                                        | ALASKA AIR GROUP INC                                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      51976 | NS      | $2227691.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP                                   | ALBANY INTERNATIONAL CORP CL A                                                              | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       6501 | NS      | $309967.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                                               | ALBEMARLE CORP                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      68129 | NS      | $8856088.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                              | AMDOCS LTD                                                                                  | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     426834 | NS      | $32644264.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                         | ALEXANDRIA REAL ES EQ INC REIT                                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       7200 | NS      | $386424.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                   | ALIBABA GROUP HOLDING LTD SPON ADR                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       5486 | NS      | $862947.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                        | ALIGN TECHNOLOGY INC                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      40573 | NS      | $5971939.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                | ALIMENTATION COUCHE-TARD INC                                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      39700 | NS      | $2161348.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                     | ATI INC                                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     124065 | NS      | $12505752.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                | BREAD FINANCIAL HOLDINGS                                                                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |        874 | NS      | $59196.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                         | ALLIANT ENERGY CORPORATION                                                                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     541930 | NS      | $37647877.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIENT INC                                                 | ALLIENT INC                                                                                 | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     140024 | NS      | $7541692.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                              | ALLISON TRANSMISSION HLDGS INC                                                              | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     351444 | NS      | $31159025.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                               | ALLSTATE CORPORATION                                                                        | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     457666 | NS      | $97473704.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                          | ALLY FINANCIAL INC                                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     174920 | NS      | $7224196.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                 | ALNYLAM PHARMACEUTICALS INC                                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      22976 | NS      | $10367460.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC CL C                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    5384329 | NS      | $1723631399.48 | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                | ALPHABET INC CL A                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    4788587 | NS      | $1533209785.66 | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTIUS MINERALS CORP                                        | ALTIUS MINERALS CORP                                                                        | CUSIP: 020936100<br>LEI: 54930083UJGDUCMJMU61 | Long             | EC               | CORP              | CA        |      28800 | NS      | $822503.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                            | ALTRIA GROUP INC                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    2153847 | NS      | $127098511.47  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                              | AMAZON.COM INC                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   11724303 | NS      | $2734341945.66 | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAVE SPECIALTY GROUP INC                                  | OCTAVE SPECIALTY GROUP INC                                                                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      53204 | NS      | $478303.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                 | AMEREN CORP                                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     190993 | NS      | $20312105.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERESCO INC                                                | AMERESCO INC-CL A                                                                           | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       6200 | NS      | $215202.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                   | AMERICAN ASSETS TRUST INC                                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11000 | NS      | $214500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING HOLDINGS INC                | AMERICAN AXLE and MFG HLDGS INC                                                             | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      69288 | NS      | $455222.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                              | AMERICAN ELECTRIC POWER CO INC                                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     158394 | NS      | $19604425.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | AMERICAN EXPRESS CO                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     534698 | NS      | $195309138.46  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                                | AMERICAN FINL GROUP INC OHIO                                                                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     268402 | NS      | $36964323.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                       | AMERICAN HOMES 4 RENT                                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      78949 | NS      | $2535841.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                            | AMERICAN INTERNATIONAL GROUP                                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    1097223 | NS      | $83564503.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN SUPERCONDUCTOR CORP                                | AMERICAN SUPERCONDUCTOR CORP                                                                | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      29772 | NS      | $925611.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                         | AMERICAN TOWER CORP                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     979156 | NS      | $177491608.12  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                                      | AMERICAN VANGUARD CORP                                                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      11100 | NS      | $51726.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST                                      | AMERICOLD REALTY TRUST                                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     571052 | NS      | $6184493.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE INC                                               | AMERISAFE INC                                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      86604 | NS      | $3533443.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                 | CENCORA INC                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     213007 | NS      | $78584672.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                                         | AMERIPRISE FINANCIAL INC                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      99765 | NS      | $45466901.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                              | AMERIS BANCORP                                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      13881 | NS      | $1051624.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                              | AMETEK INC NEW                                                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     151977 | NS      | $30074728.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                   | AMGEN INC                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     383518 | NS      | $132490128.28  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                     | AMICUS THERAPEUTICS INC                                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     181521 | NS      | $1802503.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                        | AMKOR TECHNOLOGY INC                                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       7092 | NS      | $258077.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                    | AMPHENOL CORPORATION CL A                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    1906988 | NS      | $268694609.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                               | AMPHASTAR PHARMACEUTICALS INC                                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       1500 | NS      | $41550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                          | ANALOG DEVICES INC                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     386452 | NS      | $102541173.68  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC                                               | ANDERSONS INC                                                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       6800 | NS      | $350200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS INC                                           | ANGIODYNAMICS INC                                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      35214 | NS      | $436653.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                                      | ANIKA THERAPEUTICS INC                                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       4200 | NS      | $41496.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                               | ANNALY CAPITAL MGMT INC REIT                                                                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     542000 | NS      | $12357600.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                | ANTERO RES CORP                                                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     639843 | NS      | $23309480.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                         | ELEVANCE HEALTH INC                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      82681 | NS      | $27967675.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT CO                      | APARTMENT INV and MGMT CO A REIT                                                            | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      36000 | NS      | $205560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC.                                     | APOGEE ENTERPRISES INC                                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       1100 | NS      | $40051.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                   | APPLE INC                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   13955663 | NS      | $3891536627.55 | 4.43%             |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO INC                                                | APPFOLIO INC - A                                                                            | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |        687 | NS      | $156828.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                         | APPLIED INDUSTRIAL TECH INC                                                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      85478 | NS      | $22123415.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                       | APPLIED MATERIALS INC                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     643309 | NS      | $162274695.25  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS INC                                 | APPLIED OPTOELECTRONICS INC                                                                 | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |     159221 | NS      | $4263938.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLIED DIGITAL CORP                                        | APPLIED DIGITAL CORP                                                                        | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      28452 | NS      | $771049.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| APTARGROUP INC                                              | APTARGROUP INC                                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     310744 | NS      | $38765314.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                     | ARAMARK                                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       4293 | NS      | $159570.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                                                | ARCBEST CORP                                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     121093 | NS      | $7770537.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                | ARCHROCK INC                                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     119459 | NS      | $2931523.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDELYX INC                                                 | ARDELYX INC                                                                                 | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     277972 | NS      | $1612237.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN INC                                                   | ARGAN INC                                                                                   | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |        694 | NS      | $274268.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                        | ARES MANAGEMENT CORP CL A                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     140469 | NS      | $22032562.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                      | ARCH CAPITAL GROUP LTD                                                                      | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     111257 | NS      | $10449257.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                              | ARMSTRONG WORLD INDUSTRIES INC                                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     134471 | NS      | $25514527.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                                       | ARROW ELECTRONICS INC                                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      99200 | NS      | $10714592.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                               | ARROWHEAD PHARMACEUTICALS INC                                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      22816 | NS      | $1202403.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC                       | ARTISAN PARTNERS ASSET MANAGEMENT INC A                                                     | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     144597 | NS      | $5997883.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                 | ASBURY AUTOMOTIVE GROUP INC                                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      35815 | NS      | $8329494.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ASCENDIS PHARMA A/S                                         | ASCENDIS PHARMA AS SPON ADR                                                                 | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      37008 | NS      | $7857908.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC CORP                                        | ASSOCIATED BANC CORP                                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     236900 | NS      | $6228101.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                | ASSURANT INC                                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      16691 | NS      | $3808218.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                             | ASTRAZENECA PLC SPONS ADR                                                                   | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      55066 | NS      | $5105719.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHABASCA OIL CORP                                          | ATHABASCA OIL CORP                                                                          | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |    1011300 | NS      | $5626575.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM INTL NV                                                 | ASM INTERNATIONAL NV (NETH)                                                                 | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       2300 | NS      | $1266081.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL INC                                       | ATN INTERNATIONAL INC                                                                       | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      26848 | NS      | $566224.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                    | ATLANTICUS HOLDINGS CORP                                                                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3333 | NS      | $196480.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                           | ATMOS ENERGY CORP                                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     219790 | NS      | $38764362.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                                        | ASSURED GUARANTY LTD                                                                        | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     194116 | NS      | $17575262.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AURINIA PHARMACEUTICALS INC                                 | AURINIA PHARMACEUTICALS INC                                                                 | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       3450 | NS      | $55614.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                | AUTODESK INC                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     302806 | NS      | $91853172.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                 | AUTOLIV INC                                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     225419 | NS      | $26597187.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                               | AUTOMATIC DATA PROCESSING INC                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     109488 | NS      | $27952286.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                                          | AUTONATION INC                                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     115310 | NS      | $24363849.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                | AUTOZONE INC                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      11858 | NS      | $46890445.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                   | AVALONBAY COMMUNITIES INC REIT                                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      73234 | NS      | $13324193.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                                         | AVERY DENNISON CORP                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      29400 | NS      | $5067678.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                                 | AVISTA CORP                                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     159073 | NS      | $6582440.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                                   | AVNET INC                                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     339571 | NS      | $16133018.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                                    | AXCELIS TECHNOLOGIES INC                                                                    | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      60762 | NS      | $5029270.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                                     | AXSOME THERAPEUTICS INC                                                                     | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      14214 | NS      | $2153421.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | TRUIST FINL CORP                                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     972362 | NS      | $45214833.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B and G FOODS INC                                           | B and G FOODS INC                                                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       4500 | NS      | $20745.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | BNP PARIBAS                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      23439 | NS      | $2003536.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXOS FINANCIAL INC                                          | AXOS FINANCIAL INC                                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     118880 | NS      | $9769558.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                        | BWX TECHNOLOGIES INC                                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      86159 | NS      | $15412121.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                                            | BADGER METER INC                                                                            | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      67885 | NS      | $12120187.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                                   | BAIDU INC SPON ADR                                                                          | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      46435 | NS      | $5427787.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                                                | BALCHEM CORP                                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      73360 | NS      | $11459565.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                   | BALL CORP                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     526514 | NS      | $26078238.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP INC DEL                                             | BANCORP INC DEL                                                                             | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     111959 | NS      | $7173213.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                              | CHROMA ATE INC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     216000 | NS      | $5638015.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIA VITAL COMPONENTS CO LTD                                | ASIA VITAL COMPONENTS CO LTD                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      29000 | NS      | $1270835.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                 | BANK OF AMERICA CORPORATION                                                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   11321447 | NS      | $607395631.55  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA               | BANCO LATINOAMERICANO DE COMER(BLADEX)                                                      | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | CORP              | PA        |       6362 | NS      | $285653.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK FIRST CORP                                             | BANK FIRST CORP                                                                             | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1456 | NS      | $181606.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                                         | BANK HAWAII CORP                                                                            | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       6328 | NS      | $414737.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                                    | BANK OZK                                                                                    | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     132025 | NS      | $6075790.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                   | BANK OF NEW YORK MELLON CORP                                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    1048604 | NS      | $117548508.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                                 | BANNER CORP                                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     206844 | NS      | $12991871.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                   | BAXTER INTL INC                                                                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     222000 | NS      | $4160280.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECS I TR 2007 HE3                | BSABS 2007-HE3 1A4 TSFR1M+35 4/37                                                           | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3555190 | PA      | $3403909.94    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                    | BALTA 06-1 21A2 CSTR 2/36                                                                   | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3713405 | PA      | $2580172.91    | 0.00%             | 2036-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                     | BECTON DICKINSON and CO                                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     180905 | NS      | $35099188.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL FUSE INC                                                | BEL FUSE INC NV CL B                                                                        | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      70149 | NS      | $10805050.47   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                                  | BELDEN INC                                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       1456 | NS      | $165110.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                  | CONSTELLATION SOFTWARE INC                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       2591 | NS      | $6335243.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                             | BERKLEY (WR) CORP                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     121703 | NS      | $9455106.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                  | BERKSHIRE HATHAWAY INC CL A                                                                 | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |          7 | NS      | $5390700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                  | BERKSHIRE HATHAWAY INC CL B                                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    1280862 | NS      | $658119704.22  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FINANCIAL CORP                                       | BEACON FINANCIAL CORP                                                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       2388 | NS      | $61108.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                          | BANCO SANTANDER SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     474600 | NS      | $5090986.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                             | BEST BUY CO INC                                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     218051 | NS      | $17287083.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                    | BIO RAD LABS CL A                                                                           | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      54229 | NS      | $17616832.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC                                | BIOCRYST PHARMACEUTICALS INC                                                                | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     325492 | NS      | $2337032.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BIOMARIN PHARMACEUTICAL INC                                 | BIOMARIN PHARMACEUTICAL INC                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     155092 | NS      | $8674295.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                  | BIOGEN INC                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      71042 | NS      | $12936037.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                                      | OPTION CARE HEALTH INC                                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       4950 | NS      | $153945.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO TECHNE CORP                                             | BIO TECHNE CORP                                                                             | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     934099 | NS      | $60258726.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                            | BLACK HILLS CORP                                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       8038 | NS      | $593124.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                                               | BLACKBAUD INC                                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |        846 | NS      | $47697.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                              | BLACKSTONE INC                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     129200 | NS      | $18917464.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                                           | BLOCK H and R INC                                                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       2139 | NS      | $90094.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN BRANDS INC                                          | BLOOMIN BRANDS INC                                                                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     198200 | NS      | $1407220.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUE BIRD CORP                                              | BLUE BIRD CORP                                                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      30500 | NS      | $1592710.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUELINX HOLDINGS INC                                       | BLUELINX HOLDINGS INC                                                                       | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       7342 | NS      | $458067.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO                                                   | BOEING CO                                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     897590 | NS      | $169644510.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO DEL                                        | BOISE CASCADE CO                                                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      69026 | NS      | $5262542.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                      | BOOT BARN HOLDINGS INC                                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      13093 | NS      | $2537685.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP                            | BOOZ ALLEN HAMILTON HLDG CL A                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      73592 | NS      | $6141988.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                              | BORGWARNER INC                                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     996009 | NS      | $42888147.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GALP ENERGIA SGPS SA                                        | GALP ENERGIA SGPS SA                                                                        | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      80600 | NS      | $1624047.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                                     | BOSTON BEER COMPANY CL A                                                                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       1521 | NS      | $296290.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP INC                                                     | BXP INC                                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     115500 | NS      | $8357580.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                      | BOSTON SCIENTIFIC CORP                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    2095377 | NS      | $212848395.66  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                                     | BOX INC CL A                                                                                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      57117 | NS      | $1687236.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                            | BOYD GAMING CORP                                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       3610 | NS      | $300713.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                           | BRADY CORPORATION CL A                                                                      | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       5524 | NS      | $432197.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                     | BRANDYWINE REALTY TRUST                                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     656800 | NS      | $2252824.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL                    | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                                        | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     164255 | NS      | $16878843.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                   | BRINKER INTERNATIONAL INC                                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      83260 | NS      | $12804555.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                                   | BRINKS CO                                                                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     121508 | NS      | $13648993.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                     | BRISTOL-MYERS SQUIBB CO                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    3070523 | NS      | $151069731.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                | BRITISH AMERICAN TOB PLC ADR                                                                | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      47281 | NS      | $2773503.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                  | BRIXMOR PPTY GROUP INC                                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      14457 | NS      | $377905.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                             | BROOKFIELD CORP CL A                                                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    1477063 | NS      | $69421961.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AXIS CAPITAL HOLDINGS LTD                                   | AXIS CAPITAL HOLDINGS LTD                                                                   | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     425537 | NS      | $43506902.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AZENTA INC                                                  | AZENTA INC                                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     265961 | NS      | $9457573.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                                         | BROWN and BROWN INC                                                                         | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       2500 | NS      | $201075.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                                           | BROWN FORMAN CORP CL A                                                                      | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      32551 | NS      | $928029.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROWN FORMAN CORP                                           | BROWN FORMAN CORP NON VTG CL B                                                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     451065 | NS      | $13071863.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BRUNSWICK CORP                                              | BRUNSWICK CORP                                                                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     118655 | NS      | $7844282.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC (THE)                                            | BUCKLE INC (THE)                                                                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      62223 | NS      | $3514355.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HISCOX LTD                                                  | HISCOX LTD (NE HISCOX BERMUDA)                                                              | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     176484 | NS      | $3130399.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                    | BUILDERS FIRSTSOURCE                                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      28354 | NS      | $3182169.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                       | BURLINGTON STORES INC                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     557803 | NS      | $140694650.69  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                     | CBOE GLOBAL MARKETS INC                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      79405 | NS      | $20499988.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                              | CBRE GROUP INC - CL A                                                                       | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     191825 | NS      | $31043039.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                                    | CDW CORPORATION                                                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      88849 | NS      | $12813802.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                  | CF INDUSTRIES HOLDINGS INC                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     379297 | NS      | $29850673.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                   | CH ROBINSON WORLDWIDE INC                                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     196684 | NS      | $31247187.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                               | CME GROUP INC CL A                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     232353 | NS      | $65398075.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                             | CMS ENERGY CORP                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     269508 | NS      | $20331683.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                          | C N A FINANCIAL CORP                                                                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     147983 | NS      | $6918205.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG SYSTEMS INTL INC                                        | CSG SYSTEMS INTL INC                                                                        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     201209 | NS      | $15849232.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS INC                                         | CSW INDUSTRIALS INC                                                                         | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      35833 | NS      | $9741917.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                    | CSX CORP                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    2903222 | NS      | $102657929.92  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORP                                                    | C T S CORP                                                                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       1000 | NS      | $42330.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                              | CVR ENERGY INC                                                                              | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      11100 | NS      | $383283.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS HEALTH CORP                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    1793523 | NS      | $144127508.28  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT INC                                                   | CWALT 2005-56 1A1 TSFR1M+146 11/35                                                          | CUSIP: 12668AGN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5237181 | PA      | $4924465.53    | 0.01%             | 2035-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                               | CABLE ONE INC                                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       2000 | NS      | $234380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI INTERNATIONAL INC                                      | CACI INTERNATIONAL INC                                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      85233 | NS      | $52597284.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                  | CADENCE DESIGN SYSTEMS INC                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     214039 | NS      | $66745921.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                                         | CAL-MAINE FOODS INC                                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      11775 | NS      | $981093.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS INC                                          | CALAVO GROWERS INC                                                                          | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35729 | NS      | $732087.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALERES INC                                                 | CALERES INC                                                                                 | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       5700 | NS      | $66747.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CALIFORNIA WATER SERVICE GROUP                              | CALIFORNIA WATER SVC GRP                                                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       7766 | NS      | $352343.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CALIX INC                                                   | CALIX NETWORKS INC                                                                          | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     195475 | NS      | $10803903.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORP                                        | CAMDEN NATIONAL CORP                                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       6790 | NS      | $274587.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                       | CAMDEN PROPERTY TRUST - REIT                                                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      40304 | NS      | $4285927.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                                 | CAMECO CORP                                                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     111549 | NS      | $9873201.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                      | THE CAMPBELL'S COMPANY                                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     238494 | NS      | $7269297.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                | CANADIAN NATL RAILWAY CO                                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     197501 | NS      | $18938370.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                  | CAPITAL ONE FINANCIAL CORP                                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     482600 | NS      | $105723182.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                               | CAPITOL FED FINL (2ND STEP CV)                                                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30315 | NS      | $200382.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLENO THERAPEUTICS INC                                     | SOLENO THERAPEUTICS INC                                                                     | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      47651 | NS      | $2403992.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                         | CARDINAL HEALTH INC                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     317988 | NS      | $67496132.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                                     | PERDOCEO EDUCATION CORP                                                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |        992 | NS      | $27736.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX INC                                                  | CAREDX INC                                                                                  | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     472325 | NS      | $8440447.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                                          | CARETRUST REIT INC                                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      12818 | NS      | $481059.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                            | CARLISLE COS INC                                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      15900 | NS      | $5057313.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                                       | CARLYLE GROUP INC (THE)                                                                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     354807 | NS      | $19347625.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                                  | CARMAX INC                                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     136988 | NS      | $5295956.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORP                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     277228 | NS      | $7146937.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                   | CARPENTER TECHNOLOGY CORP                                                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      58014 | NS      | $18479779.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRINGTON MTG LN TR SER 2007 RFC1                          | CARR 2007-RFC1 A3 TSFR1M+25.448 12/36                                                       | CUSIP: 144526AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160006 | PA      | $157444.89     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                   | CASELLA WASTE SYS INC CL A                                                                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      88292 | NS      | $8510465.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                                  | CASEY GENERAL STORES                                                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      14910 | NS      | $8505558.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRIA THERAPEUTICS INC                                     | ASTRIA THERAPEUTICS INC                                                                     | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        300 | NS      | $3795.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC                                | CATALYST PHARMACEUTICALS INC                                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      82114 | NS      | $1922288.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                             | CATERPILLAR INC                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     342709 | NS      | $197318133.84  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                                        | CAVCO INDUSTRIES INC                                                                        | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16452 | NS      | $9799633.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                                           | CELANESE CORP                                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     111446 | NS      | $4641725.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTICA INC                                               | CELESTICA INC                                                                               | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      53497 | NS      | $18424901.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                                    | CELLDEX THERAPEUTICS INC                                                                    | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      24529 | NS      | $662773.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                                        | CELSIUS HOLDINGS INC                                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     296751 | NS      | $12148985.94   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                                            | CENTENE CORP                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    1186632 | NS      | $46682102.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                      | CENTERPOINT ENERGY INC                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      65147 | NS      | $2604577.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF BANKSHARES INC                                           | CF BANKSHARES INC                                                                           | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |       4808 | NS      | $114959.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                   | CENTRAL GARDEN and PET CO CL A                                                              | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      28707 | NS      | $888194.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $15842.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/TRY settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-15842.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY WEST BANCSHARES                                   | COMMUNITY WEST BANCSHARES                                                                   | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12881 | NS      | $291754.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-796090.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                    | CENTURY ALUMINUM COMPANY                                                                    | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      80373 | NS      | $2408778.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP                                         | CENTRUS ENERGY CORP CL A                                                                    | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       4178 | NS      | $1083355.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTURY CMNTYS INC                                          | CENTURY COMMUNITIES INC                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      18182 | NS      | $1187102.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                                          | LUMEN TECHNOLOGIES INC                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     355677 | NS      | $2884540.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERUS CORP                                                  | CERUS CORP                                                                                  | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      11900 | NS      | $20944.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                | CHARLES RIVER LABS INTL INC                                                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      75333 | NS      | $13419820.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                 | GENPACT LTD                                                                                 | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     660925 | NS      | $29120355.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                        | CHART INDUSTRIES INC                                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       3320 | NS      | $677114.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1399.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHATHAM LODGING TRUST                                       | CHATHAM LODGING TRUST                                                                       | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22784 | NS      | $154475.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WHSE INC                                              | CHEFS WAREHOUSE INC                                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       1100 | NS      | $67452.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                                 | CHEMED CORP                                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      74315 | NS      | $32638404.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO/THE                                             | CHEMOURS CO/ THE                                                                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      20510 | NS      | $262322.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                         | CHENIERE ENERGY INC                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     100926 | NS      | $21039033.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                                   | CHESAPEAKE UTILITIES CORP                                                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      64882 | NS      | $9022490.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHEVRON CORP NEW                                            | CHEVRON CORP                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1144292 | NS      | $172936849.96  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                  | CHIPOTLE MEXICAN GRILL INC                                                                  | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |    4314639 | NS      | $148941338.28  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                             | CHOICE HOTELS INTL INC                                                                      | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        543 | NS      | $49554.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/PEN settle 2026-01-26                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-252276.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIAGEN BIOSCIENCE INC                                       | NIAGEN BIOSCIENCE INC                                                                       | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      42400 | NS      | $287048.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                                | CHUGAI PHARMACEUTICAL CO LTD UNSP ADR                                                       | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |    1116502 | NS      | $29832933.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH and DWIGHT INC                                       | CHURCH and DWIGHT CO INC                                                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      77948 | NS      | $6638051.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CHURCHILL DOWNS INC                                                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     192142 | NS      | $20960770.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIDARA THERAPEUTICS INC                                     | CIDARA THERAPEUTICS INC                                                                     | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |        927 | NS      | $203828.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                                  | CIENA CORP                                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     148370 | NS      | $30298637.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                                   | CINCINNATI FINANCIAL CORP                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     126825 | NS      | $21254601.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                                           | CIRRUS LOGIC INC                                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     224223 | NS      | $26982995.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                           | CISCO SYSTEMS INC                                                                           | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    4172049 | NS      | $320997450.06  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                                 | CINTAS CORP                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     227083 | NS      | $42241979.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                               | CITIGROUP INC                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    2813869 | NS      | $291516828.40  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CITI TRENDS INC                                             | CITI TRENDS INC                                                                             | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       3385 | NS      | $153306.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                  | CITIZENS FINANCIAL GROUP INC                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     951160 | NS      | $51457756.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR BULK CARRIERS CORP                                     | STAR BULK CARRIERS CORP                                                                     | CUSIP: N/A<br>LEI: 549300SO3FMK7H6DDY54       | Long             | EC               | CORP              | MH        |     467139 | NS      | $9296066.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                 | INVESCO LTD                                                                                 | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     808621 | NS      | $19770783.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-21036.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-13748.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-5940.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                           | CLEAN HARBORS INC                                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     103047 | NS      | $23449375.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP                                     | CLEAN ENERGY FUELS CORP                                                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     261709 | NS      | $570525.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                                       | CLEARWATER PAPER CORP                                                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       7100 | NS      | $129149.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-16964.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | CLEVELAND-CLIFFS INC                                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     258892 | NS      | $3375951.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-65457.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-69655.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOROX CO                                                   | CLOROX CO                                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     101286 | NS      | $10932810.84   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                | TAPESTRY INC                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     308752 | NS      | $33740418.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CONSOLIDATED INC                                  | COCA COLA CONSOLIDATED INC                                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     160490 | NS      | $26151845.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                | COCA COLA CO                                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    3031380 | NS      | $221654505.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $15362.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODEXIS INC                                                 | CODEXIS INC                                                                                 | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2400 | NS      | $4152.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                                            | COEUR MINING INC                                                                            | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     172258 | NS      | $2974895.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                                 | COGNEX CORP                                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     327762 | NS      | $12487732.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                         | COGNIZANT TECH SOLUTIONS CL A                                                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    1242125 | NS      | $96525533.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $19135.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COHEN and STEERS INC                                        | COHEN and STEERS INC                                                                        | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      55473 | NS      | $3508667.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                                 | ENOVIS CORP                                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     124774 | NS      | $3776908.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                        | COLGATE-PALMOLIVE CO                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     799257 | NS      | $64252270.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-40464.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                                | COLLEGIUM PHARMACEUTICAL INC                                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       5434 | NS      | $253659.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PEN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-688402.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEMS INC                                | COLUMBIA BANKING SYSTEMS INC                                                                | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     275800 | NS      | $7645176.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2026-03-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-549423.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-37172.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                   | COLUMBUS MCKINNON CORP NY                                                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        189 | NS      | $3107.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $19571.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-77194.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMFORT SYSTEMS USA INC                                     | COMFORT SYSTEMS USA INC                                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     117379 | NS      | $114672240.26  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                                      | LYONDELLBASELL INDS CLASS A                                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      31056 | NS      | $1521433.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                | COMCAST CORP CL A                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    1525446 | NS      | $40714153.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                | COMERICA INC                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      82850 | NS      | $6659483.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                                  | COMMERCE BANCSHARES INC                                                                     | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      83750 | NS      | $4514962.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-12626.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ZAR settle 2026-06-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8433.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                        | COMMERCIAL METALS CO                                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       9081 | NS      | $579186.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-24295.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL VEH GROUP INC                                    | COMMERCIAL VEHICLE GROUP INC                                                                | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |        401 | NS      | $709.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $254982.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36370.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $21628.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1326.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: ZAR/USD settle 2026-08-19                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17656.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE HOLDING CO INC                                    | COMMSCOPE HLDG CO INC                                                                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     298448 | NS      | $5891363.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC                              | COMMUNITY HEALTHCARE TR INC                                                                 | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       1300 | NS      | $20254.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $226673.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                 | COMMUNITY TRUST BANCORP INC                                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12295 | NS      | $682372.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                       | COMMVAULT SYSTEMS INC                                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      91036 | NS      | $11242946.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTL INC                                   | COMPASS MINERALS INTL INC                                                                   | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      36907 | NS      | $700863.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-04-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6061.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                          | CONAGRA BRANDS INC                                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     318256 | NS      | $5680869.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8482.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-191.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $9304.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC                                      | CONNECTONE BANCORP INC                                                                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      41315 | NS      | $1044030.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3489.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $88013.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $28864.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                          | CONOCOPHILLIPS                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    1229239 | NS      | $109021206.91  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                                     | CONSOLIDATED EDISON INC                                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     522507 | NS      | $52438802.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                                         | SIGNET JEWELERS LTD                                                                         | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |        721 | NS      | $72215.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PEN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16884.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                    | CONSTELLATION BRANDS INC CL A                                                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      76655 | NS      | $10454208.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2025-12-12                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $12638.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8335.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $32383.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $15832.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $110.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-570.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $29315.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1325.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $14371.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2418.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $44952.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $17917.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CZK settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: HUF/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11531.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TRY/USD settle 2025-12-18                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $54089.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPER COMPANIES INC                                        | COOPER COMPANIES INC                                                                        | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     233822 | NS      | $18221748.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER STANDARD HOLDING INC                                 | COOPER STANDARD HOLDING INC                                                                 | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      19000 | NS      | $593750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1627.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $25630.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-5271.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $34863.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $16324.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPART INC                                                  | COPART INC                                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     469996 | NS      | $18320444.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: PLN/USD settle 2026-01-23                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $22273.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $22228.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                                    | CORCEPT THERAPEUTICS INC                                                                    | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      45709 | NS      | $3629294.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                      | FX Forward: PLN/USD settle 2026-01-23                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $6663.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: PLN/USD settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1538.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: PLN/USD settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $26.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: PLN/USD settle 2026-01-23                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1797.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/TRY settle 2026-01-09                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-317.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4546.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: THB/USD settle 2026-01-21                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3919.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNING INC                                                 | CORNING INC                                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     514056 | NS      | $43283515.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: THB/USD settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1.94          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: CZK/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1602.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: PLN/USD settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1079.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-83327.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                     | COPT DEFENSE PROPERTIES                                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     483243 | NS      | $14850057.39   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                               | CORECIVIC INC                                                                               | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    1036474 | NS      | $18708355.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                           | FX Forward: PLN/USD settle 2026-01-23                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-8033.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $5381.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1248.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-4712.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2469.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2819.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1629.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $2571.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORVEL CORP                                                 | CORVEL CORP                                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      64161 | NS      | $4695301.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $162.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $8.04          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: PLN/USD settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1525.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $5620.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                       | COSTCO WHOLESALE CORP                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     350134 | NS      | $319878921.06  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                            | COSTAR GROUP INC                                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     316633 | NS      | $21784350.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                    | COTY INC CL A                                                                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      77200 | NS      | $256304.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: PLN/USD settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $349.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/MYR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7440.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: CZK/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1951.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1642.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2026-02-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $18065.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COVENANT LOGISTICS GROUP INC                                | COVENANT LOGISTICS GROUP INC                                                                | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7308 | NS      | $145721.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/HUF settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2039.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: GBP/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-11359.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $51997.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/MXN settle 2026-01-29                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-51482.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2026-02-27                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11394.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SEK settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8139.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: MXN/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $278.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-281.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: MYR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $22870.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: JPY/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-101552.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $68716.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TRY/USD settle 2026-01-28                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1500.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: NOK/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2026-08-03                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15853.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/AUD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: JPY/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-395.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-38254.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1687.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-9165.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/CAD settle 2025-12-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-803.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: TWD/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16893.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/PHP settle 2025-12-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-738.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: KRW/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23046.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: INR/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-501.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: COP/USD settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7934.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: COP/USD settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7084.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: COP/USD settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1.60          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PEN/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2116.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: IDR/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $25.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PHP/USD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3746.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/MYR settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-4726.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRITEO SA                                                   | CRITEO SA SPNR ADR                                                                          | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |     278879 | NS      | $5544114.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                                   | CROCS INC                                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      69600 | NS      | $5914608.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/SGD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2574.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/JPY settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/NOK settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $154.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2418.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-4211.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3150.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2026-02-04                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $574.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CLP/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $27617.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: CLP/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $2966.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CLP/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1353.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6323.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: BRL/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4365.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TWD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12087.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | FX Forward: MYR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $10279.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13038.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/BRL settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-13471.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE INC                                | CROSS COUNTRY HEALTHCARE INC                                                                | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       5788 | NS      | $59384.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9826.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/SGD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3533.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: PLN/USD settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7936.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-12-19                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11507.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/GBP settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: USD/AUD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-2664.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3676.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: COP/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12120.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/MYR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1396.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/MYR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9482.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                            | CROWN CASTLE INC                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |          9 | NS      | $821.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                          | CROWN HOLDINGS INC                                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      99285 | NS      | $9613766.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25298.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25910.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12471.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2026-02-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $6228.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CNY settle 2025-12-19                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12467.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PEN/USD settle 2026-03-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $14462.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                                   | CUBESMART                                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     757590 | NS      | $28205075.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-15025.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: TRY/USD settle 2026-02-03                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $13217.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: KRW/USD settle 2025-12-10                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8797.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: IDR/USD settle 2025-12-10                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $1651.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PHP settle 2025-12-09                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2789.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: TWD/USD settle 2025-12-10                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1861.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/THB settle 2025-12-11                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-414.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PEN/USD settle 2025-12-10                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2377.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: CLP/USD settle 2025-12-10                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1564.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: COP/USD settle 2025-12-10                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7318.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC                                    | CULLEN FROST BANKERS INC                                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      68117 | NS      | $8427435.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PHP settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3923.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: HUF/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2881.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/SGD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2502.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-210.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-11750.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/NOK settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-9086.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5138.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12671.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-2119.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/CNY settle 2025-12-19                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-12863.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ILS settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2311.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/TRY settle 2026-01-28                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                 | CUMMINS INC                                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     164228 | NS      | $81782259.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                                         | CURTISS WRIGHT CORPORATION                                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      77611 | NS      | $43795111.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ILS settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7641.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9706.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: JPY/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: JPY/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-529937.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/MXN settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27986.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CZK settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CZK settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10984.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/JPY settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/JPY settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2943.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/GBP settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/GBP settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9169.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4545.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2903.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/SGD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $57690.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/AUD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2151.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/AUD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15328.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3512.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-57.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3052.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4516.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CAD settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $18271.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: NOK/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10429.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: NOK/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                                       | CUSTOMERS BANCORP INC                                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      18014 | NS      | $1241164.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6824.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7595.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ZAR settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45746.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17087.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1809.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/KRW settle 2026-01-08                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $286.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: KRW/USD settle 2026-01-08                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-895.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-3058.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: ILS/USD settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2901.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: JPY/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-13155.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2109.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-301.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                            | CYTOKINETICS INC                                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     290138 | NS      | $19767101.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE CENTERS CORP                                           | SITE CENTERS CORP                                                                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     127117 | NS      | $935581.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                               | DR HORTON INC                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     125200 | NS      | $19908052.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                               | DTE ENERGY CO                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     267573 | NS      | $36665528.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/KRW settle 2026-01-08                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3417.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/INR settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9867.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/THB settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2579.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/THB settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1628.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/ZAR settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $169245.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-8941.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $272.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: BRL/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3203.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: COP/USD settle 2025-12-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $386.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/PHP settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-1972.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: TWD/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-500.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-283.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1570.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PEN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $551.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: CAD/USD settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $2325.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: KRW/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-1589.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: CLP/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-550.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                       | DAIKIN INDUSTRIES LTD UNSP ADR                                                              | CUSIP: 23381B106<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     313849 | NS      | $4076898.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DAKTRONICS INC                                              | DAKTRONICS INC                                                                              | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |       1900 | NS      | $35967.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/KRW settle 2026-01-08                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2516.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-5049.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: THB/USD settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.97          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: HUF/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $872.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/ILS settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $245.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1681.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CLP/USD settle 2026-03-18                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5081.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CLP settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4670.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: CLP/USD settle 2026-03-18                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $3759.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/CLP settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-3329.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ZAR settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4.38         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/CNY settle 2025-12-19                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28245.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2290.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/MYR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1000.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/THB settle 2026-01-21                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8558.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: THB/USD settle 2026-01-21                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                                    | DANA INC                                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     384283 | NS      | $8611782.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DANAHER CORP                                                | DANAHER CORP                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    1247422 | NS      | $282890361.16  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/AUD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3195.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: COP/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1183.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-8381.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: INR/USD settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-9107.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: KRW/USD settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-6648.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: KRW/USD settle 2026-01-08                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1810.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/IDR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-3034.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1038.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10970.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-8491.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-980.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4271.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ILS settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1001.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: MXN/USD settle 2026-02-23                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $5729.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2086.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: INR/USD settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13919.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: TWD/USD settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-9751.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: KRW/USD settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-895.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                      | DARDEN RESTAURANTS INC                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     112471 | NS      | $20197542.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PHP settle 2025-12-15                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3229.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7523.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3606.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8791.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4900.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ILS settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-155.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/ZAR settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-3511.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: AUD/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10810.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: THB/USD settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5383.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $12957.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-12-24                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4425.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: IDR/USD settle 2025-12-24                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3042.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2026-02-24                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3249.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: COP/USD settle 2025-12-24                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-458.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: PEN/USD settle 2025-12-24                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2237.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/PHP settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2117.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: TWD/USD settle 2025-12-24                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-224.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CAD/USD settle 2025-12-22                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6764.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: THB/USD settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1.09          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32020.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: MYR/USD settle 2025-12-24                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $122.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: NOK/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13686.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/CAD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3186.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CHF/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2257.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: CZK/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5108.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: HUF/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2234.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: EUR/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $5234.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: ZAR/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $118581.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                            | FX Forward: USD/ZAR settle 2026-01-26                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |          1 | NC      | $-114975.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-65386.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: SEK/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $10984.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: BRL/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9200.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/GBP settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-32536.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/GBP settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-16179.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: GBP/USD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $16159.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: GBP/USD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $32496.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: MXN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $78390.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: TWD/USD settle 2026-01-22                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $571.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: INR/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-205.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ZAR settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36155.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: GBP/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11542.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: ZAR/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $99823.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: USD/ZAR settle 2026-01-26                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-97577.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: CLP/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3190.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/CLP settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3155.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2026-03-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $208702.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-204058.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                  | DAVITA INC                                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     157770 | NS      | $18881913.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: KRW/USD settle 2026-01-08                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1273.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/KRW settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1109.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: IDR/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-0.68         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/IDR settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8.37          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: ZAR/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $44919.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/ZAR settle 2026-01-26                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-43625.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: EUR/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6683.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CAD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-134315.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CAD/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $132499.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: CHF/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16814.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/CHF settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18630.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: INR/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-315.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: TWD/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $538.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/BRL settle 2026-03-03                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-169.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: BRL/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $164.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: MXN/USD settle 2026-02-27                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2331.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2026-11-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14251.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PEN/USD settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5082.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                      | FX Forward: MXN/USD settle 2026-02-27                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |          1 | NC      | $2151.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: PEN/USD settle 2026-01-30                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2078.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2050.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/MYR settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $28.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: MYR/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-53.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CNY/USD settle 2025-12-19                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $350.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/GBP settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6210.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/AUD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-49779.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/NZD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-41828.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: NZD/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $41309.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: AUD/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $49677.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: GBP/USD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6209.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CHF settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1385.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1026.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3509.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1119.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/ILS settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4867.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/ZAR settle 2026-01-26                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16337.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: ZAR/USD settle 2025-12-04                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $17133.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CAD/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $141.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/CAD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-142.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/NOK settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2913.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: NOK/USD settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2911.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: MXN/USD settle 2026-03-02                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3423.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: INR/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1125.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: IDR/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-363.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/KRW settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-754.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/PHP settle 2025-12-29                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-477.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: PEN/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $863.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CLP/USD settle 2026-01-02                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $146.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: COP/USD settle 2025-12-30                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $261.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: TWD/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-556.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | FX Forward: CAD/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $7139.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: COP/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/COP settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $53.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | FX Forward: INR/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-308.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: TWD/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1652.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/THB settle 2025-12-08                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: USD/PEN settle 2026-03-18                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5721.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | FX Forward: PEN/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7476.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CNY/USD settle 2025-12-19                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $453.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: EUR/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $80251.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: CZK/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $265.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: HUF/USD settle 2025-12-17                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $695.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: USD/EUR settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-81703.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | FX Forward: MYR/USD settle 2025-12-31                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-263.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/ILS settle 2026-01-15                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3684.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PLN settle 2026-01-16                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $85.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: JPY/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $856.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/EUR settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-509.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | FX Forward: USD/NZD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1945.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: CHF/USD settle 2025-12-02                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1282.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | FX Forward: USD/CHF settle 2026-01-14                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1412.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                                        | DECKERS OUTDOOR CORP                                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      32900 | NS      | $2896187.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                                                | DEERE and CO                                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     186980 | NS      | $86850340.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                         | DELTA AIR INC                                                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     568594 | NS      | $36446875.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS INC                                       | DELTA ELECTRONICS IND CO LTD                                                                | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     357000 | NS      | $10604073.05   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                                 | DELUXE CORP                                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     215300 | NS      | $4374896.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DENTSPLY SIRONA INC                                         | DENTSPLY SIRONA INC                                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     177488 | NS      | $2012713.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DESCARTES SYS GROUP INC                                     | DESCARTES SYS GROUP INC                                                                     | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     430296 | NS      | $35464996.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JENTECH PRECISION INDUSTRIAL CO LTD                         | JENTECH PRECISION INDUS CO LTD                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      37000 | NS      | $3425598.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                                       | DEVON ENERGY CORP                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     986389 | NS      | $36555576.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                | ADTALEM GLOBAL EDUCATION INC                                                                | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       2579 | NS      | $238712.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                  | DEXCOM INC                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     147409 | NS      | $9356049.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                  | DIAGEO PLC                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      28300 | NS      | $650478.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP INC                           | DIAMOND HILL INVEST GRP INC                                                                 | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       5601 | NS      | $660918.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO                                  | DIAMONDROCK HOSPITALITY CO                                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      63705 | NS      | $580352.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                      | DIAMONDBACK ENERGY INC                                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     203665 | NS      | $31077242.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                                    | DICKS SPORTING GOODS INC                                                                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      39800 | NS      | $8221486.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC                                      | DIGI INTERNATIONAL INC                                                                      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     144376 | NS      | $6039248.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                    | DIGITAL REALTY TRUST INC                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      82753 | NS      | $13250410.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                                                | DILLARDS INC CL A                                                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       4946 | NS      | $3314116.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DIODES INC                                                  | DIODES INC                                                                                  | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      89722 | NS      | $4146053.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                          | DISNEY (WALT) CO                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    4149364 | NS      | $433484057.08  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCO CORP                                                  | DISCO CORP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       4100 | NS      | $1143371.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLBY LABORATORIES INC                                      | DOLBY LABORATORIES INC CL A                                                                 | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     132667 | NS      | $8948389.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                         | DOLLAR GENERAL CORP                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     252865 | NS      | $27686188.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                             | DOLLAR TREE INC                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     274854 | NS      | $30456571.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                         | DOMINION ENERGY INC                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     183905 | NS      | $11543716.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                           | DOMINOS PIZZA INC                                                                           | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      41807 | NS      | $17543471.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                                               | DONALDSON CO INC                                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     388245 | NS      | $34903225.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC                                           | DONEGAL GROUP INC CL A                                                                      | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16350 | NS      | $329125.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                                  | DOVER CORP                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     251254 | NS      | $46552341.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                        | KEURIG DR PEPPER INC                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    4493757 | NS      | $125375820.30  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCOMMUN INC DEL                                            | DUCOMMUN INC                                                                                | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      29756 | NS      | $2728327.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                        | DUKE ENERGY CORP NEW                                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     320491 | NS      | $39721654.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DULUTH HOLDINGS INC                                         | DULUTH HOLDINGS INC CL B                                                                    | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        257 | NS      | $830.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                        | DYCOM INDUSTRIES INC                                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      49170 | NS      | $17776430.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                                   | DYNAVAX TECHNOLOGIES CORP                                                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      16000 | NS      | $181920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                           | EOG RESOURCES INC                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    1555451 | NS      | $167755390.35  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                    | EQT CORPORATION                                                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    1627207 | NS      | $99031818.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                              | ENTERTAINMENT PPTYS TR                                                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      39005 | NS      | $2038791.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                                             | EAGLE MATERIALS INC                                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     138008 | NS      | $30875149.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                       | EAST WEST BANCORP INC                                                                       | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     341401 | NS      | $36427486.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                    | EASTGROUP PPTYS INC                                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      53400 | NS      | $9675012.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                         | EASTMAN CHEMICAL CO                                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     166134 | NS      | $10313598.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                    | EBAY INC                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     772629 | NS      | $63965954.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                               | ECHOSTAR CORP CL A                                                                          | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      35961 | NS      | $2635581.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                  | ECOLAB INC                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     581119 | NS      | $159900704.04  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                        | EDISON INTL                                                                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     756595 | NS      | $44555879.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                   | EDWARDS LIFESCIENCES CORP                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    1380784 | NS      | $119672549.28  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EHEALTH INC                                                 | EHEALTH INC                                                                                 | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       3936 | NS      | $16058.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EISAI CO LTD                                                | EISAI CO LTD                                                                                | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |      20000 | NS      | $627273.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 8X8 INC NEW                                                 | 8X8 INC                                                                                     | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      40278 | NS      | $78139.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                  | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                                  | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | EC               | CORP              | GR        |    1300668 | NS      | $5151672.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC                                                                   | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |      67921 | NS      | $1580521.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTROMED INC                                              | ELECTROMED INC                                                                              | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12899 | NS      | $345306.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                         | ELECTRONIC ARTS INC                                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     121185 | NS      | $24483005.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                             | EMCOR GROUP INC                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      99390 | NS      | $61131807.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                   | EMERGENT BIOSOL                                                                             | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       7100 | NS      | $79307.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                         | EMERSON ELECTRIC CO                                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     876510 | NS      | $116908903.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                                      | EMPLOYERS HOLDINGS INC                                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2932 | NS      | $116840.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                                  | ENANTA PHARMACEUTICALS INC                                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       1600 | NS      | $22592.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                    | ENCORE CAP GROUP INC                                                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      43179 | NS      | $2240558.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FUELS INC                                            | ENERGY FUELS INC                                                                            | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      73249 | NS      | $1054785.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGY RECOVERY INC                                         | ENERGY RECOVERY INC                                                                         | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      19223 | NS      | $277772.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                     | ENERGIZER HLDGS INC                                                                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     319500 | NS      | $5824485.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                                     | ENERSYS INC                                                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      22712 | NS      | $3250314.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS INC                                                   | ENNIS INC                                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53490 | NS      | $932865.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ENPHASE ENERGY INC                                          | ENPHASE ENERGY INC                                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       9313 | NS      | $268680.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                     | ENOVA INTL INC                                                                              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      74631 | NS      | $9783377.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC                                            | ENSIGN GROUP INC                                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      13531 | NS      | $2510541.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                                | ENTEGRIS INC                                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     143375 | NS      | $11059947.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENTERGY CORP NEW                                            | ENTERGY CORP                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     883978 | NS      | $86205534.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                          | ENTERPRISE FINL SVCS CORP                                                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      11385 | NS      | $621734.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                                            | EPAM SYSTEMS INC                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      14997 | NS      | $2804439.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC                                                   | EPLUS INC                                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     156658 | NS      | $14036556.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                                 | EQUIFAX INC                                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      96846 | NS      | $20567185.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                 | EQUINIX INC                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     153683 | NS      | $115770940.73  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                             | EQUITY LIFESTYLE PPTYS INC                                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     420063 | NS      | $26409360.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                          | EQUITY RESIDENTIAL REIT                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      49555 | NS      | $3060021.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                                           | ERIE INDEMNITY CO CL A                                                                      | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      51209 | NS      | $15131747.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ESCO TECHNOLOGIES INC                                       | ESCO TECHNOLOGIES INC                                                                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       5271 | NS      | $1122248.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                    | ESSEX PROPERTY TRUST INC                                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      53722 | NS      | $14162193.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                                    | ETSY INC                                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      83877 | NS      | $4547810.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                                | EVERCORE INC A                                                                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     127168 | NS      | $40702661.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC INC                                                 | EVERTEC INC                                                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     110303 | NS      | $3187756.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                           | EVERSOURCE ENERGY                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     282384 | NS      | $18970557.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                                          | EVOLENT HEALTH INC A                                                                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      64400 | NS      | $270480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                         | EXACT SCIENCES CORP                                                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      73297 | NS      | $7424253.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                 | EXELON CORP                                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     415952 | NS      | $19599658.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                                | EXELIXIS INC                                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    1163848 | NS      | $51407166.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                                           | EVEREST GROUP LTD                                                                           | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     112034 | NS      | $35211165.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                                     | EXLSERVICE HOLDINGS INC                                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     775242 | NS      | $30800364.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                           | EXPEDIA INC                                                                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     162979 | NS      | $41672100.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC                  | EXPEDITORS INTL OF WASH INC                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     161615 | NS      | $23741243.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                                                | EXPONENT INC                                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     104198 | NS      | $7533515.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                     | EXTRA SPACE STORAGE INC                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        984 | NS      | $131039.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                                        | EXTREME NETWORKS INC                                                                        | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     183837 | NS      | $3217147.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                                  | EZCORP INC CL A NON VTG                                                                     | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      78864 | NS      | $1520497.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXXON MOBIL CORP                                            | EXXON MOBIL CORP                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    6377400 | NS      | $739268208.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                    | FMC CORP NEW                                                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     208600 | NS      | $2980894.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNB CORP PA                                                 | FNB CORP PA                                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     273828 | NS      | $4556497.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                          | META PLATFORMS INC CL A                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    2350207 | NS      | $1522816625.65 | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                | FACTSET RESEARCH SYSTEMS INC                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      35995 | NS      | $9980333.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                      | FAIR ISAAC CORP                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      10413 | NS      | $18804107.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                              | FAIRFAX FINL HLDGS LTD SUB VTG                                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       3421 | NS      | $5879924.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECKERT and ZIEGLER SE                                       | ECKERT and ZIEGLER SE                                                                       | CUSIP: N/A<br>LEI: 391200EUDABLUKXCKG48       | Long             | EC               | CORP              | DE        |     221264 | NS      | $4148977.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                                 | FASTENAL CO                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      76000 | NS      | $3070400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORP                          | FEDERAL AGRI MTG NON VTG CL C                                                               | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       2947 | NS      | $506176.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                                         | FEDERAL SIGNAL CORP                                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     124952 | NS      | $14244528.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                        | FEDERATED HERMES INC                                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     424039 | NS      | $21274036.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDEX CORP                                                  | FEDEX CORP                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     180298 | NS      | $49704552.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                                      | F5 INC                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      88650 | NS      | $21201534.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Concord Street Trust                               | FIDELITY EXTENDED MARKET INDEX FUND                                                         | CUSIP: 315911743<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |   19192909 | NS      | $1953454318.53 | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | FIDELITY MID CAP INDEX FUNDFIDELITY ADV                                                     | CUSIP: 316146265<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |      89176 | NS      | $3331624.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Mt. Vernon Street Trust                            | FIDELITY GROWTH COMPANY FUND                                                                | CUSIP: 316200104<br>LEI: 0UZTS2D38E1WD4MK3K98 | Long             | EC               | RF                | US        |   88189463 | NS      | $4371551700.59 | 4.97%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                  | FIDELITY NATL INFORM SVCS INC                                                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    2037016 | NS      | $133974542.32  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                             | FIDELITY NATIONAL FINL INC                                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      80822 | NS      | $4803251.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Cash Central Fund                                                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   36472901 | NS      | $36480195.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                | Fidelity Securities Lending Cash Central Fund                                               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  727475681 | NS      | $727548428.55  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | Fidelity SAI U.S. Large Cap Index Fund                                                      | CUSIP: 31635V794<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   41236087 | NS      | $1127806984.24 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | Fidelity SAI Real Estate Index Fund                                                         | CUSIP: 31635V810<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     451655 | NS      | $2366672.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | Fidelity SAI U.S. Quality Index Fund                                                        | CUSIP: 31635V844<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |  138252382 | NS      | $3323587269.53 | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | FIDELITY SAI US LOW VOLATILITY INDEX FUND                                                   | CUSIP: 31635V885<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   22693819 | NS      | $543290033.40  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                         | FIFTH THIRD BANCORP                                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    4077232 | NS      | $177196502.72  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                               | FIRST AMERICAN FINANCIAL CORP                                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     169416 | NS      | $11140796.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP P R                                           | FIRST BANCORP PUERTO RICO                                                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     629660 | NS      | $12448378.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES INC                       | FIRST BUSINESS FIN SVCS INC                                                                 | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       5976 | NS      | $312066.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC                            | FIRST CITIZENS BANCSHARES INC CL A                                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      11028 | NS      | $20709370.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC                              | FIRST FINL BANKSHARES INC                                                                   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      74965 | NS      | $2341906.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                          | FIRST HORIZON CORP                                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    1431356 | NS      | $31976493.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                           | FIRST INDUSTRIAL REALTY TRUST                                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     212365 | NS      | $12155772.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANK OF CALIF                              | FIRST INTERNET BANCORP                                                                      | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      11754 | NS      | $223913.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORP                                        | FIRST MERCHANTS CORP                                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |        230 | NS      | $8473.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                  | FIRST QUANTUM MINERALS LTD                                                                  | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      79676 | NS      | $1802823.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                             | FIRST SOLAR INC                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     150986 | NS      | $41207099.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOURCE CORP                                           | FIRST SOURCE CORP                                                                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20810 | NS      | $1299376.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                  | FISERV INC                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     344864 | NS      | $21198790.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                            | FIRSTENERGY CORP                                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    1141860 | NS      | $54489559.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                                              | FIVE BELOW INC                                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      19811 | NS      | $3266635.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                                   | FIVE9 INC                                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      52146 | NS      | $1021540.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPAY INC                                                  | CORPAY INC                                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     424285 | NS      | $125503503.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXSTEEL INDUSTRIES INC                                    | FLEXSTEEL IND                                                                               | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |       1902 | NS      | $75186.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                    | FLEX LTD                                                                                    | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     799206 | NS      | $47241066.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                                              | FLUOR CORP                                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     407214 | NS      | $17481697.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                                              | FLOWSERVE CORP                                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     244830 | NS      | $17468620.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORP                                     | FLUSHING FINANCIAL CORP                                                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40084 | NS      | $657778.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                               | FORD MOTOR CO                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    4011908 | NS      | $53278138.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                          | FORESTAR GROUP INC                                                                          | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       5200 | NS      | $132704.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                                              | FORMFACTOR INC                                                                              | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     106724 | NS      | $5871954.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH INC                                      | FORRESTER RESEARCH INC                                                                      | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     433040 | NS      | $3113557.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                                | FORTINET INC                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     695130 | NS      | $56395896.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                              | FORTUNE BRANDS INNOVATIONS INC                                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      14972 | NS      | $773004.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                             | FOUR CORNERS PPTY TR INC W/I                                                                | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      65346 | NS      | $1570917.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                                    | FOX FACTORY HOLDING CORP                                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       7014 | NS      | $103737.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCO NEVADA CORP                                          | FRANCO-NEVADA CORP                                                                          | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     146524 | NS      | $30746596.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FRANKLIN COVEY CO                                           | FRANKLIN COVEY CO                                                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22662 | NS      | $356246.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO. INC.                                  | FRANKLIN ELECTRIC CO. INC.                                                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       9871 | NS      | $939225.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                                      | FRANKLIN RESOURCES INC                                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     128388 | NS      | $2900284.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP                             | FRANKLIN STREET PPTYS CORP                                                                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      18540 | NS      | $19281.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                        | FREEPORT MCMORAN INC                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    1544526 | NS      | $66383727.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHTCAR AMERICA INC                                      | FREIGHTCAR AMERICA INC                                                                      | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Long             | EC               | CORP              | US        |       1196 | NS      | $9783.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREQUENCY ELECTRONICS INC                                   | FREQUENCY ELECTRONICS INC                                                                   | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      88572 | NS      | $2536702.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FRESHPET INC                                                | FRESHPET INC                                                                                | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     168042 | NS      | $9605280.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                               | ACCENTURE PLC CL A                                                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     245974 | NS      | $61493500.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                                             | FUTUREFUEL CORP                                                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      25491 | NS      | $84120.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                                   | GATX CORP                                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      60153 | NS      | $9620269.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                                           | GEO GROUP INC                                                                               | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |      39098 | NS      | $616184.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                                 | NOVANTA INC                                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     175125 | NS      | $19904707.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TR 2007 NC1                                           | GSAMP 07-NC1 A2B TSFR1M+10 12/46                                                            | CUSIP: 3622MGAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     426473 | PA      | $212949.83     | 0.00%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| G-III APPAREL GROUP LTD                                     | G-III APPAREL GROUP LTD                                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      72799 | NS      | $2122090.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP 2006-HE5                                              | GSAMP 06-HE5 A2D TSFR1M+24 8/36                                                             | CUSIP: 362437AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1301264 | PA      | $1210021.20    | 0.00%             | 2036-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                | ARTHUR J GALLAGHAR AND CO                                                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     585012 | NS      | $144860671.44  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| GAMING AND LEISURE PROPERTIES INC                           | GAMING AND LEISURE PROPRTI INC                                                              | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      30425 | NS      | $1324400.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                                           | GAMESTOP CORP CL A                                                                          | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      40974 | NS      | $923144.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GAP INC                                                     | GAP INC                                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     386689 | NS      | $10467671.23   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                 | GARTNER INC                                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      17457 | NS      | $4062942.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                                        | GENERAC HOLDINGS INC                                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      24509 | NS      | $3716299.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                       | GENERAL DYNAMICS CORPORATION                                                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     241780 | NS      | $82599301.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                                | GE AEROSPACE                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     807086 | NS      | $240874816.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                    | WILLIS TOWERS WATSON PLC                                                                    | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      43246 | NS      | $13881966.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                            | DHT HOLDINGS INC                                                                            | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     582812 | NS      | $7594040.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                         | SCORPIO TANKERS INC                                                                         | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     287437 | NS      | $16478763.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                           | GENERAL MILLS INC                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     175100 | NS      | $8290985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                           | GENERAL MOTORS CO                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    1485764 | NS      | $109233369.28  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                                 | GENTEX CORP                                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     596105 | NS      | $13609077.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                                  | GARMIN LTD                                                                                  | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      26406 | NS      | $5157619.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                                            | GENUINE PARTS CO                                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      53000 | NS      | $6911200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                                      | GENWORTH FINANCIAL INC                                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    1832486 | NS      | $15905978.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                    | GIBRALTAR INDUSTRIES INC                                                                    | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     132967 | NS      | $6643031.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                         | GILEAD SCIENCES INC                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    1674466 | NS      | $210714801.44  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                                | MAGNERA CORP                                                                                | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       1200 | NS      | $16992.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                                | GLAUKOS CORP                                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      16028 | NS      | $1703616.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                     | GSK PLC SPONS ADR                                                                           | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     169490 | NS      | $8111791.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALSTAR INC                                              | GLOBALSTAR INC                                                                              | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       5672 | NS      | $344574.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                         | GLOBAL PAYMENTS INC                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     100788 | NS      | $7635698.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                                          | GLOBUS MEDICAL INC                                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     354421 | NS      | $32266487.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                    | FABRINET                                                                                    | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      90373 | NS      | $41518259.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                                 | GODADDY INC CL A                                                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      79412 | NS      | $10153618.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                                    | GOGO INC                                                                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     836903 | NS      | $5983856.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                               | GOLDMAN SACHS GROUP INC                                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     382449 | NS      | $315918171.96  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                 | GOODYEAR TIRE and RUBBER CO                                                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     666943 | NS      | $5775726.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                              | OFFICE PROPERTIES INCOME TRUST                                                              | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      73806 | NS      | $1241.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                   | GRACO INC                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     347760 | NS      | $28669334.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                                         | WW GRAINGER INC                                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      38761 | NS      | $36769847.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                  | GRAND CANYON EDUCATION INC                                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     111439 | NS      | $17578387.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                    | GRANITE CONSTRUCTION INC                                                                    | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      11472 | NS      | $1233584.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                                | GRAPHIC PACKAGING HOLDING CO                                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     677530 | NS      | $10962435.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM PROPERTY TRUST INC                                    | RITHM PROPERTY TRUST INC                                                                    | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       1298 | NS      | $3478.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                       | NXP SEMICONDUCTORS NV                                                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     711968 | NS      | $138791041.92  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                       | INTEGER HOLDINGS CORP                                                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     213761 | NS      | $15429268.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                                    | GREEN BRICK PARTNERS INC                                                                    | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       2590 | NS      | $175809.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                                              | GREEN DOT CORP CLASS-A                                                                      | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     109924 | NS      | $1381744.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                                            | GREEN PLAINS INC                                                                            | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      12300 | NS      | $127059.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COMPANIES INC                                    | GREENBRIER COMPANIES INC                                                                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      56627 | NS      | $2518768.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                                   | GREIF INC CL A                                                                              | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       4824 | NS      | $316599.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                                                | GRIFFON CORP                                                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      14300 | NS      | $1072500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                      | GROUP 1 AUTOMOTIVE INC                                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      22989 | NS      | $9219508.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPON INC                                                 | GROUPON INC                                                                                 | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      52457 | NS      | $887047.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COSTAMARE INC                                               | COSTAMARE INC                                                                               | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |      95953 | NS      | $1465202.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                      | GUIDEWIRE SOFTWARE INC                                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      34775 | NS      | $7510704.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                                          | HCA HEALTHCARE INC                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     288484 | NS      | $146633532.36  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                               | HDFC BANK LTD SPON ADR                                                                      | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      66240 | NS      | $2438956.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSI ASSET SECURITIZATION CORP TR 2007 NC1                   | HASC 2007-NC1 A3 TSFR1M+18 4/37                                                             | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     234221 | PA      | $154191.86     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HP INC                                                      | HP INC                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     997246 | NS      | $24352747.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                                       | HAEMONETICS CORP MASS                                                                       | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     152846 | NS      | $12434022.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                              | HALLIBURTON CO                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    1186300 | NS      | $31104786.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                   | HALOZYME THERAPEUTICS INC                                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     339464 | NS      | $24237729.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                                          | AVANOS MEDICAL INC                                                                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      17000 | NS      | $199580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                                        | HANCOCK WHITNEY CORP                                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       1132 | NS      | $68587.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                   | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                                   | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     355856 | NS      | $12227212.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                                       | HANOVER INSURANCE GROUP INC                                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      99320 | NS      | $18428826.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORVIEW MTG LN TR                                        | HVMLT 2005-9 2A1A TSFR1M+79.448 6/35                                                        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     464740 | PA      | $427939.60     | 0.00%             | 2035-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MTG LOAN TR 2006 7                               | HVMLT 06-7 2A1A TSFR1M+40 9/46                                                              | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3428848 | PA      | $3279646.72    | 0.00%             | 2046-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                         | HARLEY-DAVIDSON INC                                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     358600 | NS      | $8782114.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HARMONIC INC                                                | HARMONIC INC                                                                                | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     267202 | NS      | $2554451.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                   | L3HARRIS TECHNOLOGIES INC                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     112194 | NS      | $31267345.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIRI CORP                                                 | ENVIRI CORP                                                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      14233 | NS      | $261033.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HARTFORD INSURANCE GROUP INC/THE                            | HARTFORD INSURANCE GROUP INC/THE                                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     658986 | NS      | $90300851.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                                  | HASBRO INC                                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     140179 | NS      | $11578785.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC                               | HEALTHCARE SERVICES GROUP INC                                                               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      28912 | NS      | $542967.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                       | ENCOMPASS HEALTH CORP                                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     232476 | NS      | $27018360.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM INC                                            | HEALTHSTREAM INC                                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      49510 | NS      | $1245176.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEALTHCARE REALTY TRUST INC                                 | HEALTHCARE REALTY TRUST INC                                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     680513 | NS      | $12405751.99   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                            | HEALTHEQUITY INC                                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     249413 | NS      | $26233259.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                             | HECLA MINING CO                                                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     575336 | NS      | $9677151.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                                              | HEICO CORP                                                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       1994 | NS      | $631918.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                                              | HEICO CORP CL A                                                                             | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      90506 | NS      | $22352266.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES                                 | HENRY (JACK) and ASSOCIATES INC                                                             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       2324 | NS      | $405491.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                      | HERITAGE COMMERCE CORP                                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      25650 | NS      | $279328.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE INSURANCE HOLDINGS INC                             | HERITAGE INSURANCE HOLDINGS INC                                                             | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      45668 | NS      | $1326655.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS INC                                      | HERON THERAPEUTICS INC                                                                      | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      28063 | NS      | $32553.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HERC HOLDINGS INC                                           | HERC HOLDINGS INC                                                                           | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       5667 | NS      | $760908.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEWLETT PACKARD ENTERPRISE CO                               | HEWLETT PACKARD ENTERPRISE CO                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     855500 | NS      | $18709785.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                                          | HEXCEL CORPORATION                                                                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     146241 | NS      | $11147951.43   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HILLENBRAND INC                                             | HILLENBRAND INC                                                                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |         87 | NS      | $2770.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                                        | HILLTOP HLDGS I                                                                             | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       1519 | NS      | $52132.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                               | HILTON WORLDWIDE HOLDINGS INC                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     564022 | NS      | $160763190.66  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                                 | HOLOGIC INC                                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       5295 | NS      | $396966.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC                                         | HOME BANCSHARES INC                                                                         | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1900 | NS      | $53314.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                              | HOME DEPOT INC                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     748603 | NS      | $267191382.76  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME EQUITY ASSET TR                                        | HOME EQUITY ASSET TR TSFR1M+56 08/25/2036                                                   | CUSIP: 437084VN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     162725 | PA      | $162026.50     | 0.00%             | 2036-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MECHANICS BANCORP                                           | MECHANICS BANCORP                                                                           | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2203 | NS      | $34234.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                    | HOMETRUST BANCSHARES INC                                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5547 | NS      | $227482.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                 | HONEYWELL INTL INC                                                                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     717603 | NS      | $137916120.57  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                                                | ALKERMES PLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      98583 | NS      | $2916085.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                                  | HORACE MANN EDUCATORS CORP                                                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |        591 | NS      | $27055.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP INC INDIANA                                 | HORIZON BANCORP INC INDIANA                                                                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      55556 | NS      | $952229.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                                           | HORMEL FOODS CORP                                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      55400 | NS      | $1285834.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC                                 | HOST HOTELS and RESORTS INC                                                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    1194943 | NS      | $21066845.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                                              | HOULIHAN LOKEY                                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     232562 | NS      | $40791374.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP INC                                               | HUB GROUP INC CL A                                                                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     222580 | NS      | $8584910.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                                 | HUBBELL INC                                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      76503 | NS      | $33005689.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                                 | HUBSPOT INC                                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      16062 | NS      | $5899893.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                               | HUDSON PACIFIC PROPERTIES INC                                                               | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9800 | NS      | $19404.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES INC                                     | HUDSON TECHNOLOGIES INC                                                                     | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37700 | NS      | $256360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                  | HUMANA INC                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      87065 | NS      | $21397965.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPORT SERVICES                                | HUNT J B TRANSPORT SERVICES IN                                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      47901 | NS      | $8332857.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                | HUNTINGTON BANCSHARES INC                                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    1427039 | NS      | $23260735.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                           | HUNTINGTON INGALLS INDUSTRIES INC                                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     119811 | NS      | $37575125.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                               | HUNTSMAN CORP                                                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     374548 | NS      | $3902790.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                           | HYATT HOTELS CORP CL A                                                                      | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     126008 | NS      | $20714455.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IDT CORP                                                    | IDT CORP CL B NEW                                                                           | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       6110 | NS      | $304094.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE INC                                             | HYSTER-YALE INC                                                                             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7000 | NS      | $203560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                                       | ICF INTERNATIONAL INC                                                                       | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      28804 | NS      | $2247864.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                                             | ICU MEDICAL INC                                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      72460 | NS      | $10755962.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                                          | IPG PHOTONICS CORP                                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     116690 | NS      | $9293191.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JAZZ PHARMACEUTICALS PLC                                    | JAZZ PHARMA PLC                                                                             | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     169854 | NS      | $29984326.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TECNOGLASS INC                                              | TECNOGLASS INC                                                                              | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |      97649 | NS      | $4860967.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                                 | IDACORP INC                                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     219732 | NS      | $28956282.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX CORPORATION                                            | IDEX CORPORATION                                                                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      82852 | NS      | $14410448.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                                      | IDEXX LABS INC                                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      58873 | NS      | $44324304.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                     | ILLINOIS TOOL WORKS INC                                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     240176 | NS      | $59871073.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                | ILLUMINA INC                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      87099 | NS      | $11449163.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMERSION CORP                                              | IMMERSION CORP                                                                              | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      35400 | NS      | $251694.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                                            | IMPERIAL OIL LTD                                                                            | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |      87100 | NS      | $8618689.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INCYTE CORP                                                 | INCYTE CORP                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     352404 | NS      | $36812121.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                               | INDEPENDENCE REALTY TR INC                                                                  | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     514805 | NS      | $8828905.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MASS                                  | INDEPENDENT BANK CORP MASS                                                                  | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     123614 | NS      | $8906388.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MICH                                  | INDEPENDENT BANK CORP                                                                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29535 | NS      | $964317.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                                          | INGLES MARKETS INC-CL A                                                                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     110915 | NS      | $8531581.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INGREDION INC                                               | INGREDION INC                                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     187779 | NS      | $20193753.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                     | INSIGHT ENTERPRISES INC                                                                     | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      13399 | NS      | $1159951.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                                  | INSMED INC                                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     155347 | NS      | $32276446.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                                                | INNOSPEC INC                                                                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       6300 | NS      | $470988.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                                               | INSPERITY INC                                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     103976 | NS      | $3677631.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                             | INSTALLED BUILDING PRODUCTS INC                                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      46780 | NS      | $12537975.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                | INSULET CORP                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      23818 | NS      | $7793011.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                            | IES HOLDINGS INC                                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      26181 | NS      | $10958581.17   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                  | INTEL CORP                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    2249459 | NS      | $91238057.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                               | INTERACTIVE BROKERS GROUP INC                                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     167806 | NS      | $10910746.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                                               | INTERFACE INC                                                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     622307 | NS      | $17368588.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                               | INTERCONTINENTAL EXCHANGE INC                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     387680 | NS      | $60982064.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                            | INTERDIGITAL INC                                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1102 | NS      | $394240.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IBM CORPORATION                                             | INTL BUS MACH CORP                                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     599668 | NS      | $185045551.44  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                    | INTERNATIONAL FLAVORS and FRAGRA                                                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      68341 | NS      | $4748332.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                                 | DROPBOX INC CL A                                                                            | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     582584 | NS      | $17407609.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                                      | INTERNATIONAL PAPER CO                                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     573699 | NS      | $22649636.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                  | INTUIT INC                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     347312 | NS      | $220223592.96  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                      | INTUITIVE SURGICAL INC                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     345220 | NS      | $197976765.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTREPID POTASH INC                                         | INTREPID POTASH INC                                                                         | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       2112 | NS      | $53433.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP                                  | INLAND AMERICN REAL EST TR INC                                                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      17600 | NS      | $502304.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRADIMED CORP                                               | IRADIMED CORP                                                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      17283 | NS      | $1611121.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      24514 | NS      | $2116783.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC                                | IRONWOOD PHARMA CL A (PEND)                                                                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     142290 | NS      | $498015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF         | iShares Core S and P 500 ETF                                                                | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    1753362 | NS      | $1204349290.56 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                   | IONIS PHARMACEUTICALS INC                                                                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     246982 | NS      | $20432820.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                                   | ITRON INC                                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       1019 | NS      | $100921.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    2239197 | NS      | $701047796.76  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                   | JABIL INC                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     284698 | NS      | $59988715.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                 | JAMES HARDIE IND PLC                                                                        | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |     822581 | NS      | $16270652.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                              | JBT MAREL CORP                                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     153468 | NS      | $21566858.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                         | JOHNSON and JOHNSON                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    2525387 | NS      | $522553078.04  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                               | AMBARELLA INC                                                                               | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      28921 | NS      | $2145359.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                                      | JONES LANG LASALLE INC                                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     104776 | NS      | $34124495.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                              | ZIFF DAVIS INC                                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       3400 | NS      | $111588.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                                | OPENLANE INC                                                                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       1583 | NS      | $40271.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                     | KBR INC                                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     403548 | NS      | $16634248.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                    | KLA CORP                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     122351 | NS      | $143819929.97  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                              | KKR and CO INC                                                                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     978301 | NS      | $119655995.31  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH INDUSTRIES INC                                          | KVH INDUSTRIES INC                                                                          | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1756 | NS      | $10518.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                                  | STRIDE INC                                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      10444 | NS      | $663507.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC                                                  | KADANT INC                                                                                  | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      13604 | NS      | $3783544.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                        | KAISER ALUM CORP                                                                            | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29630 | NS      | $2845961.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                     | KB HOME                                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       9811 | NS      | $631141.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP                                       | KEARNY FINANCIAL CORP                                                                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     164960 | NS      | $1133275.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES INC                                          | KELLY SERVICES INC CL A                                                                     | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |       5100 | NS      | $44064.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP DEL                                             | KEMPER CORP                                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      50159 | NS      | $2042474.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEVRA THERAPEUTICS INC                                      | ZEVRA THERAPEUTICS INC                                                                      | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      78800 | NS      | $664284.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                              | KENNAMETAL INC                                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      19252 | NS      | $532895.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS INC                                 | KENNEDY-WILSON HOLDINGS INC                                                                 | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      62985 | NS      | $612844.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                              | EATON CORP PLC                                                                              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     348942 | NS      | $120695548.38  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                     | KEYCORP                                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    1732283 | NS      | $31839361.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                   | KEYSIGHT TECHNOLOGIES INC                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     307583 | NS      | $60886054.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                                  | KFORCE INC                                                                                  | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      35397 | NS      | $1040671.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                                          | KILROY REALTY CORP                                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      29964 | NS      | $1285155.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                         | KIMBERLY CLARK CORP                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     423965 | NS      | $46263060.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                           | KIMCO REALTY CORPORATION                                                                    | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |    1873106 | NS      | $38698369.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                       | KINDER MORGAN INC                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    1008100 | NS      | $27541292.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                                  | KIRBY CORP                                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     153365 | NS      | $17409994.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                                | KNOWLES CORP                                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       2535 | NS      | $56986.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                                                  | KOHLS CORP                                                                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      82756 | NS      | $2034970.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KORN FERRY                                                  | KORN FERRY                                                                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      12372 | NS      | $813706.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                                              | KRAFT HEINZ CO                                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     923730 | NS      | $23564352.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE and SECURITY SOLUTIONS INC                   | KRATOS DEFENSE and SEC SOLTN INC                                                            | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      86308 | NS      | $6568038.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                                   | KROGER CO                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     947392 | NS      | $63740533.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE and SOFFA INDUSTRIES INC                            | KULICKE and SOFFA INDUSTRIES INC                                                            | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       5732 | NS      | $258570.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA ONCOLOGY INC                                           | KURA ONCOLOGY INC                                                                           | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      18329 | NS      | $222514.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                                     | BATH and BODY WORKS INC                                                                     | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     707994 | NS      | $12326175.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                               | LGI HOMES INC                                                                               | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      98360 | NS      | $5116687.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                                    | LKQ CORP                                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     491469 | NS      | $14591714.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES INC                                          | LTC PROPERTIES INC REIT                                                                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       1853 | NS      | $67615.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LA Z BOY INC                                                | LA Z BOY INC                                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       1397 | NS      | $54371.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                         | LADDER CAPITAL CORP CL A                                                                    | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       8482 | NS      | $93726.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                           | LAM RESEARCH CORP                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     958796 | NS      | $149572176.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                        | LAMAR ADVERTISING CO CL A                                                                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     180612 | NS      | $23911222.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARZETTI COMPANY/THE                                        | MARZETTI COMPANY/THE                                                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      76705 | NS      | $12805132.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                                         | LANDSTAR SYSTEM INC                                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      70025 | NS      | $9162071.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                       | LANTHEUS HLDGS INC                                                                          | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     176943 | NS      | $10416634.41   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                        | LAS VEGAS SANDS CORP                                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     792176 | NS      | $53994716.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                                  | LATTICE SEMICONDUCTOR CORP                                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     275529 | NS      | $19344891.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                                        | ESTEE LAUDER COS INC CL A                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     213403 | NS      | $20074820.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                                   | LEAR CORP NEW                                                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      96931 | NS      | $10406512.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT and PLATT INC                                       | LEGGETT and PLATT INC                                                                       | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     213055 | NS      | $2185944.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LEGALZOOM.COM INC                                           | LEGALZOOM.COM INC                                                                           | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     113344 | NS      | $1057499.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                                            | LEIDOS HOLDINGS INC                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      89800 | NS      | $17160780.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORP                                            | LENDINGCLUB CORP                                                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |       6179 | NS      | $111839.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                             | LENDINGTREE INC                                                                             | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       7438 | NS      | $424189.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                                 | LENNAR CORP CL A                                                                            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      47400 | NS      | $6223620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LENNOX INTERNATIONAL INC                                    | LENNOX INTERNATIONAL INC                                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       7602 | NS      | $3792409.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                               | JEFFERIES FINANCIAL GROUP INC                                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     918660 | NS      | $52878069.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                      | LIBERTY BROADBAND CORP C                                                                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        903 | NS      | $41799.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEWAY FOODS INC                                           | LIFEWAY FOODS INC                                                                           | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        500 | NS      | $12392.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTPATH TECHNOLOGIES INC                                  | LIGHTPATH TECHNOLOGIES CL A                                                                 | CUSIP: 532257805<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1066134 | NS      | $7836084.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ELI LILLY and CO                                            | ELI LILLY and CO                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     754257 | NS      | $811180775.79  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMONEIRA CO                                                | LIMONEIRA CO                                                                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |       1089 | NS      | $15126.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN EDUCATIONAL SERVICES CORP                           | LINCOLN EDUCATIONAL SERVICES                                                                | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |      56061 | NS      | $1153735.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                               | LINCOLN ELECTRIC HLDGS INC                                                                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     162097 | NS      | $38810884.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                   | LINCOLN NATIONAL CORP                                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     293100 | NS      | $12058134.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS HOLDINGS                               | LINDBLAD EXPEDITIONS HOLDINGS                                                               | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      24568 | NS      | $295553.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IOVANCE BIOTHERAPEUTICS INC                                 | IOVANCE BIOTHERAPEUTICS INC                                                                 | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     139705 | NS      | $345071.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LITHIA MOTORS INC                                           | LITHIA MOTORS INC CL A                                                                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      85172 | NS      | $27156240.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTLEFUSE INC                                              | LITTELFUSE INC                                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        883 | NS      | $226065.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                               | LIVE NATION ENTERTAINMENT INC                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       7600 | NS      | $999020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                                     | LIVE OAK BANCSHARES INC                                                                     | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22231 | NS      | $709613.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                        | LOCKHEED MARTIN CORP                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      77749 | NS      | $35598157.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                                  | LOEWS CORP                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      67600 | NS      | $7292012.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONZA GROUP AG                                              | LONZA GROUP AG UNSPON ADR                                                                   | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      75603 | NS      | $5181073.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                      | LOUISIANA PACIFIC CORP                                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      64072 | NS      | $5254544.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                      | TRANE TECHNOLOGIES PLC                                                                      | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     506325 | NS      | $213405861.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                               | LOWES COS INC                                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    1512970 | NS      | $366864965.60  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LL FLOORING HOLDINGS INC                                    | LL FLOORING HOLDINGS INC                                                                    | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7900 | NS      | $0.08          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                       | LUMENTUM HOLDINGS INC                                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     115390 | NS      | $37520212.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXFER HLDGS PLC                                            | LUXFER HOLDINGS PLC                                                                         | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |       6180 | NS      | $77250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                           | M and T BANK CORP                                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      58243 | NS      | $11078983.46   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                                     | MDU RESOURCES GROUP INC                                                                     | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     559072 | NS      | $11919415.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ADJ RATE MTG TR 2006 OA2                              | MARM 06-OA2 1A1 12MTA+80 12/46                                                              | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     489092 | PA      | $370392.57     | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS INC                               | MASTERCRAFT BOAT HOLDINGS INC                                                               | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      35524 | NS      | $656483.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                                        | MGIC INVESTMENT CORP                                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     591900 | NS      | $16780365.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                   | MGM RESORTS INTERNATIONAL                                                                   | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     186625 | NS      | $6585996.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                               | M/I HOMES INC                                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      30253 | NS      | $4162510.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                     | MKS INC                                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      63241 | NS      | $9890259.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT INC                                   | MSC INDUSTRIAL DIRECT CO CL A                                                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      91523 | NS      | $8141886.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                    | MSCI INC                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      15034 | NS      | $8474966.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB FINANCIAL CORP                                          | MVB FINANCIAL CORP                                                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       3997 | NS      | $108158.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                     | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     138665 | NS      | $24264988.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO                                                 | MACERICH COMPANY                                                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      83116 | NS      | $1442893.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                       | VERIS RESIDENTIAL INC                                                                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      12165 | NS      | $183204.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACROGENICS INC                                             | MACROGENICS INC                                                                             | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      37734 | NS      | $57733.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                                   | MACYS INC                                                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     595843 | NS      | $13323049.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP                           | MADISON SQUARE GARDEN SPORTS CORP                                                           | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1100 | NS      | $250833.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                     | MAGNA INTL INC                                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     126537 | NS      | $6180067.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MAMA'S CREATIONS INC                                        | MAMA'S CREATIONS INC                                                                        | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1208727 | NS      | $13682789.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MANHATTAN ASSOCS INC                                        | MANHATTAN ASSOCIATES INC                                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     199313 | NS      | $35168778.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITOWOC CO INC                                            | MANITOWOC CO INC                                                                            | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      41112 | NS      | $463743.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANNKIND CORP                                               | MANNKIND CORP                                                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     286582 | NS      | $1533213.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MANPOWERGROUP INC                                           | MANPOWERGROUP INC                                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     144186 | NS      | $4146789.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                     | MARATHON PETROLEUM CORP                                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     319559 | NS      | $61908165.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                                           | MARA HOLDINGS INC                                                                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      23945 | NS      | $282790.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MARCUS and MILLICHAP INC                                    | MARCUS and MILLICHAP CO INC                                                                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       6906 | NS      | $202345.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS CORP                                                 | MARCUS CORP                                                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      64419 | NS      | $1011378.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                                               | MARINEMAX INC                                                                               | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     303047 | NS      | $7085238.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL GROUP INC                                            | MARKEL GROUP INC                                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       2859 | NS      | $5947977.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MARKETAXESS HOLDINGS INC                                    | MARKETAXESS HLDGS INC                                                                       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     152350 | NS      | $24968641.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                  | MARSH and MCLENNAN COS INC                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     682693 | NS      | $125240030.85  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                               | MARRIOTT INTERNATIONAL INC A                                                                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     103653 | NS      | $31592397.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                                        | MARTEN TRANSPORT LTD                                                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7000 | NS      | $71750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                               | MARTIN MARIETTA MATERIALS INC                                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     168656 | NS      | $105113165.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                                  | MASCO CORPORATION                                                                           | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      96300 | NS      | $6246981.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                                 | MASIMO CORP                                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      47500 | NS      | $6765425.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTEC INC                                                  | MASTEC INC                                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      55815 | NS      | $11937712.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                              | MASTERCARD INC CL A                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    1456560 | NS      | $801879976.80  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                   | MATADOR RESOURCES COMPANY                                                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     715521 | NS      | $30338090.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                                               | MATERION CORP                                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       8561 | NS      | $1046068.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MATSON INC                                                  | MATSON INC                                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      16803 | NS      | $1831190.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                                  | MATTEL INC                                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     520391 | NS      | $10990657.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                                               | MAXLINEAR INC                                                                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      35532 | NS      | $553233.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                                 | MAXIMUS INC                                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       9361 | NS      | $805888.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                              | MCDONALDS CORP                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    1018587 | NS      | $317615798.34  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                            | MCGRATH RENTCORP                                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     184663 | NS      | $19035062.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S and P GLOBAL INC                                          | S and P GLOBAL INC                                                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     133994 | NS      | $66840227.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                               | MCKESSON CORP                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     118307 | NS      | $104242663.84  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                                                | MEDIFAST INC                                                                                | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      12137 | NS      | $133142.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PEDIATRIX MEDICAL GROUP INC                                 | PEDIATRIX MEDICAL GROUP INC                                                                 | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12097 | NS      | $291416.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC                                    | MERCER INTERNATIONAL INC                                                                    | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      59700 | NS      | $108057.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                                            | MERCK and CO INC NEW                                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    2508137 | NS      | $262928001.71  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                                         | MERCURY SYSTEMS INC                                                                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     166572 | NS      | $11641717.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORP                                        | MERCURY GENERAL CORP                                                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       5919 | NS      | $551177.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                   | MERIT MEDICAL SYSTEMS INC                                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     123238 | NS      | $10671178.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                         | MERITAGE HOMES CORP                                                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      11000 | NS      | $803880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MTG LN TR SER 2007-3           | FFMER 2007-3 A2C TSFR1M+18 6/37                                                             | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1903173 | PA      | $1918009.58    | 0.00%             | 2037-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PATHWARD FINANCIAL INC                                      | PATHWARD FINANCIAL INC                                                                      | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      75169 | NS      | $5404651.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                                     | METHODE ELECTRONICS INC                                                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      49755 | NS      | $377142.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                 | METLIFE INC                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    1006693 | NS      | $77072416.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                                     | METTLER-TOLEDO INTL INC                                                                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       7491 | NS      | $11062109.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                              | MICROSOFT CORP                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    7954998 | NS      | $3913938565.98 | 4.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                       | MICRON TECHNOLOGY INC                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    1117578 | NS      | $264284845.44  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                               | MIDDLEBY CORP                                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     164244 | NS      | $19413640.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STS BANCORP INC ILL                                 | MIDLAND STATES BANCORP INC                                                                  | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       9557 | NS      | $155396.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTHENA CORP PLC                                           | PROTHENA CORP PLC                                                                           | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |       6027 | NS      | $64790.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                             | MILLERKNOLL INC                                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |        100 | NS      | $1583.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER INDUSTRIES INC TENN                                  | MILLER INDUSTRIES INC TENN                                                                  | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |        500 | NS      | $19370.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                   | MILLICOM INTL CELL SA                                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       3507 | NS      | $186116.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP INC                                            | MIMEDX GROUP INC                                                                            | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     224001 | NS      | $1541126.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                                   | MINERALS TECHNOLOGIES INC                                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     114335 | NS      | $6705747.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING CO                                     | MODINE MANUFACTURING CO                                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     284084 | NS      | $46058538.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MOELIS and CO                                               | MOELIS and CO CL A                                                                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     152306 | NS      | $9773476.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                       | MOHAWK INDUSTRIES INC                                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       7338 | NS      | $850474.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                       | MOLINA HEALTHCARE INC                                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      17000 | NS      | $2520420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                    | MOLSON COORS BEVERAGE CO B                                                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     420048 | NS      | $19536432.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MONARCH CASINO and RESORT INC                               | MONARCH CASINO and RESORT INC                                                               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      31833 | NS      | $3074431.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                  | MONDELEZ INTL INC                                                                           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    2114852 | NS      | $121752029.64  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                | MONOLITHIC POWER SYS INC                                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      69770 | NS      | $64758420.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HLDGS LTD                             | NORWEGIAN CRUISE LINE HLDGS LTD                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     130579 | NS      | $2410488.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                    | ICON PLC                                                                                    | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     155241 | NS      | $28719585.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                              | CONSTELLIUM SE                                                                              | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     135184 | NS      | $2272443.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                                    | ROKU INC CLASS A                                                                            | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      51860 | NS      | $5019529.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO INC                                                   | MONRO INC                                                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      58892 | NS      | $1101869.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MONSTER BEVERAGE CORP NEW                                   | MONSTER BEVERAGE CORP                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    1231695 | NS      | $92364808.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                                 | MOODYS CORP                                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     119962 | NS      | $58874950.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                    | MOOG INC CL A                                                                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      85262 | NS      | $19582976.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    1251293 | NS      | $212294370.38  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007 HE4                    | MSAC 07-HE4 A2A TSFR1M+11 2/37                                                              | CUSIP: 61753VAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     242508 | PA      | $72855.65      | 0.00%             | 2037-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                             | MORNINGSTAR INC                                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      77469 | NS      | $16644989.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                                   | MOSAIC CO NEW                                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     564258 | NS      | $13818678.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA INC                               | MOTORCAR PARTS OF AMERICA INC                                                               | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      99487 | NS      | $1311238.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                      | MOTOROLA SOLUTIONS INC                                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     110091 | NS      | $40698440.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP INC                                            | MOVADO GROUP INC                                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       1169 | NS      | $24478.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                      | MUELLER INDUSTRIES INC                                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     303362 | NS      | $33330382.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WTR PRODS INC                                       | MUELLER WATER PRODUCTS INC A                                                                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     321777 | NS      | $7799874.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                             | MURPHY OIL CORP                                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     545474 | NS      | $17493351.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MURPHY USA INC                                              | MURPHY USA INC                                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      82525 | NS      | $31777901.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MUSASHI SEIMITSU INDUS CO LTD                               | MUSASHI SEIMITSU INDUS CO LTD                                                               | CUSIP: N/A<br>LEI: 353800J742CBBV9MSZ43       | Long             | EC               | CORP              | JP        |     279366 | NS      | $5143603.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PRADA SPA                                                   | PRADA SPA                                                                                   | CUSIP: N/A<br>LEI: 8156000FE0A2DC5B7852       | Long             | EC               | CORP              | IT        |     685255 | NS      | $4055737.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                                        | MYERS INDUSTRIES                                                                            | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      24175 | NS      | $436600.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                                         | MYRIAD GENETICS INC                                                                         | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     129261 | NS      | $986261.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR VOYIX CORP                                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     284958 | NS      | $2880925.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI HOLDINGS INC                                            | NMI HOLDINGS INC                                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     135374 | NS      | $5164518.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      66570 | NS      | $11282949.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                         | CLEARWAY ENERGY INC CL C                                                                    | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      59500 | NS      | $2178890.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NVE CORP                                                    | NVE CORP                                                                                    | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       9574 | NS      | $612161.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NVR INC                                                     | NVR INC                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       5305 | NS      | $39826173.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                                           | CNH INDUSTRIAL NV                                                                           | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    2154603 | NS      | $20317906.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                                 | MONGODB INC CL A                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       2199 | NS      | $730881.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                                               | PINTEREST INC CL A                                                                          | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     383300 | NS      | $10011796.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                            | ESSENT GROUP LTD                                                                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      46927 | NS      | $2945138.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                                 | WIX.COM LTD                                                                                 | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |      75998 | NS      | $7273768.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                | ALLEGION PLC                                                                                | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     236248 | NS      | $39224255.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                         | ONTO INNOVATION INC                                                                         | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |     111775 | NS      | $16001709.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                             | NAPCO SECURITY TECHNOLOGIES INC                                                             | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      73206 | NS      | $2957522.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                  | NASDAQ INC                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     271195 | NS      | $24657049.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                                  | NATERA INC                                                                                  | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |     131590 | NS      | $31425007.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATHANS FAMOUS INC                                          | NATHANS FAMOUS INC                                                                          | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       5437 | NS      | $501617.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL BANK HOLDINGS CORP                                 | NATIONAL BK HLDGS CORP                                                                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1300 | NS      | $48373.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                                      | NATIONAL BEVERAGE CORPORATION                                                               | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      69894 | NS      | $2380589.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                     | NATIONAL FUEL GAS CO NJ                                                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     168796 | NS      | $13917230.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORP                                      | NATIONAL RESEARCH CORP                                                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      36460 | NS      | $619455.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT INC                                                | NNN REIT INC                                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     275129 | NS      | $11376584.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT CORP                                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     100969 | NS      | $1252015.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                                         | NEKTAR THERAPEUTICS                                                                         | CUSIP: 640268306<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      13968 | NS      | $910853.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET INC                                                  | NELNET INC CL A                                                                             | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |        600 | NS      | $77544.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS INC                                             | NEOGENOMICS INC                                                                             | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     128100 | NS      | $1550010.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                  | NETAPP INC                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     104456 | NS      | $11653111.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                 | NETFLIX INC                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    4951322 | NS      | $532663220.76  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                                        | NETSCOUT SYSTEMS INC                                                                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      14203 | NS      | $381776.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                  | NEUROCRINE BIOSCIENCES INC                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     105866 | NS      | $16108570.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW CENTURY HOME EQUITY LN TR                               | NCHET 2005-4 M4 TSFR1M+105.948 9/35                                                         | CUSIP: 64352VMX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1428558 | PA      | $1419481.56    | 0.00%             | 2035-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                                   | NEW JERSEY RESOURCES CORP                                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     155445 | NS      | $7473795.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY CO INC                                            | USA TODAY CO INC                                                                            | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     166400 | NS      | $833664.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RITHM CAPITAL CORP                                          | RITHM CAPITAL CORP                                                                          | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      33700 | NS      | $387213.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                                      | FLAGSTAR FINANCIAL INC                                                                      | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     504415 | NS      | $6174039.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK TIMES CO                                           | NEW YORK TIMES CO CL A                                                                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     579520 | NS      | $37379040.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     570783 | NS      | $2083357.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                                              | NEWMARKET CORP                                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      31197 | NS      | $23819845.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                | NEWMONT CORP                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    1190512 | NS      | $108015153.76  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK INTERNATIONAL INC                                       | NPK INTERNATIONAL INC                                                                       | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     169802 | NS      | $2090262.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                               | NEWS CORP NEW CL A                                                                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     333105 | NS      | $8554136.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                               | NEWS CORP NEW CL B                                                                          | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     263231 | NS      | $7746888.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXSTAR MEDIA GROUP INC                                     | NEXSTAR MEDIA GROUP INC                                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     163244 | NS      | $31365702.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY INC                                          | NEXTERA ENERGY INC                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    3348690 | NS      | $288958460.10  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                              | NEXPOINT RESIDENTIAL TRUST INC                                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      35360 | NS      | $1124801.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                    | NICE LTD SPON ADR                                                                           | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      45110 | NS      | $4784817.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                                      | NICOLET BANKSHARES INC                                                                      | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9046 | NS      | $1139615.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                    | NIKE INC CL B                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     593232 | NS      | $38340584.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                | NISOURCE INC                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      49000 | NS      | $2162370.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOKIA CORP                                                  | NOKIA CORP SPON ADR                                                                         | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     813032 | NS      | $4943234.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                                | NORDSON CORP                                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      46800 | NS      | $11122488.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                       | NORFOLK SOUTHERN CORP                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       7202 | NS      | $2103632.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                    | NORTHERN OIL AND GAS INC                                                                    | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     244237 | NS      | $5468466.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHERN TRUST CORP                                         | NORTHERN TRUST CORP                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     113900 | NS      | $14959626.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN LTD                                              | TRANSOCEAN LTD                                                                              | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |     609233 | NS      | $2686717.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHFIELD BANCORP INC NEW                                  | NORTHFIELD BANCORP INC NEW                                                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     208733 | NS      | $2243879.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                       | NORTHROP GRUMMAN CORP                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     188545 | NS      | $107894876.25  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP INC                               | NORTHWESTERN ENERGY GROUP INC                                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     198481 | NS      | $13713052.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAGOLD RESOURCES INC                                      | NOVAGOLD RESOURCES INC                                                                      | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      19390 | NS      | $197584.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                                 | NOVARTIS AG SPON ADR                                                                        | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     109514 | NS      | $14280625.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQURE N.V.                                                | UNIQURE N.V.                                                                                | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |      18000 | NS      | $495180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                                              | DORIAN LPG LTD                                                                              | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      72591 | NS      | $1798804.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NOVO-NORDISK AS                                             | NOVO-NORDISK AS CL B ADR                                                                    | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     349019 | NS      | $17224087.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC                                                    | DNOW INC                                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     224896 | NS      | $3139548.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                                     | NU SKIN ENTERPRISES INC CL A                                                                | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     369669 | NS      | $3656026.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                  | NUCOR CORP                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     154986 | NS      | $24718717.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                 | NVIDIA CORP                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   25934953 | NS      | $4590486681.00 | 5.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                      | O'REILLY AUTOMOTIVE INC                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     762843 | NS      | $77581133.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                                             | OSI SYSTEMS INC                                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      29452 | NS      | $7977074.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                                                      | ORANGE                                                                                      | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     269300 | NS      | $4434123.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                               | OCEANEERING INTERNATIONAL INC                                                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      71206 | NS      | $1737426.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OCEANFIRST FINANCIAL CORP                                   | OCEANFIRST FINANCIAL CORP                                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160353 | NS      | $3022654.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONITY GROUP INC                                             | ONITY GROUP INC                                                                             | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      14411 | NS      | $642010.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCULAR THERAPEUTIX INC                                      | OCULAR THERAPEUTIX INC                                                                      | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      49949 | NS      | $606880.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL-DRI CORP OF AMERICA                                     | OIL-DRI CORP OF AMERICA                                                                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |        100 | NS      | $5443.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL INC                                | OIL STATES INTERNATIONAL INC                                                                | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      54649 | NS      | $344288.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC                              | OLD DOMINION FREIGHT LINES INC                                                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     334139 | NS      | $45205665.31   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AIRBNB INC                                                  | AIRBNB INC CLASS A                                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     318841 | NS      | $37301208.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA INC                                    | THERAVANCE BIOPHARMA INC                                                                    | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | KY        |       8124 | NS      | $164917.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)                                  | OLD NATIONAL BANCORP (IND)                                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     650430 | NS      | $14133843.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                      | OLD REPUBLIC INTL CORP                                                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     277400 | NS      | $12788140.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OLIN CORP                                                   | OLIN CORP                                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      63441 | NS      | $1338605.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIES BARGAIN OUTLET HLDGS INC                             | OLLIES BARGAIN OUTLET HOLDINGS INC                                                          | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      19769 | NS      | $2433761.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL INC                                           | OLYMPIC STEEL INC                                                                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      37992 | NS      | $1477508.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                           | OMNICOM GROUP INC                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      75691 | NS      | $5420989.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OMEGA HEALTHCARE INVESTORS INC                              | OMEGA HEALTHCARE INVESTORS INC                                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     361830 | NS      | $16615233.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                | OMNICELL INC                                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      61253 | NS      | $2236347.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                                    | ASGN INC                                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      97403 | NS      | $4384109.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                       | ON SEMICONDUCTOR CORP                                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     339496 | NS      | $17056279.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                                 | ONE GAS INC                                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     125147 | NS      | $10479809.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEMAIN HLDGS INC                                           | ONEMAIN HOLDINGS INC                                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     193853 | NS      | $12024701.59   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OOMA INC                                                    | OOMA INC                                                                                    | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22185 | NS      | $249359.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                 | ORACLE CORP                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    1831355 | NS      | $369842142.25  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ONE MTG LOAN TR 2007 5                               | OOMLT 2007-5 2A4 TSFR1M+30 5/37                                                             | CUSIP: 68403HAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2233002 | PA      | $1209843.53    | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                                    | ORASURE TECHNOLOGIES INC                                                                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       7885 | NS      | $18766.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                | OSHKOSH CORP                                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     237207 | NS      | $30405193.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                                             | OTTER TAIL CORPORATION                                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3000 | NS      | $246600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                       | UBER TECHNOLOGIES INC                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     517034 | NS      | $45261156.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                                         | OWENS AND MINOR INC                                                                         | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     119400 | NS      | $324768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OWENS CORNING NEW                                           | OWENS CORNING INC                                                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     297861 | NS      | $33729779.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERIX INC                                                 | ANTERIX INC                                                                                 | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        263 | NS      | $5407.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                                              | PBF ENERGY INC CL A                                                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      19306 | NS      | $665670.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                                           | PC CONNECTION INC                                                                           | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      28925 | NS      | $1678807.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                               | PG and E CORP                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    5954107 | NS      | $95980204.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                                            | PJT PARTNERS INC                                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      63309 | NS      | $10636545.09   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                              | PNC FINANCIAL SERVICES GRP INC                                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     170138 | NS      | $32448719.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                                             | TXNM ENERGY INC                                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     159831 | NS      | $9342121.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                          | PPG INDUSTRIES INC                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     182268 | NS      | $18234090.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                             | PPL CORPORATION                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    2268677 | NS      | $83714181.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP INC                                               | PRA GROUP INC                                                                               | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      96936 | NS      | $1570363.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                                    | PVH CORP                                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     122526 | NS      | $10385303.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                                        | PTC THERAPEUTICS INC                                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     145884 | NS      | $12544565.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                     | PTC INC                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      88587 | NS      | $15540817.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                  | PACCAR INC                                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     688731 | NS      | $72606022.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                      | PACIRA BIOSCIENCES INC                                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32496 | NS      | $765930.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                   | PACKAGING CORP OF AMERICA                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     116384 | NS      | $23750482.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                                      | PALO ALTO NETWORKS INC                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     376427 | NS      | $71570065.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                                    | PAR PACIFIC HOLDINGS INC                                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      20927 | NS      | $955317.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT SA                                                  | GLOBANT SA                                                                                  | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     199890 | NS      | $12719000.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK AEROSPACE CORP                                         | PARK AEROSPACE CORP                                                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     154081 | NS      | $2987630.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                                          | PARK NATIONAL CORP                                                                          | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       8490 | NS      | $1303639.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                        | PARKER HANNIFIN CORP                                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     164703 | NS      | $141924575.10  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                    | PATTERSON-UTI ENERGY INC                                                                    | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      69066 | NS      | $401273.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC                                         | PAYCOM SOFTWARE INC                                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     110699 | NS      | $17841357.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                               | PAYLOCITY HOLDING CORP                                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     159950 | NS      | $23565433.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                         | PAYPAL HLDGS INC                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     590913 | NS      | $37044335.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK GLADSTONE FINL CORP                                 | PEAPACK GLADSTONE FINL CORP                                                                 | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |        200 | NS      | $5400.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                      | PENN ENTERTAINMENT INC                                                                      | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1915 | NS      | $28418.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                          | PENNYMAC MORTGAGE INV TRUST                                                                 | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |        100 | NS      | $1284.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                 | PENSKE AUTOMOTIVE GROUP INC                                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     101406 | NS      | $16399378.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                                | PENUMBRA INC                                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      41164 | NS      | $12068049.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PEOPLES BANCORP INC                                         | PEOPLES BANCORP INC                                                                         | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4251 | NS      | $125957.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEST CO INC/THE                                           | HONEST CO INC (THE)                                                                         | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3254515 | NS      | $8754645.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PEPSICO INC                                                 | PEPSICO INC                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    1919470 | NS      | $285501967.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                                   | PERFORMANCE FOOD GROUP CO                                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     360698 | NS      | $35012954.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 6.95% 08/12/2031 REGS                                                      | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   38281000 | PA      | $12574184.26   | 0.01%             | 2031-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                  | PFIZER INC                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    2350988 | NS      | $60514431.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTIMMUNE INC                                               | ALTIMMUNE INC                                                                               | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |      36028 | NS      | $189507.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                                   | PHIBRO ANIMAL HEALTH CORP CL A                                                              | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       4917 | NS      | $205923.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                             | PHILIP MORRIS INTL INC                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    1604466 | NS      | $252671305.68  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                 | PHILLIPS 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     208300 | NS      | $28528768.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                                              | PHOTRONIC INC                                                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     130500 | NS      | $2989755.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                              | CLOUDFLARE INC                                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      41507 | NS      | $8310116.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT REALTY TRUST INC                                   | PIEDMONT REALTY TRUST INC                                                                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     784400 | NS      | $6855656.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                     | PILGRIM'S PRIDE CORP NEW                                                                    | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     160100 | NS      | $6090204.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINL PARTNERS INC                                  | PINNACLE FINL PARTNERS INC                                                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     198787 | NS      | $18224792.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                  | PINNACLE WEST CAPITAL CORP                                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       5100 | NS      | $463386.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY-BOWES INC                                            | PITNEY-BOWES INC                                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      32800 | NS      | $323408.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PLANET FITNESS INC                                          | PLANET FITNESS INC CL A                                                                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      10433 | NS      | $1168183.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                       | ELEMENT SOLUTIONS INC                                                                       | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     480709 | NS      | $12459977.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                                 | PLEXUS CORP                                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      21700 | NS      | $3102015.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                                              | PLUG POWER INC                                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      87091 | NS      | $175052.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                                                 | POLARIS INC                                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       2504 | NS      | $166165.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                 | AVIENT CORP                                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     497988 | NS      | $15233452.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                                                   | POOL CORP                                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     131221 | NS      | $31965435.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                                 | POPULAR INC                                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      71245 | NS      | $8172513.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                | PORTLAND GENERAL ELECTRIC CO                                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     101343 | NS      | $5150251.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                           | POST HOLDINGS INC                                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       1409 | NS      | $146578.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORP                                         | POTLATCHDELTIC CORP REIT                                                                    | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       1742 | NS      | $70098.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES INC                                       | POWELL INDUSTRIES INC                                                                       | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      74917 | NS      | $24214672.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER INTEGRATIONS INC                                      | POWER INTEGRATIONS INC                                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     105822 | NS      | $3555619.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER SOLUTIONS INTL INC                                    | POWER SOLUTIONS INTL INC                                                                    | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      14520 | NS      | $785241.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 07/25/2035                                                | CUSIP: 61744CSZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2266823.25    | 0.00%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA                               | PREFERRED BANK LOS ANGELES                                                                  | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      23726 | NS      | $2239971.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PRESTIGE CONSUMER HEALTHCARE INC                            | PRESTIGE CONSUMER HEALTHCARE INC                                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     101743 | NS      | $6058795.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PRICE (T ROWE) GROUP INC                                    | PRICE (T ROWE)GROUP INC                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      59200 | NS      | $6060896.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                        | THE BOOKING HOLDINGS INC                                                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      31027 | NS      | $152488086.63  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                              | PRICESMART INC                                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     113437 | NS      | $13964094.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SVCS CORP                                          | PRIMORIS SVCS CORP                                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     124938 | NS      | $15812153.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                               | PRIMERICA INC                                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      85179 | NS      | $21918260.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                               | PRINCIPAL FINL GROUP INC                                                                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     206901 | NS      | $17549342.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                                       | PROCTER and GAMBLE CO                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    2167412 | NS      | $321123761.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                      | PROGRESS SOFTWARE CORP                                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       7747 | NS      | $320803.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROGRESSIVE CORP OHIO                                       | PROGRESSIVE CORP OHIO                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     720476 | NS      | $164837704.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                                        | WASTE CONNECTIONS INC                                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     510025 | NS      | $90044913.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                | PROLOGIS INC REIT                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     533345 | NS      | $68550832.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS INC                                           | PROS HLDGS INC                                                                              | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       8273 | NS      | $192264.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                   | PROSPERITY BANCSHARES INC                                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13526 | NS      | $929371.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINL SVCS INC                                     | PROVIDENT FINANCIAL SVCS INC                                                                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      22864 | NS      | $438531.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PRUDENTIAL FINL INC                                         | PRUDENTIAL FINANCIAL INC                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     172451 | NS      | $18667820.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                         | PUBLIC SVC ENTERPRISE GRP INC                                                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     333400 | NS      | $27845568.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                              | PUBLIC STORAGE                                                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      77039 | NS      | $21150287.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                                             | PULTEGROUP INC                                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     284700 | NS      | $36210993.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY INC                                      | PUMA BIOTECHNOLOGY INC                                                                      | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22889 | NS      | $115589.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                                            | PURE STORAGE INC CL A                                                                       | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     844206 | NS      | $75100565.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                   | QIAGEN NV                                                                                   | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     190526 | NS      | $9097616.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QUAKER HOUGHTON                                             | QUAKER HOUGHTON                                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      63677 | NS      | $8777874.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QORVO INC                                                   | QORVO INC                                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      21455 | NS      | $1842769.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                             | Q2 HOLDINGS INC                                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      93016 | NS      | $6709244.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                                | QUALCOMM INC                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    1273397 | NS      | $214045301.73  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                                  | QUALYS INC                                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     134192 | NS      | $18900943.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| QUANTA SVCS INC                                             | QUANTA SVCS INC                                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      17000 | NS      | $7902960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                       | QUEST DIAGNOSTICS INC                                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     107400 | NS      | $20317932.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINSTREET INC                                              | QUINSTREET INC                                                                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     164290 | NS      | $2293488.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                                          | IQVIA HOLDINGS INC                                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      74923 | NS      | $17233039.23   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                                    | RLI CORP                                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     271062 | NS      | $16713682.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RLJ LODGING TR                                              | RLJ LODGING TRUST                                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     188564 | NS      | $1421772.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                                       | RPM INTERNATIONAL INC                                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     505306 | NS      | $54194068.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDEMY INC                                                   | UDEMY INC                                                                                   | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       7600 | NS      | $38608.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                                  | TWILIO INC CLASS A                                                                          | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      37945 | NS      | $4921087.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                    | SNAP INC - A                                                                                | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     492614 | NS      | $3783275.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                                   | ZEGONA COMMUNICATIONS PLC                                                                   | CUSIP: N/A<br>LEI: 213800ASI1VZL2ED4S65       | Long             | EC               | CORP              | GB        |      81600 | NS      | $1577003.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                                            | RADIAN GROUP INC                                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     385200 | NS      | $13693860.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                                  | RADNET INC                                                                                  | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     122398 | NS      | $10133330.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RAMBUS INC                                                  | RAMBUS INC                                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      32857 | NS      | $3140143.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                                           | RALPH LAUREN CORP                                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      57032 | NS      | $20949564.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                                        | RANGE RESOURCES CORP                                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     389889 | NS      | $15396716.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RAPID7 INC                                                  | RAPID7 INC                                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      18760 | NS      | $294156.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                | RAYMOND JAMES FINANCIAL INC.                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      65000 | NS      | $10175100.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                                | RAYONIER INC REIT                                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      42156 | NS      | $936284.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS                                 | RAYONIER ADVANCED MATERIALS                                                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      66062 | NS      | $431384.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                            | RBC BEARINGS INC                                                                            | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45481 | NS      | $20237680.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                                         | RE/MAX HOLDINGS INC CL A                                                                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      11200 | NS      | $92064.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                                    | ANYWHERE REAL ESTATE INC                                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     159709 | NS      | $2275853.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                          | REALTY INCOME CORP REIT                                                                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      61300 | NS      | $3531493.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROBIN GOURMET BURGERS INC                               | RED ROBIN GOURMET BURGERS INC                                                               | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |      13637 | NS      | $59730.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                          | REGAL REXNORD CORP                                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     121938 | NS      | $17801728.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)                                  | REGENCY CENTERS CORP REIT                                                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     176132 | NS      | $12533553.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                               | REGENERON PHARMACEUTICALS INC                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     221830 | NS      | $173069547.70  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                                               | REGENXBIO INC                                                                               | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     113173 | NS      | $1515386.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REGIONS FINL CORP NEW                                       | REGIONS FINANCIAL CORP                                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    1504322 | NS      | $38284994.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                            | REINSURANCE GROUP OF AMERICA                                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      94469 | NS      | $17936829.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                                | RELIANCE INC                                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      92077 | NS      | $25718947.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BITMINE IMMERSION TECHNOLOGIES INC                          | BITMINE IMMERSION TECHNOLOGIES INC                                                          | CUSIP: 09175A206<br>LEI: 254900TGJJ1D9JNAQT27 | Long             | EC               | CORP              | US        |       4700 | NS      | $155664.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REPLIGEN CORP                                               | REPLIGEN                                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      20885 | NS      | $3571752.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                  | RENAISSANCERE HLDGS LTD                                                                     | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      78652 | NS      | $20541542.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                                                | NOVOCURE LTD                                                                                | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     192878 | NS      | $2470767.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                         | CELLNEX TELECOM SAU                                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       6665 | NS      | $200164.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDITAS MEDICINE INC                                         | EDITAS MEDICINE INC                                                                         | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      62716 | NS      | $151145.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                               | MEDTRONIC PLC                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    2371979 | NS      | $249840548.07  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP INC                                           | UPBOUND GROUP INC                                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      25714 | NS      | $460794.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RENTOKIL INITIAL PLC                                        | RENTOKIL INITIAL PLC SPON ADR                                                               | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     458175 | NS      | $12668538.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC SERVICES INC                                       | REPUBLIC SERVICES INC                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      26700 | NS      | $5795502.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 6.25% 03/31/2036                                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  165840000 | PA      | $8055228.60    | 0.01%             | 2036-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 7% 02/28/2031                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  109430000 | PA      | $6180385.77    | 0.01%             | 2031-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 8% 01/31/2030                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  321400000 | PA      | $19074293.84   | 0.02%             | 2030-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035                                                  | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   92200000 | PA      | $5518664.04    | 0.01%             | 2035-02-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RESMED INC                                                  | RESMED INC                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     174415 | NS      | $44620589.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                                          | RH                                                                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       7035 | NS      | $1108645.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                    | TRAVERE THERAPEUTICS INC                                                                    | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      55772 | NS      | $1974886.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                                  | RESTAURANT BRANDS INTERNATIONAL INC                                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      39100 | NS      | $2834606.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REX AMERICAN RESOURCES CORP                                 | REX AMERICAN RESOURCES CORP                                                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57148 | NS      | $1885312.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                             | ZURN ELKAY WATER SOLUTIONS CORP                                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      43939 | NS      | $2095890.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                                       | REXFORD INDUSTRIAL REALTY INC                                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    1005389 | NS      | $41834236.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS INC                                   | RIGEL PHARMACEUTICALS INC                                                                   | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      33467 | NS      | $1689748.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                             | RINGCENTRAL INC CL A                                                                        | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      69081 | NS      | $1950847.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                       | TWIST BIOSCIENCE CORP                                                                       | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      52493 | NS      | $1680300.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FASTLY INC                                                  | FASTLY INC CL A                                                                             | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      27800 | NS      | $324148.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC                                             | ROBERT HALF INC                                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     572060 | NS      | $15468502.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                            | ROCHE HOLDING LTD SPON ADR                                                                  | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     250283 | NS      | $11971035.89   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ROCKWELL AUTOMATION INC                                     | ROCKWELL AUTOMATION INC                                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      40352 | NS      | $15973742.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS FINANCIAL HOLDINGS SA                               | PIRAEUS FINANCIAL HOLDINGS SA                                                               | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |     395510 | NS      | $3244635.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                                 | ROLLINS INC                                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     577119 | NS      | $35481276.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                      | ROPER TECHNOLOGIES INC                                                                      | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     269388 | NS      | $120206313.36  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                             | ROSS STORES INC                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     291906 | NS      | $51480542.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WAVE LIFE SCIENCES LTD                                      | WAVE LIFE SCIENCES LTD                                                                      | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |     134598 | NS      | $1044480.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                 | ROYAL CARIBBEAN CRUISES LTD                                                                 | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     249472 | NS      | $66421920.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                              | ROYAL GOLD INC                                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     202658 | NS      | $41309806.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                                                 | MAGNITE INC                                                                                 | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      42817 | NS      | $628981.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                                        | RUSH ENTERPRISES INC CL A                                                                   | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      39231 | NS      | $2042365.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                                            | RYDER SYSTEM INC                                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       3266 | NS      | $565703.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORP                                        | RYERSON HOLDING CORP                                                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      12353 | NS      | $283254.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RYMAN HOSPITALITY PPTYS INC                                 | RYMAN HOSPITALITY PPTYS INC                                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      51589 | NS      | $4923138.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                     | SBA COMMUNICATIONS CORP                                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       5117 | NS      | $994079.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                | SK HYNIX INC                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      46470 | NS      | $16867770.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SEI INVESTMENTS CO                                          | SEI INV CORP                                                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     445370 | NS      | $36012618.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                                 | H2O AMERICA                                                                                 | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28706 | NS      | $1332819.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                                    | SLM CORP                                                                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     262500 | NS      | $7691250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                | SM ENERGY CO                                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     216977 | NS      | $4133411.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S and P 500 ETF TRUST                                  | SPDR S and P 500 ETF                                                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      60211 | NS      | $41147595.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                                        | SPX TECHNOLOGIES INC                                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      12140 | NS      | $2610585.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                  | SABRA HEALTHCARE REIT INC                                                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      36600 | NS      | $714066.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                                  | SABRE CORP                                                                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |       4100 | NS      | $6601.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INS GROUP INC                                        | SAFETY INSURANCE GROUP INC                                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       1200 | NS      | $91224.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                                    | SAIA INC                                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     110016 | NS      | $30976104.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORP                                      | WILLSCOT HOLDINGS CORP                                                                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     695323 | NS      | $13732629.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                                | DOORDASH INC                                                                                | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     596802 | NS      | $118387612.74  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                                | LIVANOVA PLC                                                                                | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      44168 | NS      | $2818360.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                              | SALESFORCE INC                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    1177021 | NS      | $271350421.34  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HLDGS INC                                      | SALLY BEAUTY HLDGS INC                                                                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     247200 | NS      | $3920592.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS INC                                   | INTELLIA THERAPEUTICS INC                                                                   | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      36351 | NS      | $326795.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EVENTBRITE INC                                              | EVENTBRITE INC                                                                              | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     278168 | NS      | $692638.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                                | SANMINA CORP                                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     154992 | NS      | $24204325.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                      | SAP SE SPON ADR                                                                             | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      57417 | NS      | $13880559.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                    | SAREPTA THERAPEUTICS INC                                                                    | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      71934 | NS      | $1535071.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SAUL CENTERS INC                                            | SAUL CENTERS INC                                                                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5900 | NS      | $183490.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                                            | HENRY SCHEIN INC                                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      66305 | NS      | $4944363.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                                     | SLB LTD                                                                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     793282 | NS      | $28748539.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                         | SCHWAB CHARLES CORP                                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    3756167 | NS      | $348309365.91  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV INC                                                   | MATIV INC                                                                                   | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     158514 | NS      | $1979839.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                     | SCIENCE APPLICATIONS INTERNATIONAL CORP                                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     133008 | NS      | $11466619.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORP PLC                                          | ATLASSIAN CORP PLC CLS A                                                                    | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       7783 | NS      | $1163714.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                 | SCOTTS MIRACLE GRO CO                                                                       | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        127 | NS      | $7190.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO                                               | SCRIPPS (EW) CO CL A                                                                        | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      41300 | NS      | $174699.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORP FLA                                   | SEACOAST BANKING CORP FLORIDA                                                               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     291792 | NS      | $9208955.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARKS and RESORTS INC                                | UNITED PARKS and RESORTS INC                                                                | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     239703 | NS      | $8650881.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TR 2006-WM4        | SABR 2006-WM4 A2C TSFR1M+16 11/36                                                           | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6416691 | PA      | $1755513.01    | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SLEEP NUMBER CORP                                           | SLEEP NUMBER CORP                                                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       8700 | NS      | $44370.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SELECT MED HLDGS CORP                                       | SELECT MEDICAL HLDGS CORP                                                                   | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     580505 | NS      | $8992022.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                               | SELECTIVE INSURANCE GROUP INC                                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |          2 | NS      | $157.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                                | SEMTECH CORP                                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     217445 | NS      | $16125721.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                      | SEMPRA                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     771430 | NS      | $73069849.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SERITAGE GROWTH PPTYS                                       | SERITAGE GROWTH PPTYS CL-A                                                                  | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      26700 | NS      | $99858.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                              | SERVICE CORP INTERNATIONAL INC                                                              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     335920 | NS      | $26682125.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                              | SERVICENOW INC                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     231638 | NS      | $188185027.58  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                                             | SHAKE SHACK INC - CLASS A                                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       9907 | NS      | $866664.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO                                         | SHERWIN WILLIAMS CO                                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     210965 | NS      | $72506560.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORT TERM INVTS TR                                         | Invesco Short-Term Investments Trust Government and Agency Portfolio Institutional Class    | CUSIP: 825252885<br>LEI: 549300DC1W0JSX3QRC47 | Long             | EC               | RF                | US        |  665134676 | NS      | $665134675.59  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK INC                                            | SHUTTERSTOCK INC                                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      23977 | NS      | $499201.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRIDIAN THERAPEUTICS INC                                   | VIRIDIAN THERAPEUTICS INC                                                                   | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      68000 | NS      | $2173280.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES INC                                       | SIGA TECHNOLOGIES INC                                                                       | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18596 | NS      | $112691.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                                    | SILICON LABORATORIES INC                                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      13508 | NS      | $1723350.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                              | SSR MINING INC                                                                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     802375 | NS      | $18679290.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                                | WHEATON PRECIOUS METALS CORP                                                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      11986 | NS      | $1319059.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                                     | QXO INC                                                                                     | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39353 | NS      | $737081.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SIMON PROPERTY GROUP INC                                    | SIMON PPTY GROUP INC - REIT                                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     107112 | NS      | $19957107.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION HOMES INC                                          | CHAMPION HOMES INC                                                                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     184850 | NS      | $15867524.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SKYWEST INC                                                 | SKYWEST INC                                                                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      38456 | NS      | $3904053.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                      | SKYWORKS SOLUTIONS INC                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     204071 | NS      | $13458482.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH and NEPHEW PLC                                        | SMITH and NEPHEW PLC SPON ADR                                                               | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     299458 | NS      | $9965962.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SMITH (AO) CORP                                             | SMITH (AO) CORP                                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     294808 | NS      | $19451431.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                                           | JM SMUCKER CO/THE                                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      98600 | NS      | $10272148.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                                          | SNAP-ON INCORPORATED                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      45300 | NS      | $15404265.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                                          | SONOCO PRODUCTS CO                                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       7000 | NS      | $295190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2006 EQ1                               | SVHE 06-EQ1 A4 TSFR1M+50 10/36                                                              | CUSIP: 83612JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     912163 | PA      | $883189.95     | 0.00%             | 2036-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                        | SOUTHSTATE BANK CORP                                                                        | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       4828 | NS      | $432154.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043                                              | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $605601.54     | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                            | SOUTHERN CO                                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    1840804 | NS      | $167734060.48  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                    | SOUTHERN COPPER CORP                                                                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       3199 | NS      | $431161.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN FIRST BANCSHARES INC                               | SOUTHERN FIRST BANCSHARES INC                                                               | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9330 | NS      | $473590.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                       | SOUTHWEST AIRLINES CO                                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     290036 | NS      | $10096153.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                  | SOUTHWEST GAS HOLDINGS INC                                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     165585 | NS      | $13751834.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOK HOLDINGS INC                                           | SPOK HOLDINGS INC                                                                           | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |        546 | NS      | $7250.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                                  | SPROUTS FMRS MKT INC                                                                        | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |      89649 | NS      | $7513482.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC CL A                                                                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    1044065 | NS      | $69743542.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                                         | STAG INDUSTRIAL INC CL A                                                                    | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     218698 | NS      | $8590457.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS INC                                 | STANDARD MOTOR PRODUCTS INC                                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      29833 | NS      | $1119930.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                | STANLEY BLACK and DECKER INC                                                                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     263232 | NS      | $18826352.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                              | STARBUCKS CORP                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     337347 | NS      | $29386297.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                           | STATE STREET CORP                                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     710743 | NS      | $84592631.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                          | STEEL DYNAMICS INC                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     240460 | NS      | $40356401.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH                                    | SARTORIUS STEDIM BIOTECH                                                                    | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |       8200 | NS      | $1972432.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE INC                                 | STERLING INFRASTRUCTURE INC                                                                 | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     108595 | NS      | $37390344.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES                                | STEWART INFORMATION SERVICES                                                                | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     228572 | NS      | $17515472.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                                       | STIFEL FINANCIAL CORP                                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     109664 | NS      | $13379008.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STONERIDGE INC                                              | STONERIDGE INC                                                                              | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      23867 | NS      | $136280.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SEC CORP                                           | STRATTEC SEC CORP                                                                           | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       5109 | NS      | $383175.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                                     | STRATEGIC EDUCATION INC                                                                     | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       1874 | NS      | $146209.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INVTS II TRUST                         | SAMI 2006-AR3 12A1 TSFR1M+55.448 5/36                                                       | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3477242 | PA      | $2869861.46    | 0.00%             | 2036-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                | STRYKER CORP                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     716596 | NS      | $265986103.28  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                         | SUN COMMUNITIES INC - REIT                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     120314 | NS      | $15501255.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                     | HELIOS TECHNOLOGIES INC                                                                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |        962 | NS      | $51938.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                          | SUNCOKE ENERGY INC                                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     111287 | NS      | $725591.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNRUN INC                                                  | SUNRUN INC                                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      44247 | NS      | $896001.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC                                | SUPERNUS PHARMACEUTICALS INC                                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      32216 | NS      | $1468727.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS INC                                        | SURGERY PARTNERS INC                                                                        | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      38000 | NS      | $648660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                    | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     710287 | NS      | $32531144.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                             | GEN DIGITAL INC                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     587637 | NS      | $15495987.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                               | SYNAPTICS INC                                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      59412 | NS      | $4070316.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNOPSYS INC                                                | SYNOPSYS INC                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      55557 | NS      | $23223381.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                      | SYNOVUS FINANCIAL CORP.                                                                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     196412 | NS      | $9467058.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MADRIGAL PHARMACEUTICALS INC                                | MADRIGAL PHARMACEUTICALS INC                                                                | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       3920 | NS      | $2340161.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                              | TD SYNNEX CORP                                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     250969 | NS      | $38267753.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDAX PHARMACEUTICALS INC                                  | SYNDAX PHARMACEUTICALS INC                                                                  | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     100393 | NS      | $1989789.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                         | SYNCHRONY FINANCIAL                                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     396177 | NS      | $30648252.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                  | SYSCO CORP                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     424918 | NS      | $32378751.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO                                        | GLOBAL INDUSTRIAL CO                                                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |        100 | NS      | $2864.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                           | TJX COMPANIES INC NEW                                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     618441 | NS      | $93953556.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                             | T-MOBILE US INC                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    1320690 | NS      | $276037416.90  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                                        | TRI POINTE HOMES INC                                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     204527 | NS      | $6978461.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                        | TTM TECHNOLOGIES INC                                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     560370 | NS      | $39326766.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                             | TAIWAN SEMIC MFG CO LTD SP ADR                                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     537847 | NS      | $156787778.97  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                               | TAKE-TWO INTERACTV SOFTWR INC                                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      28242 | NS      | $6949508.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                                    | TANDEM DIABETES CARE INC                                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     181153 | NS      | $3806024.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER INC                                                  | TANGER INC- REIT                                                                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      37858 | NS      | $1271271.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                 | TARGET CORP                                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     122800 | NS      | $11128136.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                              | TARGA RESOURCES CORP                                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     235458 | NS      | $41278141.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                         | AXON ENTERPRISE INC                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       2891 | NS      | $1561544.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                                   | TAYLOR MORRISON HOME CORP                                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      97530 | NS      | $6114155.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TECOGEN INC NEW                                             | TECOGEN INC                                                                                 | CUSIP: 87876P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     308958 | NS      | $2304826.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA INC                                                   | TEGNA INC                                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     635184 | NS      | $12398791.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TELEDYNE TECHNOLOGIES INC                                   | TELEDYNE TECHNOLOGIES INC                                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      82956 | NS      | $41438181.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                                | TELEFLEX INC                                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     140635 | NS      | $16091456.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE and DATA SYSTEMS INC                              | TELEPHONE and DATA SYSTEMS INC                                                              | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |       2600 | NS      | $104702.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                                           | TTEC HOLDINGS INC                                                                           | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       1000 | NS      | $3360.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                | SOMNIGROUP INTERNATIONAL INC                                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      21100 | NS      | $1931072.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORP                                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     337908 | NS      | $73271970.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP DEL                                           | TERADATA CORP                                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     215282 | NS      | $6165676.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                                | TERADYNE INC                                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      70800 | NS      | $12877812.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                                           | TERRENO REALTY CORP                                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24441 | NS      | $1534650.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                   | TESLA INC                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    2316147 | NS      | $996336954.99  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES INC DEL                                  | TETRA TECHNOLOGIES INC                                                                      | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       4300 | NS      | $33411.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                                          | TETRA TECH INC                                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       8839 | NS      | $307066.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                                | TEXAS CAPITAL BANCSHARES INC                                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      91005 | NS      | $8205920.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                      | TEXAS INSTRUMENTS INC                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     979789 | NS      | $164869095.03  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                         | TEXAS ROADHOUSE INC                                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      80958 | NS      | $14187889.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                                 | TEXTRON INC                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     345086 | NS      | $28697351.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS INC                                         | TG THERAPEUTICS INC                                                                         | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     114059 | NS      | $3793602.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                | THERMO FISHER SCIENTIFIC INC                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     388133 | NS      | $229320620.39  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORP                                             | 3D SYSTEMS CORP DEL                                                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      39700 | NS      | $82576.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 3M CO                                                       | 3M CO                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    1729398 | NS      | $297542925.90  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| METALLUS INC                                                | METALLUS INC                                                                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      18175 | NS      | $307339.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIPTREE INC                                                 | TIPTREE INC                                                                                 | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |      20335 | NS      | $381891.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                               | TOLL BROTHERS INC                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     266622 | NS      | $37281754.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                                     | TOMPKINS FINANCIAL CORP                                                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        854 | NS      | $59019.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC                                 | TOOTSIE ROLL INDUSTRIES INC                                                                 | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      34326 | NS      | $1316745.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                               | TOPBUILD CORP                                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      69143 | NS      | $31287207.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                              | GLOBE LIFE INC                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     237840 | NS      | $32044183.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                                     | TORO CO                                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      18986 | NS      | $1324083.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                                     | TOWER SEMICONDCTR LTD                                                                       | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     110664 | NS      | $11963885.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNEBANK PORTSMOUTH VA                                     | TOWNE BANK                                                                                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       1604 | NS      | $53814.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                           | TRACTOR SUPPLY CO.                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      23331 | NS      | $1278072.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                         | TRANSDIGM GROUP INC                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     131624 | NS      | $179031016.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                                  | TRANSUNION                                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     142192 | NS      | $12093429.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                           | TRAVELERS COMPANIES INC                                                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     183928 | NS      | $53865154.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR                                                    | TREDEGAR CORP                                                                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      16035 | NS      | $125073.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                                 | TREX CO INC                                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     197614 | NS      | $6912537.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP INC                                            | TRINET GROUP INC                                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      18824 | NS      | $1103086.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                                      | TRINITY INDUSTRIES INC                                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      39700 | NS      | $1052844.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIPADVISOR INC                                             | TRIPADVISOR INC                                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     350864 | NS      | $5217347.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                                                | TRUEBLUE INC                                                                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3696 | NS      | $18110.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORP                                           | TUTOR PERINI CORP                                                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      47122 | NS      | $3230213.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VNET GROUP INC                                              | VNET GROUP INC                                                                              | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |     315057 | NS      | $2816609.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                               | COHERENT CORP                                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     193781 | NS      | $31830467.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                          | JOHNSON CONTROLS INTERNATIONAL PLC                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     504611 | NS      | $58691305.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                      | TYLER TECHNOLOGIES INC                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      28179 | NS      | $13233421.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                             | TYSON FOODS INC CL A                                                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     303638 | NS      | $17626185.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                    | UGI CORP NEW                                                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     415000 | NS      | $16413250.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP                                          | UMB FINANCIAL CORP                                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     112470 | NS      | $12493167.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                              | US BANCORP DEL                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    2539108 | NS      | $124543247.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTALOUPE INC                                              | CANTALOUPE INC                                                                              | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     119996 | NS      | $1280357.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPARTS COM INC                                            | CARPARTS COM INC                                                                            | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      50611 | NS      | $27269.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC                                                | UBIQUITI INC                                                                                | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |         84 | NS      | $48979.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC                               | ULTRAGENYX PHARMA INC                                                                       | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     457396 | NS      | $15894511.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORP MASS                                          | UNIFIRST CORP                                                                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      90877 | NS      | $15680826.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                | UNILEVER PLC SPONS ADR                                                                      | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     672439 | NS      | $40743079.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                          | UNION PACIFIC CORP                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     738425 | NS      | $171189067.75  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-73751.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | FX Forward: USD/PEN settle 2025-12-05                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36984.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                 | UNISYS CORP NEW                                                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     104600 | NS      | $280328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANK/SC                                    | UNITED COMMUNITY BANKS GA                                                                   | CUSIP: 90984P303<br>LEI: T68X8LLAQYRNDV034K14 | Long             | EC               | CORP              | US        |      21663 | NS      | $662021.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANCSHARES INC.W VA.                                 | UNITED BANKSHARES INC. W VA.                                                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      27040 | NS      | $1006969.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                | UNITED AIRLINES HOLDINGS INC                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     579859 | NS      | $59122423.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                                       | UNITED FIRE GROUP INC                                                                       | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3727 | NS      | $136221.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                                    | UNITED NATURAL FOODS INC                                                                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     173576 | NS      | $6476120.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED PARCEL SERVICE INC                                   | UNITED PARCEL SERVICE INC CL B                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     359386 | NS      | $34425584.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                                          | UNITED RENTALS INC                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      27216 | NS      | $22185938.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY DIGITAL INFRASTRUCTURE INC                            | ARRAY DIGITAL INFRASTRUCTURE INC                                                            | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $9836.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES LIME and MINERAL                              | UNITED STATES LIME and MIN INC                                                              | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      25167 | NS      | $3059552.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                    | RTX CORP                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    1146709 | NS      | $200570871.19  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                                | UNITED THERAPEUTICS CORP DEL                                                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     188963 | NS      | $91836018.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UNITEDHEALTH GROUP INC                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    1085105 | NS      | $357835075.85  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY BANCORP INC                                           | UNITY BANCORP INC                                                                           | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       4511 | NS      | $225685.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC                                   | UNIVERSAL ELECTRONICS INC                                                                   | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        682 | NS      | $2257.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                                          | UFP INDUSTRIES INC                                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      80791 | NS      | $7512755.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HLDGS INC                               | UNIVERSAL INSURANCE HLDGS INC                                                               | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      30012 | NS      | $994297.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                               | UNIVERSAL HEALTH SVCS INC CL B                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     221152 | NS      | $53879261.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL TECHNICAL INST INC                                | UNIVERSAL TECH INST INC                                                                     | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       9938 | NS      | $228772.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                  | UNUM GROUP                                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     423366 | NS      | $32163115.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE INC                                         | UPLAND SOFTWARE INC                                                                         | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       6000 | NS      | $11040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                                         | URANIUM ENERGY CORP                                                                         | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     158311 | NS      | $1942475.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| URBAN OUTFITTERS                                            | URBAN OUTFITTERS                                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      30686 | NS      | $2272912.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                       | URBAN EDGE PROPERTIES                                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49395 | NS      | $949371.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS INC                                   | UTAH MEDICAL PRODUCTS INC                                                                   | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       6195 | NS      | $349088.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                      | UCB SA                                                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      30000 | NS      | $8371925.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                                              | VF CORP                                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     163661 | NS      | $2864067.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                            | VAIL RESORTS INC                                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      83364 | NS      | $11688466.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                          | VALERO ENERGY CORP                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     586917 | NS      | $103743448.92  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                                   | VANDA PHARMACEUTICALS INC                                                                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     201227 | NS      | $1078576.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X INC                                                     | V2X INC                                                                                     | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30486 | NS      | $1672157.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYS INC                                               | VEEVA SYS INC CL A                                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      53364 | NS      | $12822835.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                                          | RIOT PLATFORMS INC                                                                          | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      44761 | NS      | $721994.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                                  | VENTAS INC REIT                                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    1306541 | NS      | $105346400.83  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VERACYTE INC                                                | VERACYTE INC                                                                                | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     337861 | NS      | $15994339.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                | VERISIGN INC                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       2790 | NS      | $703052.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                  | VERIZON COMMUNICATIONS INC                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    2893143 | NS      | $118937108.73  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                        | VERISK ANALYTICS INC                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     131145 | NS      | $29516805.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                                | VERICEL CORP                                                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     319599 | NS      | $12863859.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                  | VERTEX PHARMACEUTICALS INC                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     438784 | NS      | $190261130.24  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PURSUIT ATTRACTIONS AND HOSPITALITY INC                     | PURSUIT ATTRACTIONS AND HOSPITALITY INC                                                     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     156425 | NS      | $5370070.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VIASAT INC                                                  | VIASAT INC                                                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      38137 | NS      | $1309243.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                                         | VIAVI SOLUTIONS INC                                                                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     101994 | NS      | $1829772.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                                           | VICOR CORPORATION                                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      89981 | NS      | $8039802.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING THERAPEUTICS INC                                     | VIKING THERAPEUTICS INC                                                                     | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |      74668 | NS      | $2748529.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VIRCO MANUFACTURING CO                                      | VIRCO MANUFACTURING CORP                                                                    | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1721 | NS      | $12115.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                         | VIRTU FINANCIAL INC- CL A                                                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     748071 | NS      | $26751018.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                    | VISA INC CL A                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    1704625 | NS      | $570094785.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP INC                                  | VISHAY PRECISION GROUP INC                                                                  | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     389422 | NS      | $13294867.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                                                | VISTEON CORP                                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       1667 | NS      | $172117.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                        | VORNADO REALTY TRUST                                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      29072 | NS      | $1070431.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                                          | VOYA FINANCIAL INC                                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     502732 | NS      | $35342059.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER THERAPEUTICS INC                                    | VOYAGER THERAPEUTICS INC                                                                    | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      12873 | NS      | $52650.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                         | VULCAN MATERIALS CO                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     132516 | NS      | $39389055.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-4O CO                                                    | WD 40 CO                                                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      69896 | NS      | $13685636.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU MTG PASS THRU CTFS SER 2007-OA1 TR                     | WAMU 07-OA1 A1A 12MTA+70 2/47                                                               | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1800079 | PA      | $1648080.48    | 0.00%             | 2047-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                        | WEC ENERGY GROUP INC                                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      68000 | NS      | $7620760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                        | WABASH NATIONAL CORP                                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     147000 | NS      | $1240680.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                            | WESTINGHOUSE AIR BRAKE TECH CORP                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      34900 | NS      | $7278395.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                 | WALMART INC                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    3323327 | NS      | $367260866.77  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                                       | WALKER and DUNLOP INC                                                                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      91643 | NS      | $5923803.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WAFD INC                                                    | WAFD INC                                                                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     244664 | NS      | $7746062.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON TR BANCORP INC                                   | WASHINGTON TR BANCORP INC                                                                   | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      20812 | NS      | $591060.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                    | WASTE MANAGEMENT INC                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      92930 | NS      | $20246659.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                                 | WATERS CORP                                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      54643 | NS      | $22044079.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERSTONE FINL INC MD                                      | WATERSTONE FINANCIAL INC                                                                    | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      20699 | NS      | $324146.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                  | WATSCO INC                                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       3239 | NS      | $1121989.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC                                | WATTS WATER TECH INC CL A                                                                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      56300 | NS      | $15532044.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WAYFAIR INC                                                 | WAYFAIR INC                                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      32401 | NS      | $3590030.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                      | WEBSTER FINANCIAL                                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     182386 | NS      | $10870205.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS INC                                            | WEIS MARKETS INC                                                                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31708 | NS      | $2060068.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLS FARGO and CO                                          | WELLS FARGO and CO                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    6327071 | NS      | $543179045.35  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                               | WELLTOWER INC                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     550076 | NS      | $114536824.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                                                | WESBANCO INC                                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23571 | NS      | $760636.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                                     | WESCO INTERNATIONAL INC                                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     117923 | NS      | $31533789.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST FRASER TIMBER CO                                       | WEST FRASER TIMBER LTD                                                                      | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     197459 | NS      | $12143728.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                      | FX Forward: USD/PEN settle 2025-12-12                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-43174.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC                                | WEST PHARMACEUTICAL SVCS INC                                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      46862 | NS      | $12992489.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                               | WESTERN ALLIANCE BANCORP                                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     279788 | NS      | $22811115.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                                        | WESTERN DIGITAL CORP                                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     362744 | NS      | $59246977.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                                        | WESTERN UNION CO                                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    1205508 | NS      | $10596415.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX INC                                                     | WEX INC                                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     100528 | NS      | $14914334.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WEYERHAEUSER CO                                             | WEYERHAEUSER CO                                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      67089 | NS      | $1490046.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                              | WHIRLPOOL CORP                                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      74800 | NS      | $5785780.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WHITE MOUNTAINS INS GROUP LTD                               | WHITE MOUNTAINS INS GROUP LTD                                                               | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |      12063 | NS      | $24418527.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WHITECAP RESOURCES INC                                      | WHITECAP RESOURCES INC                                                                      | CUSIP: 96467A200<br>LEI: 5493000LCNZNCWCBHW56 | Long             | EC               | CORP              | CA        |     725483 | NS      | $6055858.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLDAN GROUP INC                                           | WILLDAN GROUP                                                                               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      54564 | NS      | $5505507.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                            | WILLIAMS COMPANIES INC                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    1562554 | NS      | $95206415.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                                         | WILLIAMS-SONOMA INC                                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     151102 | NS      | $27199871.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                                | WINGSTOP INC                                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      47372 | NS      | $12540789.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WINMARK CORP                                                | WINMARK CORP                                                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $36990.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                    | WINNEBAGO INDUSTRIES INC                                                                    | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       4600 | NS      | $166474.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                     | WINTRUST FINANCIAL CORP                                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      68271 | NS      | $9149679.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                    | WOLVERINE WORLD WIDE INC                                                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       3203 | NS      | $51920.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                                | WOODWARD INC                                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     119436 | NS      | $35834383.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                 | WORKDAY INC CL A                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      93102 | NS      | $20074653.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                                 | WORKIVA INC                                                                                 | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       1489 | NS      | $137821.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON ENTERPRISES INC                                 | WORTHINGTON ENTERPRISES INC                                                                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      72279 | NS      | $3965225.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANARA MEDTECH INC                                          | SANARA MEDTECH INC                                                                          | CUSIP: 79957L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        900 | NS      | $18828.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL+LEISURE CO                                           | TRAVEL+LEISURE CO                                                                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     248093 | NS      | $17014217.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                                            | WYNN RESORTS LTD                                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      15609 | NS      | $2008566.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                                     | XPO INC                                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      16881 | NS      | $2398114.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                             | XCEL ENERGY INC                                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     798453 | NS      | $65560975.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                                   | XYLEM INC                                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      82087 | NS      | $11547178.29   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                                   | XENON PHARMACEUTICALS INC                                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     132188 | NS      | $5911447.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| YELP INC                                                    | YELP INC                                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     243984 | NS      | $7053577.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| YUM BRANDS INC                                              | YUM BRANDS INC                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     234823 | NS      | $35977231.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                     | ZEBRA TECHNOLOGIES CORP CL A                                                                | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       3189 | NS      | $806019.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                            | ZILLOW GROUP INC CL A                                                                       | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     169165 | NS      | $12239087.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                            | ZILLOW GROUP INC CL C                                                                       | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      27744 | NS      | $2063598.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                     | ZIMMER BIOMET HLDGS INC                                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     204775 | NS      | $19969658.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NA                                     | ZIONS BANCORP                                                                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     372628 | NS      | $19834988.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                  | ZOETIS INC CL A                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     221679 | NS      | $28414814.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                                  | ZUMIEZ INC                                                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      43308 | NS      | $1126008.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC                                 | INSPIRE MEDICAL SYSTEMS INC                                                                 | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      27268 | NS      | $3392411.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMAD FOODS LTD                                             | NOMAD FOODS LTD                                                                             | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |     971763 | NS      | $11884661.49   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEONE MEDICINES LTD                                         | BEONE MEDICINES LTD ADR                                                                     | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CH        |      72555 | NS      | $24712958.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                                            | 10X GENOMICS INC                                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     155884 | NS      | $2932178.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                                              | REALREAL INC                                                                                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     135613 | NS      | $1963676.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2015-C                                 | SMB PRIVATE ED LN TR 2015-C 3.5% 09/15/2043 144A                                            | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-CBDO         | CORP              | US        |     785735 | PA      | $784467.49     | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RED ROCK RESORTS INC                                        | RED ROCK RESORTS INC                                                                        | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3595 | NS      | $210559.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZE INC                                                   | BRAZE INC                                                                                   | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13078 | NS      | $375338.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                               | INGEVITY CORP                                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      21722 | NS      | $1134540.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS INC                                    | TURNING POINT BRANDS INC                                                                    | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      52483 | NS      | $5256697.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                                | SITEONE LANDSCAPE SUPPLY INC                                                                | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     176290 | NS      | $23672221.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                       | US FOODS HOLDING CORP                                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     246568 | NS      | $19397504.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                     | ITT INC                                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     137541 | NS      | $25329550.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                  | CHARTER COMMUNICATIONS INC A                                                                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      85698 | NS      | $17149883.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PULSE BIOSCIENCES INC                                       | PULSE BIOSCIENCES INC                                                                       | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |     121698 | NS      | $1666045.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ATKORE INC                                                  | ATKORE INC                                                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      24924 | NS      | $1668661.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                                | FORTIVE CORP                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     527633 | NS      | $28217812.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TACTILE SYSTEMS TECHNOLOGY INC                              | TACTILE SYSTEMS TECHNOLOGY INC                                                              | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |        774 | NS      | $19899.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                                          | FIRST HAWAIIAN INC                                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     315384 | NS      | $7859369.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                                                  | IMPINJ INC                                                                                  | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       9961 | NS      | $1711997.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                                   | KINSALE CAPITAL GROUP INC                                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      70155 | NS      | $27002659.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HLDGS INC                                           | MEDPACE HOLDINGS INC                                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      80947 | NS      | $47957859.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC                                | PROTAGONIST THERAPEUTICS INC                                                                | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12642 | NS      | $1137780.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                                 | MODERNA INC                                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     468730 | NS      | $12177605.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGURUS INC                                                | CARGURUS INC CL A                                                                           | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |        820 | NS      | $28929.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC (THE)                                        | TRADE DESK INC                                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     133500 | NS      | $5281260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                                              | ELF BEAUTY INC                                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     317372 | NS      | $24174225.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT GENETICS INC                                        | FULGENT GENETICS INC                                                                        | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      92792 | NS      | $2744787.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                                 | ASHLAND INC                                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      15800 | NS      | $835820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                                 | NUTANIX INC CL A                                                                            | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      72350 | NS      | $3458330.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS INC                                  | CAMPING WORLD HOLDINGS INC CLS A                                                            | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      57253 | NS      | $640661.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC                                  | ORGANOGENESIS HOLDINGS INC CL A                                                             | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       4049 | NS      | $20973.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                                    | IRHYTHM TECHNOLOGIES INC                                                                    | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      13665 | NS      | $2569156.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM CHINA HOLDINGS INC                                      | YUM CHINA HOLDINGS INC                                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      68992 | NS      | $3321274.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERMIAN RESOURCES CORP                                      | PERMIAN RESOURCES CORP CL A                                                                 | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     803631 | NS      | $11644613.19   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                                  | ADIENT PLC                                                                                  | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     113272 | NS      | $2204273.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                                  | ALCOA CORP                                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     139277 | NS      | $5813421.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GDS HOLDINGS LTD                                            | GDS HOLDINGS LTD CL A                                                                       | CUSIP: N/A<br>LEI: 391200MGV8DDCHTN2R77       | Long             | EC               | CORP              | KY        |    2674780 | NS      | $11389994.79   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                        | HOWMET AEROSPACE INC                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     745173 | NS      | $152454944.07  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                    | LAMB WESTON HOLDINGS INC                                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      70599 | NS      | $4169576.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES INC                           | ALPHA METALLURGICAL RESOURCES INC                                                           | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      16220 | NS      | $2582386.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                 | SHOPIFY INC CL A                                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     270401 | NS      | $42896414.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                   | INTERNATIONAL SEAWAYS INC                                                                   | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     117412 | NS      | $6219313.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOVESAC                                                     | LOVESAC                                                                                     | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4336 | NS      | $62221.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Securities Fund                                    | Fidelity Advisor Small Cap Growth Fund - Class Z                                            | CUSIP: 316389360<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |   18307129 | NS      | $677912997.31  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC                                  | HILTON GRAND VACATIONS INC                                                                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |        380 | NS      | $16275.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                 | VISTRA CORP                                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     355340 | NS      | $63556112.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                            | SMB PRIVATE EDUCATION LOAN TRUST 3.25% 11/15/2040 144A                                      | CUSIP: 78449KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     396811 | PA      | $393483.21     | 0.00%             | 2040-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                     | DIGITALBRIDGE GROUP INC                                                                     | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    2907598 | NS      | $28232776.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                 | Fidelity SAI U.S. Momentum Index Fund                                                       | CUSIP: 31635V554<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   52570467 | NS      | $1029329736.93 | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                              | TECHNIPFMC PLC                                                                              | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     521365 | NS      | $23596979.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORP                                         | VERRA MOBILITY CORP                                                                         | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     642138 | NS      | $14011451.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANAPTYSBIO INC                                              | ANAPTYSBIO INC                                                                              | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      11500 | NS      | $478975.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERNATIONAL MONEY EXPRESS INC                             | INTERNATIONAL MONEY EXPRESS INC                                                             | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57854 | NS      | $881694.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING INC                                        | JELD-WEN HOLDING INC                                                                        | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      76400 | NS      | $203988.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP INC                                               | REV GROUP INC                                                                               | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     131243 | NS      | $6991314.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                      | LAUREATE EDUCATION INC                                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     585626 | NS      | $18095843.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES INC                                        | RAMACO RESOURCES INC                                                                        | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      35231 | NS      | $552774.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                        | INVITATION HOMES INC                                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     146767 | NS      | $4138829.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                                          | VAREX IMAGING CORP                                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       7500 | NS      | $86775.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                             | ULTA BEAUTY INC                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      42795 | NS      | $23059229.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                           | HAMILTON LANE INC - A                                                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      88976 | NS      | $11027240.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                                       | PROPETRO HOLDING CORP                                                                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        300 | NS      | $2871.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOOSE HOLDINGS INC                                   | CANADA GOOSE HOLDINGS INC                                                                   | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |    1022002 | NS      | $14338688.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                                           | DXC TECHNOLOGY CO                                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     306954 | NS      | $4051792.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                                     | PELOTON INTERACTIVE INC CL A                                                                | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     950598 | NS      | $6454560.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                                        | WARRIOR MET COAL INC                                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       6829 | NS      | $534642.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                  | CARVANA CO CL A                                                                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      62705 | NS      | $23483022.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                                | FLOOR and DECOR HOLDINGS INC                                                                | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      39026 | NS      | $2482834.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                       | ANTERO MIDSTREAM CORP                                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1009821 | NS      | $18186876.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUNTERS GROUP AB                                            | MUNTERS GROUP AB                                                                            | CUSIP: N/A<br>LEI: 549300HF6Y1RBG1Z4Z07       | Long             | EC               | CORP              | SE        |     156346 | NS      | $2671137.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC                                                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      32044 | NS      | $941132.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY ENERGY INC                                          | LIBERTY ENERGY INC CL A                                                                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32068 | NS      | $570169.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                            | REAL MATTERS INC                                                                            | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |     297735 | NS      | $1397646.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC                           | SOLARIS ENERGY INFRASTRUCTURE INC CL A                                                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     226573 | NS      | $10850580.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INGERSOLL RAND INC                                          | INGERSOLL RAND INC                                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    1368834 | NS      | $109972123.56  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION                            | MAGNOLIA OIL and GAS CORPO CL A                                                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     355027 | NS      | $8215324.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ARGENX SE                                                   | ARGENX SE SPONSORED ADR                                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      13100 | NS      | $11946938.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPIAN CORP                                                 | APPIAN CORP CL A                                                                            | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       1193 | NS      | $48197.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WIDEOPENWEST INC                                            | WIDEOPENWEST INC                                                                            | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      47900 | NS      | $248122.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                                   | JANUS HENDERSON GROUP PLC                                                                   | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      37052 | NS      | $1619542.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT INC                                | PLYMOUTH INDL REIT INC                                                                      | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16400 | NS      | $359816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL ENERGY SERVICES REUNITED CORP                      | NATIONAL ENERGY SERVICES REUNITED CORP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      31534 | NS      | $439583.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDTHINKING INC                                           | SOUNDTHINKING INC                                                                           | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       2780 | NS      | $17291.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DEL PERU-PETROPERU SA                             | PETROLEOS DEL PERU-PETROPERU SA 5.625% 06/19/2047 REGS                                      | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |    1600000 | PA      | $1128752.00    | 0.00%             | 2047-06-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESQUIRE FINANCIAL HOLDINGS INC                              | ESQUIRE FINL HLDGS INC                                                                      | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13680 | NS      | $1396180.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROIVANT SCIENCES LTD                                        | ROIVANT SCIENCES LTD                                                                        | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |      10316 | NS      | $214675.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS INC                                       | DELEK US HOLDINGS INC                                                                       | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     255860 | NS      | $9894106.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                             | BAKER HUGHES CO                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3328254 | NS      | $167078350.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO                                        | SIMPLY GOOD FOODS CO                                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     296973 | NS      | $5844428.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THREDUP INC                                                 | THREDUP INC A                                                                               | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      12890 | NS      | $96932.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAST INC                                                   | TOAST INC                                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     253840 | NS      | $8678789.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                   | BRIGHTHOUSE FINANCIAL INC                                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      33392 | NS      | $2188845.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                                 | DATADOG INC CL A                                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     357155 | NS      | $57148371.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                                       | DUPONT DE NEMOURS INC                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      11500 | NS      | $457355.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI INC                                                    | ANGI INC                                                                                    | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       1000 | NS      | $11420.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A VAR 12/16/2058 144A                             | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     857567 | PA      | $853675.39     | 0.00%             | 2058-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                                | NATIONAL VISION HOLDINGS INC                                                                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     281463 | NS      | $8120207.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI PPTYS INC                                              | VICI PPTYS INC                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    1084208 | NS      | $31246874.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP                              | METROPOLITAN BANK HOLDING CORP                                                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15056 | NS      | $1123328.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                                                | CADENCE BANK                                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     179208 | NS      | $7139646.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN CORP                                               | MERIDIAN CORP                                                                               | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51118 | NS      | $816865.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS INC                                 | APELLIS PHARMACEUTICALS INC                                                                 | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      96804 | NS      | $2061925.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                                               | BANDWIDTH INC                                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     198495 | NS      | $2826568.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                                 | COMPASS INC                                                                                 | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     164554 | NS      | $1714652.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM RESEARCH INC                                            | ACM RESEARCH INC-CLASS A                                                                    | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     217001 | NS      | $7250003.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER and BALDWIN INC                                   | ALEXANDER and BALDWIN INC                                                                   | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57320 | NS      | $895911.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STITCH FIX                                                  | STITCH FIX                                                                                  | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      99534 | NS      | $423019.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LYFT INC                                                    | LYFT INC                                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     152357 | NS      | $3204067.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS INC                                         | CANNAE HOLDINGS INC                                                                         | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     368000 | NS      | $5924800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX RESOURCES CORP                                          | CNX RESOURCES CORP                                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     220905 | NS      | $8579950.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QUANTERIX CORP                                              | QUANTERIX CORP                                                                              | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2054021 | NS      | $14912192.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DENALI THERAPEUTICS INC                                     | DENALI THERAPEUTICS INC                                                                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      48712 | NS      | $948422.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES INC                                  | CORE NATURAL RESOURCES INC                                                                  | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      57819 | NS      | $4625520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                               | AIB GROUP PLC                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     332211 | NS      | $3411507.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                       | INDUSTRIAL LOGISTICS PROPERTIES TR                                                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       5400 | NS      | $29916.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                           | NEWMARK GROUP INC CL A                                                                      | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20188 | NS      | $350867.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEMED HEALTHCARE INC                                       | VIEMED HEALTHCARE INC                                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      19686 | NS      | $136030.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                                 | PENTAIR PLC                                                                                 | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     211350 | NS      | $22242474.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGSEGURO DIGITAL LTD                                       | PAGSEGURO DIGITAL LTD CL A                                                                  | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |     165314 | NS      | $1732490.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORP PLC                                   | GATES INDUSTRIAL CORP PLC                                                                   | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |      87273 | NS      | $1986333.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                                     | ADT INC                                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3710150 | NS      | $30608737.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANPAK HOLDINGS CORP                                        | RANPAK HOLDINGS CORP A                                                                      | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |    1007452 | NS      | $4976812.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UPWORK INC                                                  | UPWORK INC                                                                                  | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    1023352 | NS      | $20200968.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TOWD PT MTG TR 2017-6                                       | TOWD PT MTG TR 2017-6 3% 10/25/2057 144A                                                    | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2212711.09    | 0.00%             | 2057-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CACTUS INC                                                  | CACTUS INC CL A                                                                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     123590 | NS      | $5304482.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUS INC                                                  | EVOLUS INC                                                                                  | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      22337 | NS      | $159932.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                   | KINIKSA PHARMACEUTICALS INTERNATIONAL PLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      20892 | NS      | $888327.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                                 | ROBLOX CORP                                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      69249 | NS      | $6580732.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                       | ARCUS BIOSCIENCES INC                                                                       | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12576 | NS      | $328233.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                 | IVORY COAST (COTE D'IVOIRE) 6.625% 03/22/2048 REGS                                          | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1700000 | PA      | $1741801.38    | 0.00%             | 2048-03-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                                      | COGENT BIOSCIENCES INC                                                                      | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      98343 | NS      | $3955355.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                       | SPOTIFY TECHNOLOGY SA                                                                       | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      61760 | NS      | $36986211.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                | BROADCOM INC                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    4624239 | NS      | $1863383347.44 | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                                | DAYFORCE INC                                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      55118 | NS      | $3808653.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                                                  | NLIGHT INC                                                                                  | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     237606 | NS      | $8370859.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                          | NVENT ELECTRIC PLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      88161 | NS      | $9457030.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                                                | DOCUSIGN INC                                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       7122 | NS      | $493910.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE INC                                     | GOOSEHEAD INSURANCE                                                                         | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      51447 | NS      | $3681032.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                   | CONSTRUCTION PARTNERS INC CL A                                                              | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |       8745 | NS      | $953205.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGLARI HOLDINGS INC                                        | BIGLARI HLDGS INC CL B                                                                      | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |        423 | NS      | $124323.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                      | EQUITABLE HOLDINGS INC                                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     776315 | NS      | $36246147.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AMNEAL INTERMEDIATE INC                                     | AMNEAL PHARMACEUTICALS INC                                                                  | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     206838 | NS      | $2589611.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 3.3% 12/01/2027                                                 | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196562.53     | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP                                   | SCHOLAR ROCK HOLDING CORP                                                                   | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      28188 | NS      | $1241963.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WYNDHAM HOTELS and RESORTS INC                              | WYNDHAM HOTELS and RESORTS INC                                                              | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      27819 | NS      | $2036350.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERGY INC                                                  | EVERGY INC                                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     115800 | NS      | $8991870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC                                                    | DOMO INC CL B                                                                               | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |    1371086 | NS      | $15685223.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                       | ESSENTIAL PROPERTIES REALTY TRUST INC                                                       | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33046 | NS      | $1046236.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS INC                                            | I3 VERTICALS INC CL A                                                                       | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     393551 | NS      | $9315352.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BJS WHOLESALE CLUB HOLDINGS INC                             | BJS WHSL CLUB HLDGS INC                                                                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     773521 | NS      | $69021278.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERQUOTE INC                                               | EVERQUOTE INC CL A                                                                          | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80640 | NS      | $2128089.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS CORP                                         | REPAY HOLDINGS CORP                                                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |    1541267 | NS      | $5117006.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORP                                                  | BERRY PETROLEUM CORP                                                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34000 | NS      | $115260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC                               | CRINETICS PHARMACEUTICALS INC                                                               | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     346437 | NS      | $15783669.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ESTABLISHMENT LABS HOLDINGS INC                             | ESTABLISHMENT LABS HOLDINGS INC                                                             | CUSIP: N/A<br>LEI: 549300BCBQ714JNJ7V58       | Long             | EC               | CORP              | VG        |      57194 | NS      | $3962972.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLOOM ENERGY CORP                                           | BLOOM ENERGY CORP CL A                                                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     148555 | NS      | $16228148.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TENABLE HOLDINGS INC                                        | TENABLE HOLDINGS INC                                                                        | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     101509 | NS      | $2692018.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDIA CORP                                               | LIQUIDIA CORP                                                                               | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31300 | NS      | $1021319.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OPERA LTD                                                   | OPERA LTD ADR                                                                               | CUSIP: 68373M107<br>LEI: 5493001ULS7KDNNZ3W51 | Long             | EC               | CORP              | KY        |     446093 | NS      | $6075786.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VERTIV HOLDINGS CO                                          | VERTIV HOLDINGS CO                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     319608 | NS      | $57443145.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                                   | SONOS INC                                                                                   | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      12726 | NS      | $236194.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARLO TECHNOLOGIES INC                                       | ARLO TECHNOLOGIES INC                                                                       | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      61590 | NS      | $893055.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+61.5 02/25/2036                                       | CUSIP: 07387UEN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     703654 | PA      | $706481.68     | 0.00%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                  | RUBRIK INC                                                                                  | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      38703 | NS      | $2682891.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                    | ELANCO ANIMAL HEALTH INC                                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     150335 | NS      | $3498295.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FULCRUM THERAPEUTICS INC                                    | FULCRUM THERAPEUTICS INC                                                                    | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41400 | NS      | $452916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                               | FRONTDOOR INC                                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      19391 | NS      | $1045756.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK7 CORP                                                  | BANK7 CORP                                                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3615 | NS      | $149769.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC                                          | GARRETT MOTION INC                                                                          | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     901040 | NS      | $14894191.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                                                 | ARVINAS INC                                                                                 | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      46172 | NS      | $581074.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                                  | ELASTIC NV                                                                                  | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |      48836 | NS      | $3444403.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                                         | GUARDANT HEALTH INC                                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     119580 | NS      | $12964863.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK INC                                              | CLEANSPARK INC                                                                              | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      64304 | NS      | $970990.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GRID DYNAMICS HOLDINGS INC                                  | GRID DYNAMICS HOLDINGS INC                                                                  | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |       4100 | NS      | $35916.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                    | RESIDEO TECHNOLOGIES INC                                                                    | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      44988 | NS      | $1484154.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEETGREEN INC                                              | SWEETGREEN INC CL A                                                                         | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     522755 | NS      | $3392679.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Oxford Street Trust                                | FIDELITY SAI INFLATION-FOCUSED FUND                                                         | CUSIP: 31634R406<br>LEI: Z2ZIGDKL3355UQRAKY22 | Long             | EC               | RF                | US        |         15 | NS      | $1326.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | PETROLEOS MEXICANOS 6.35% 02/12/2048                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     700000 | PA      | $547015.00     | 0.00%             | 2048-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                           | CIGNA GROUP (THE)                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     263914 | NS      | $73178073.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                                       | DELL TECHNOLOGIES INC CL C                                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     385745 | NS      | $51439095.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALECTOR INC                                                 | ALECTOR INC                                                                                 | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      14648 | NS      | $19481.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY INC                                               | PAGERDUTY INC                                                                               | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       5300 | NS      | $63600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGHT INC                                                  | ALIGHT INC CL A                                                                             | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    1141646 | NS      | $2637202.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.875% 03/01/2049                                             | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $515643.82     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                             | FOX CORP CL A                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     500100 | NS      | $32756550.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                             | FOX CORPORATION B                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     163603 | NS      | $9531510.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVI STRAUSS and CO                                         | LEVI STRAUSS and COMPANY CL A                                                               | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      17690 | NS      | $389710.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                        | TRADEWEB MARKETS INC A                                                                      | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     369133 | NS      | $40183818.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                     | DOW INC                                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     173226 | NS      | $4131440.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                         | TRONOX HOLDINGS PLC                                                                         | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |      76508 | NS      | $316743.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PL                                                   | STERIS PLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      66654 | NS      | $17748627.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                                     | ZOOM COMMUNICATIONS INC CL A                                                                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       7887 | NS      | $670079.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HLDGS INC                                           | PALOMAR HLDGS INC                                                                           | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      21572 | NS      | $2679458.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREVI THERAPEUTICS INC                                      | TREVI THERAPEUTICS INC                                                                      | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     155199 | NS      | $2047074.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                                       | TRANSMEDICS GROUP INC                                                                       | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      71117 | NS      | $10405128.27   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PARSONS CORP                                                | PARSONS CORP                                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     141039 | NS      | $11943182.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAYVILLE ENGINEERING CO INC                                 | MAYVILLE ENGINEERING CO INC                                                                 | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |     185683 | NS      | $3154754.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AVANTOR INC                                                 | AVANTOR INC                                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     114135 | NS      | $1338803.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                   | AMCOR PLC                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      65924 | NS      | $561672.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY INC                                                   | CHEWY INC                                                                                   | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11413 | NS      | $396830.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA BIOSCIENCES INC                                      | IDEAYA BIOSCIENCES                                                                          | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      54002 | NS      | $1923551.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                 | CORTEVA INC                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     836710 | NS      | $56452823.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                                           | REVOLVE GROUP INC                                                                           | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     590113 | NS      | $14263031.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                                    | REVOLUTION MEDICINES INC                                                                    | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      78459 | NS      | $6100971.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                    | CROWDSTRIKE HOLDINGS INC                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      96648 | NS      | $49209295.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSONALIS INC                                              | PERSONALIS INC                                                                              | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     234719 | NS      | $2518534.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCTURUS THERAPEUTICS HOLDINGS INC                          | ARCTURUS THERAPEUTICS HOLDINGS INC                                                          | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45384 | NS      | $308157.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 5.4% 08/12/2034 REGS                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   23900000 | PA      | $6980026.10    | 0.01%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                        | BRIDGEBIO PHARMA INC                                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     235396 | NS      | $16950865.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES CORP                               | ADAPTIVE BIOTECHNOLOGIES CORP                                                               | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       4239 | NS      | $83338.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                                                | PHREESIA INC                                                                                | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      81866 | NS      | $1677434.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                                   | MIRUM PHARMACEUTICALS INC                                                                   | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      66736 | NS      | $4875064.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIAN ASSET MANAGEMENT INC                                | ACADIAN ASSET MANAGEMENT INC                                                                | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      20291 | NS      | $909848.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLE BIOSCIENCES INC                                      | CASTLE BIOSCIENCES INC                                                                      | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |     842471 | NS      | $33656716.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                               | DYNATRACE INC                                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     277329 | NS      | $12357780.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KURA SUSHI USA INC                                          | KURA SUSHI USA INC CL A                                                                     | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      62265 | NS      | $3059079.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SKILLSOFT CORP                                              | SKILLSOFT CORP                                                                              | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |        600 | NS      | $5994.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INMODE LTD                                                  | INMODE LTD                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      42822 | NS      | $610213.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                                | ENVISTA HOLDINGS CORP                                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     575174 | NS      | $12021136.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                   | PROSUS NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      69600 | NS      | $4387862.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                         | AST SPACEMOBILE INC                                                                         | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |      34041 | NS      | $1913104.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE INC                                    | BROADSTONE NET LEASE INC                                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     269993 | NS      | $4743777.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                                                 | PROGYNY INC                                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      94300 | NS      | $2486691.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS and HERS HEALTH INC                                    | HIMS and HERS HEALTH INC                                                                    | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      54765 | NS      | $2177456.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BIONTECH SE                                                 | BIONTECH SE ADR                                                                             | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      18000 | NS      | $1856700.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                                       | VIR BIOTECHNOLOGY INC                                                                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21613 | NS      | $138755.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KARAT PACKAGING INC                                         | KARAT PACKAGING INC                                                                         | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |        800 | NS      | $17632.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REAL MATTERS INC                                            | REAL MATTERS INC                                                                            | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |     201619 | NS      | $891155.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUT 8 CORP                                                  | HUT 8 CORP                                                                                  | CUSIP: 44812J104<br>LEI: 5493006XP230HIL5DH67 | Long             | EC               | CORP              | US        |      13533 | NS      | $608985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDWIN INSURANCE GROUP INC/THE                             | BALDWIN INSURANCE GROUP INC/THE                                                             | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     555164 | NS      | $15827725.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AVEPOINT INC                                                | AVEPOINT INC                                                                                | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      82900 | NS      | $1077700.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHATHOM PHARMACEUTICALS INC                                 | PHATHOM PHARMACEUTICALS INC                                                                 | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     904062 | NS      | $14121448.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| API GROUP CORP                                              | API GROUP CORP                                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     998032 | NS      | $39482145.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC                                            | ACV AUCTIONS INC CL A                                                                       | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     720681 | NS      | $5657345.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALPINE INCOME PROPERTY TRUST INC                            | ALPINE INCOME PROPERTY TRUST INC                                                            | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               | CORP              | US        |       5400 | NS      | $93636.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                                 | SITIME CORP                                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10143 | NS      | $3019571.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURIOSITYSTREAM INC                                         | CURIOSITYSTREAM INC CL A                                                                    | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |      12300 | NS      | $59163.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                                             | PORCH GROUP INC                                                                             | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |    1100865 | NS      | $10667381.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| XP INC                                                      | XP INC CL A                                                                                 | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     138879 | NS      | $2737305.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                                           | SPROUT SOCIAL INC                                                                           | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |      30519 | NS      | $304274.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                               | SNOWFLAKE INC                                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      57449 | NS      | $14433486.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC                               | WEATHERFORD INTERNATIONAL PLC                                                               | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      89806 | NS      | $6717488.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                               | O-I GLASS INC                                                                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     955615 | NS      | $12881690.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                       | RIVIAN AUTOMOTIVE INC                                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      76988 | NS      | $1298017.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VELOCITY FINANCIAL INC                                      | VELOCITY FINANCIAL INC                                                                      | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39750 | NS      | $768367.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC                              | REYNOLDS CONSUMER PRODUCTS INC                                                              | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     112275 | NS      | $2804629.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                                 | ARCUTIS BIOTHERAPEUTICS INC                                                                 | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      73700 | NS      | $2258905.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                                           | UWM HOLDINGS CORP CL A                                                                      | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     410696 | NS      | $2402571.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                 | OVINTIV INC                                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     399728 | NS      | $16372858.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHRODINGER INC                                             | SCHRODINGER INC                                                                             | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      72454 | NS      | $1272292.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BEAM THERAPEUTICS INC                                       | BEAM THERAPEUTICS INC                                                                       | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6228 | NS      | $157755.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP INC                            | MONTROSE ENVIRONMENTAL GROUP INC                                                            | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       3792 | NS      | $97264.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH STREET INTERACTIVE INC                                 | RUSH STREET INTERACTIVE INC                                                                 | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     258063 | NS      | $4758681.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                                   | OPENDOOR TECHNOLOGIES INC                                                                   | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      30720 | NS      | $236544.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                         | OTIS WORLDWIDE CORP                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     292103 | NS      | $25953351.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                         | CARRIER GLOBAL CORP                                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     475826 | NS      | $26113330.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                     | AON PLC                                                                                     | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     253936 | NS      | $89873029.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                                     | SPHERE ENTERTAINMENT CO                                                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      78325 | NS      | $6625511.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EOS ENERGY ENTERPRISES INC                                  | EOS ENERGY ENTERPRISES INC                                                                  | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28082 | NS      | $422634.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WARNER MUSIC GRP CORP                                       | WARNER MUSIC GRP CORP CL A                                                                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1619787 | NS      | $45742784.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                                         | LEGEND BIOTECH CORP SPON ADR                                                                | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |     121000 | NS      | $3352910.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                         | SHIFT4 PAYMENTS INC                                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     241108 | NS      | $17788948.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CLOVER HEALTH INVESTMENTS CORP                              | CLOVER HEALTH INVESTEMENTS CORP                                                             | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      49256 | NS      | $122647.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIDITY BIOSCIENCES INC                                     | AVIDITY BIOSCIENCES                                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7074 | NS      | $507205.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                                 | VAXCYTE INC                                                                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      57938 | NS      | $2874304.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                          | ROYALTY PHARMA PLC                                                                          | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     195407 | NS      | $7820188.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORP                                           | OPEN LENDING CORP                                                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2942901 | NS      | $5620940.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPARE THERAPEUTICS INC                                     | REPARE THERAPEUTICS INC                                                                     | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       7699 | NS      | $16783.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                                           | MP MATERIALS CORP                                                                           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      29769 | NS      | $1844189.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMONADE INC                                                | LEMONADE INC                                                                                | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      11199 | NS      | $874865.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALBERTSONS COS INC                                          | ALBERTSONS COS INC CL A                                                                     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    1266517 | NS      | $23215256.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYSHA GENE THERAPIES INC                                   | TAYSHA GENE THERAPIES INC                                                                   | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8100 | NS      | $38394.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                                             | MATCH GROUP INC                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     460418 | NS      | $15336523.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                                 | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     699000 | PA      | $614428.07     | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUANTUMSCAPE CORP                                           | QUANTUMSCAPE CORP A                                                                         | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |     153682 | NS      | $1877994.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VITAL FARMS INC                                             | VITAL FARMS INC                                                                             | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |       4300 | NS      | $140610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                     | MIRION TECHNOLOGIES INC-A                                                                   | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      14969 | NS      | $389493.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COMPANIES INC                                        | ROCKET COS INC                                                                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     694200 | NS      | $13870116.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE.COM INC                                            | COMMERCE.COM INC                                                                            | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |        300 | NS      | $1377.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX LTD                                                    | IBEX LTD                                                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |      11697 | NS      | $411617.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR HOME EQUITY LOAN TR 2007 B                       | NATIONSTAR HM EQT LOAN TR 07B TSFR1M+43.448 04/25/2037                                      | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     505929 | PA      | $501829.06     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                              | NETSTREIT CORP                                                                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      10700 | NS      | $196131.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS INC                            | HARMONY BIOSCIENCES HOLDINGS INC                                                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     103296 | NS      | $3645315.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISC MEDICINE INC                                           | DISC MEDICINE INC                                                                           | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38333 | NS      | $3578768.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC                      | CCC INTELLIGENT SOLUTIONS HOLD CL A                                                         | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1021747 | NS      | $7612015.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KYMERA THERAPEUTICS INC                                     | KYMERA THERAPEUTICS INC                                                                     | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20539 | NS      | $1394187.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC                                         | BENTLEY SYS INC CL B                                                                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     151739 | NS      | $6366968.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NUVATION BIO INC                                            | NUVATION BIO INC                                                                            | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42169 | NS      | $338617.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MAXEON SOLAR TECHNOLOGIES LTD                               | MAXEON SOLAR TECHNOLOGIES LTD                                                               | CUSIP: N/A<br>LEI: 5493007JPB074ITT6Y72       | Long             | EC               | CORP              | SG        |        232 | NS      | $705.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ECUADOR REPUBLIC OF                                         | ECUADOR REPUBLIC OF 0% 07/31/2030 REGS                                                      | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1500000 | PA      | $1270500.00    | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                   | PALANTIR TECHNOLOGIES INC                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    1457161 | NS      | $245458770.45  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG LTD                                                   | JFROG LTD                                                                                   | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      83328 | NS      | $5081341.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                          | UNITY SOFTWARE INC                                                                          | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      52069 | NS      | $2213973.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                                           | PROG HOLDINGS INC                                                                           | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      94151 | NS      | $2709665.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASANA INC                                                   | ASANA INC                                                                                   | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     170702 | NS      | $2198641.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                                       | DYNE THERAPEUTICS INC                                                                       | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7527 | NS      | $164841.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT THERAPEUTICS INC                                     | SUMMIT THERAPEUTICS INC                                                                     | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7725 | NS      | $138200.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                                | VONTIER CORP W/I                                                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     350631 | NS      | $12720892.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PULMONX CORP                                                | PULMONX CORP                                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      24400 | NS      | $39528.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC                             | ACADEMY SPORTS and OUTDOORS INC                                                             | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     303725 | NS      | $14654731.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| THRYV HOLDINGS INC                                          | THRYV HOLDINGS INC                                                                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18844 | NS      | $106091.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JOBY AVIATION INC                                           | JOBY AVIATION INC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     163774 | NS      | $2363258.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PRAXIS PRECISION MEDICINES INC.                             | PRAXIS PRECISION MEDICINES INC                                                              | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16241 | NS      | $3190706.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARSUS PHARMACEUTICALS INC                                  | TARSUS PHARMACEUTICALS INC                                                                  | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25412 | NS      | $2031943.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                                      | EASTERN BANKSHARES INC                                                                      | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      24508 | NS      | $461485.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROOT INC/OH                                                 | ROOT INC                                                                                    | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3173 | NS      | $256663.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDIAALPHA INC                                              | MEDIAALPHA INC CL A                                                                         | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37439 | NS      | $477721.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATEA PHARMACEUTICALS INC                                    | ATEA PHARMACEUTICALS INC                                                                    | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     111137 | NS      | $344524.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERELLA WEINBERG PARTNERS                                   | PERELLA WEINBERG PARTNERS                                                                   | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     316474 | NS      | $5778815.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                            | CALIFORNIA RES CORP                                                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      92521 | NS      | $4420653.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                                        | GENEDX HOLDINGS CORP-A                                                                      | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      77720 | NS      | $12975354.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER AVIATION INC                                         | ARCHER AVIATION INC A                                                                       | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     112967 | NS      | $880012.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PLAYSTUDIOS INC                                             | PLAYSTUDIOS INC A                                                                           | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13535 | NS      | $8689.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OWLET INC                                                   | OWLET INC                                                                                   | CUSIP: 69120X206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     349078 | NS      | $4593866.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLMAN SOLUTIONS CORP                                      | HILLMAN SOLUTIONS CORP                                                                      | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6700 | NS      | $58625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                                 | VIATRIS INC                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    3366048 | NS      | $35983053.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORP                                                  | TELOS CORP                                                                                  | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        500 | NS      | $2890.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                                        | UPSTART HOLDINGS INC                                                                        | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      30725 | NS      | $1381396.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHORD ENERGY CORP                                           | CHORD ENERGY CORP                                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      48980 | NS      | $4597262.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER MINING INC                                           | CIPHER MINING INC                                                                           | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |      33406 | NS      | $679812.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DUOLINGO INC                                                | DUOLINGO INC                                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13698 | NS      | $2621934.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSCALE POWER CORP                                          | NUSCALE POWER CORP                                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41067 | NS      | $821340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOFI TECHNOLOGIES INC                                       | SOFI TECHNOLOGIES INC A                                                                     | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     884098 | NS      | $26275392.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OUSTER INC                                                  | OUSTER INC                                                                                  | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33296 | NS      | $764476.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC                                                    | IONQ INC                                                                                    | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      55899 | NS      | $2755820.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARK INC                                                    | BARK INC                                                                                    | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16469 | NS      | $11773.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRINDR INC                                                  | GRINDR INC                                                                                  | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |      92757 | NS      | $1190072.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFIRM HOLDINGS INC                                         | AFFIRM HOLDINGS INC                                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80080 | NS      | $5681676.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                      | PATRIA INVESTMENTS LTD                                                                      | CUSIP: N/A<br>LEI: 254900MZMZN2NNVXYO82       | Long             | EC               | CORP              | KY        |      12678 | NS      | $191057.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROCORE TECHNOLOGIES INC                                    | PROCORE TECHNOLOGIES INC                                                                    | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |     243366 | NS      | $18023685.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS CO INC                            | PETCO HEALTH AND WELLNESS CO INC                                                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     127776 | NS      | $408883.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                       | PLAYTIKA HOLDING CORP                                                                       | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      64819 | NS      | $262516.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTAUK RENEWABLES INC                                      | MONTAUK RENEWABLES INC                                                                      | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8851 | NS      | $14427.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVITAS SEMICONDUCTOR CORP                                  | NAVITAS SEMICONDUCTOR CORP                                                                  | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |      11132 | NS      | $97293.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXEXPERIENCE BV                                            | LUXEXPERIENCE BV ADR                                                                        | CUSIP: 55406W103<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    1206001 | NS      | $11348469.41   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SENTINELONE INC                                             | SENTINELONE INC                                                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      12400 | NS      | $201004.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC                                                  | BUMBLE INC CL A                                                                             | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5800 | NS      | $20590.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIANT TECHNOLOGY INC                                        | VIANT TECHNOLOGY INC                                                                        | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3500 | NS      | $37135.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA TECHNOLOGIES INC                                       | BETA TECHNOLOGIES INC                                                                       | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51760 | NS      | $1411495.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COURSERA INC                                                | COURSERA INC                                                                                | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     266883 | NS      | $2121719.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                                            | OSCAR HEALTH INC - CLASS A                                                                  | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     141949 | NS      | $2550823.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPAND ENERGY CORP                                          | EXPAND ENERGY CORP                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     135129 | NS      | $16476278.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRICUT INC                                                  | CRICUT INC                                                                                  | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     101615 | NS      | $481655.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COUPANG INC                                                 | COUPANG INC A                                                                               | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     949119 | NS      | $26727191.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                                        | HAYWARD HOLDINGS INC                                                                        | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5559 | NS      | $91445.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTR 2017-29A                                              | VENTR 2017-29A AR TSFR3M+125.161 09/07/2030 144A                                            | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8786 | PA      | $8791.13       | 0.00%             | 2030-09-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMALGAMATED FINANCIAL CORP                                  | AMALGAMATED FINANCIAL CORP                                                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6124 | NS      | $179739.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                                    | APA CORP                                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     317500 | NS      | $7927975.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                   | DIGITALOCEAN HOLDINGS INC                                                                   | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      27669 | NS      | $1231823.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                         | COINBASE GLOBAL INC                                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      16930 | NS      | $4618842.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                               | APPLOVIN CORP                                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     212526 | NS      | $127405086.48  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                                    | ALIGNMENT HEALTHCARE INC                                                                    | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     128329 | NS      | $2465200.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET LABS PBC                                             | PLANET LABS PBC A                                                                           | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |     224700 | NS      | $2673930.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ROBINHOOD MARKETS INC                                       | ROBINHOOD MARKETS INC                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     261019 | NS      | $33538331.31   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                                     | INDIE SEMICONDUCTOR INC                                                                     | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     448374 | NS      | $1596211.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUBLEVERIFY HOLDINGS INC                                   | DOUBLEVERIFY HOLDINGS INC                                                                   | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      76255 | NS      | $803727.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                                           | AGILON HEALTH INC                                                                           | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1040200 | NS      | $677274.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC                                   | EDGEWISE THERAPEUTICS INC                                                                   | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7082 | NS      | $184415.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDOOR HOLDINGS INC                                       | NEXTDOOR HOLDINGS INC                                                                       | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     330992 | NS      | $579236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RECURSION PHARMACEUTICALS INC                               | RECURSION PHARMACEUTICALS INC                                                               | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     109103 | NS      | $505146.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RIGETTI COMPUTING INC                                       | RIGETTI COMPUTING INC A                                                                     | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |     104647 | NS      | $2675823.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROPACE INC                                               | NEUROPACE INC                                                                               | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30449 | NS      | $498145.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARIS LIFE SCIENCES INC                                     | CARIS LIFE SCIENCES INC                                                                     | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |      22015 | NS      | $562042.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                               | CONFLUENT INC                                                                               | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     474995 | NS      | $10568638.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                                           | GENIUS SPORTS LTD                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    1068631 | NS      | $10761114.17   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                      | MARVELL TECHNOLOGY INC                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     399924 | NS      | $35753205.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COINSHARES INTERNATIONAL LTD                                | COINSHARES INTERNATIONAL LTD                                                                | CUSIP: N/A<br>LEI: 549300OUFYN9P5VF9D79       | Long             | EC               | CORP              | JE        |     486627 | NS      | $6700614.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWMAN CONSULTING GROUP LTD                                 | BOWMAN CONSULTING GROUP LTD                                                                 | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        411 | NS      | $14869.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMILARWEB LTD                                              | SIMILARWEB LTD                                                                              | CUSIP: N/A<br>LEI: 254900GWO7PNBAYCPJ12       | Long             | EC               | CORP              | IL        |     725291 | NS      | $5679028.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP INC                                     | PRIVIA HEALTH GROUP INC                                                                     | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     182763 | NS      | $4453934.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AURORA INNOVATION INC                                       | AURORA INNOVATION INC                                                                       | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |     751460 | NS      | $3148617.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XOMETRY INC                                                 | XOMETRY INC                                                                                 | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       2274 | NS      | $132960.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER INC                                            | ZIPRECRUITER INC                                                                            | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     165033 | NS      | $783906.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZETA GLOBAL HOLDINGS CORP                                   | ZETA GLOBAL HOLDINGS CORP                                                                   | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     725099 | NS      | $13233056.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTESSA PHARMACEUTICALS PLC                                | CENTESSA PHARMACEUTICALS LTD ADR                                                            | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |      65000 | NS      | $1886950.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                                    | DAVE INC                                                                                    | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20444 | NS      | $4462107.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD PT MTG TR 2017-3                                       | TOWD PT MTG TR 2017 3.918704% 07/25/2057 144A                                               | CUSIP: 89169DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1823869.20    | 0.00%             | 2057-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC                          | FRONTIER COMMUNICATIONS PARENT INC                                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26788 | NS      | $1015800.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                                    | PROCEPT BIOROBOTICS CORP                                                                    | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      77047 | NS      | $2440848.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DAY ONE BIOPHARMACEUTICALS INC                              | DAY ONE BIOPHARMACEUTICALS INC                                                              | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     145582 | NS      | $1381573.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                                          | ENACT HOLDINGS INC                                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       7900 | NS      | $305809.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO                                              | ORGANON and CO                                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     244300 | NS      | $1883553.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SEAGATE TECHNOLOGY HOLDINGS PLC                             | SEAGATE TECHNOLOGY HOLDINGS PLC                                                             | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     209908 | NS      | $58079444.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORP                                        | GULFPORT ENERGY CORP                                                                        | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       3955 | NS      | $879947.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC                                 | LIFESTANCE HEALTH GROUP INC                                                                 | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     328904 | NS      | $2137876.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORP                                        | FIRST ADVANTAGE CORP                                                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     585704 | NS      | $8129571.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOXIMITY INC                                                | DOXIMITY INC                                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     636852 | NS      | $32759666.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE and MAIN INC                                           | CORE and MAIN INC                                                                           | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     244780 | NS      | $11832665.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTERA LABS INC                                             | ASTERA LABS INC                                                                             | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      79165 | NS      | $12474029.05   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS INTERNATIONAL GROUP INC                               | JANUS INTERNATIONAL GROUP INC                                                               | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     469496 | NS      | $2915570.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JANUX THERAPEUTICS INC                                      | JANUX THERAPEUTICS INC                                                                      | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25000 | NS      | $852250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                       | ATHENE GLOBAL FUNDING 2.673% 06/07/2031 144A                                                | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     700000 | PA      | $624137.48     | 0.00%             | 2031-06-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETSKOPE INC                                                | NETSKOPE INC A                                                                              | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Long             | EC               | CORP              | US        |      32689 | NS      | $600823.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP INC                                                  | INTAPP INC                                                                                  | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21000 | NS      | $906990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRAL AD SCIENCE HOLDING CORP                            | INTEGRAL AD SCIENCE HOLDING CORP                                                            | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15928 | NS      | $163739.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR SECURE INC                                            | CLEAR SECURE INC                                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     196137 | NS      | $6962863.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REAL BROKERAGE INC/THE                                      | REAL BROKERAGE INC                                                                          | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |    4292396 | NS      | $17040812.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPLITUDE INC                                               | AMPLITUDE INC                                                                               | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |     125770 | NS      | $1292915.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD WEALTH SOLUTIONS LTD                             | BROOKFIELD WEALTH SOLUTIONS LTD A                                                           | CUSIP: N/A<br>LEI: 9845004583U3B8E06924       | Long             | EC               | CORP              | BM        |       8694 | NS      | $408270.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYONEER GLOBAL INC                                         | PAYONEER GLOBAL INC                                                                         | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     165900 | NS      | $958902.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                            | DT MIDSTREAM INC                                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     131681 | NS      | $15993974.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TABOOLA.COM LTD                                             | TABOOLA.COM LTD                                                                             | CUSIP: N/A<br>LEI: 984500F5945AFAFFCB30       | Long             | EC               | CORP              | IL        |      96667 | NS      | $394401.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANDEL THERAPEUTICS INC                                     | CANDEL THERAPEUTICS INC                                                                     | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     990024 | NS      | $4722414.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOLE PLC                                                    | DOLE PLC                                                                                    | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     348558 | NS      | $5047119.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOHO HOUSE and CO INC                                       | SOHO HOUSE and CO INC                                                                       | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Long             | EC               | CORP              | US        |      58209 | NS      | $515731.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EUROPEAN WAX CENTER INC                                     | EUROPEAN WAX CENTER INC                                                                     | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $774.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXSIGHT INC                                                 | RXSIGHT INC                                                                                 | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26000 | NS      | $296920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVALENT INC                                                | NUVALENT INC-A                                                                              | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19300 | NS      | $2110455.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE INC                                                  | N-ABLE INC                                                                                  | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23800 | NS      | $171360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZEVIA PBC                                                   | ZEVIA PBC                                                                                   | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8800 | NS      | $23584.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                                           | GXO LOGISTICS INC                                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     644951 | NS      | $32724813.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                                    | VICTORIA'S SECRET and CO                                                                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      29555 | NS      | $1221508.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAGWELL INC                                                | STAGWELL INC                                                                                | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |       1800 | NS      | $9648.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE ED LN TR 2021-D                                 | SMB PRIVATE ED LN TR 2021-D 1.34% 03/17/2053 144A                                           | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     608911 | PA      | $575115.80     | 0.00%             | 2053-03-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 6.15% 08/12/2032 144A                                                      | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   11600000 | PA      | $3694009.22    | 0.00%             | 2032-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                       | JACKSON FINANCIAL INC                                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       2040 | NS      | $199940.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON HOLDING AG                                               | ON HOLDING AG                                                                               | CUSIP: N/A<br>LEI: 506700FB3467B9W95526       | Long             | EC               | CORP              | CH        |      12600 | NS      | $554274.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                                | SYLVAMO CORP                                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     184484 | NS      | $8739007.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLEBRITE DI LTD                                           | CELLEBRITE DI LTD                                                                           | CUSIP: N/A<br>LEI: 254900G03462YGP1IO36       | Long             | EC               | CORP              | IL        |     405448 | NS      | $6835853.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                                        | OLAPLEX HOLDINGS INC                                                                        | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1957578 | NS      | $2231638.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER ANALYTICS HOLDINGS INC                           | CLEARWATER ANALYTICS HOLDINGS INC                                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     404740 | NS      | $8928564.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DUTCH BROS INC                                              | DUTCH BROS INC                                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52452 | NS      | $3074211.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL INC                                          | REMITLY GLOBAL INC                                                                          | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     487030 | NS      | $6596821.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITIVE HEALTHCARE CORP                                  | DEFINITIVE HEALTHCARE CORP                                                                  | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21900 | NS      | $62196.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                                            | WARBY PARKER INC                                                                            | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     480677 | NS      | $9522211.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHWORKS INC                                              | FRESHWORKS INC CL A                                                                         | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      95696 | NS      | $1161749.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                                | LIFE TIME GROUP HOLDINGS INC                                                                | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     217092 | NS      | $6061208.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GITLAB INC                                                  | GITLAB INC CL A                                                                             | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |      35311 | NS      | $1449869.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD HARMONICS BIO INC                                     | THIRD HARMONICS BIO INC                                                                     | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7000 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                               | CONSENSUS CLOUD SOLUTION                                                                    | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1700 | NS      | $37128.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                  | OMNIAB INC                                                                                  | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6224 | NS      | $11265.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITA COCO CO INC/THE                                        | VITA COCO CO INC/THE                                                                        | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     151966 | NS      | $8116504.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| P10 INC                                                     | P10 INC CL A                                                                                | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     511638 | NS      | $4799164.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FLUENCE ENERGY INC                                          | FLUENCE ENERGY INC                                                                          | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |      92098 | NS      | $1808804.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| XERIS BIOPHARMA HOLDINGS INC                                | XERIS BIOPHARMA HOLDINGS INC                                                                | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53700 | NS      | $385566.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                        | KYNDRYL HOLDINGS INC                                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      58941 | NS      | $1522446.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                                       | ORION PROPERTIES INC.                                                                       | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               | CORP              | US        |      11104 | NS      | $24984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISLANDS                              | NU HOLDINGS LTD/CAYMAN ISLANDS                                                              | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |     652415 | NS      | $11345496.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THIRD COAST BANCSHARES INC                                  | THIRD COAST BANCSHARES INC                                                                  | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       4265 | NS      | $162539.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE MACHINES INC                                      | INTUITIVE MACHINES INC A                                                                    | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |      14749 | NS      | $140115.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIGHTSPRING HEALTH SERVICES INC                            | BRIGHTSPRING HEALTH SERVICES INC                                                            | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     100004 | NS      | $3616144.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO DRS INC                                            | LEONARDO DRS INC                                                                            | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      17659 | NS      | $603408.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                | TERAWULF INC                                                                                | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |      60958 | NS      | $945458.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG INC                                                     | TPG INC                                                                                     | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     330392 | NS      | $19519559.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ERMENEGILDO ZEGNA HOLDITALIA SPA                            | ERMENEGILDO ZEGNA HOLDITALIA SPA                                                            | CUSIP: N/A<br>LEI: 8156003760472AA7E269       | Long             | EC               | CORP              | NL        |     491100 | NS      | $5240037.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT, INC                               | APOLLO GLOBAL MANAGEMENT INC                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |    1197756 | NS      | $157924128.60  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                         | DOUGLAS ELLIMAN INC                                                                         | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    1411089 | NS      | $3739385.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYLYX PHARMACEUTICALS INC                                  | AMYLYX PHARMACEUTICALS INC                                                                  | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      84041 | NS      | $1258934.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDING LTD                          | CREDO TECHNOLOGY GROUP HOLDING LTD                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     129256 | NS      | $22955865.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 3.45% 02/01/2052                                              | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $135667.88     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                   | CONSTELLATION ENERGY CORP                                                                   | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     217011 | NS      | $79070127.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                   | SHELL PLC SPONS ADR                                                                         | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     403021 | NS      | $29730859.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SUPER GROUP SGHC LTD                                        | SUPER GROUP SGHC LTD                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       3610 | NS      | $39096.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC INC                                                     | BRC INC CL A                                                                                | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52503 | NS      | $66678.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CPS AUTO RECEIVABLES TRUST 2022-A                           | CPS AUTO RECEIVABLES TRUST 2022-A 2.84% 04/16/2029 144A                                     | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2885412 | PA      | $2869918.97    | 0.00%             | 2029-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                         | BELLRING BRANDS INC                                                                         | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     486621 | NS      | $15031722.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                            | HF SINCLAIR CORP                                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     653892 | NS      | $34597425.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                                | EMBECTA CORP                                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     843372 | NS      | $10757209.86   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                   | WARNER BROS DISCOVERY INC                                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     167690 | NS      | $4024560.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                                   | ESAB CORP                                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     279602 | NS      | $31382528.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVAN INC                                                   | NAVAN INC A                                                                                 | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |     138104 | NS      | $2304955.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                    | COREBRIDGE FINANCIAL INC                                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    1317005 | NS      | $39536490.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDHOUND AI INC                                           | SOUNDHOUND AI INC                                                                           | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22489 | NS      | $270992.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DRAFTKINGS INC                                              | DRAFTKINGS HOLDINGS INC                                                                     | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     445352 | NS      | $14767872.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                                                | CRANE NXT CO                                                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     205801 | NS      | $11586596.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 4.7% 06/01/2027                                               | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $804879.54     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IVANHOE ELECTRIC INC                                        | IVANHOE ELECTRIC INC                                                                        | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16000 | NS      | $228960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD BUSINESS CORP                                    | BROOKFIELD BUSINESS CORP-CL A                                                               | CUSIP: 11259V106<br>LEI: 2549005XWAHF5YCLN502 | Long             | EC               | CORP              | CA        |     125586 | NS      | $4377927.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 5.45% 06/15/2027                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101473.93     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                                     | PAGAYA TECHNOLGOIES LTD A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       4882 | NS      | $121805.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ADTRAN HOLDINGS INC                                         | ADTRAN HOLDINGS INC                                                                         | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      64445 | NS      | $511048.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                  | HALEON PLC SPONS ADR                                                                        | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    1165745 | NS      | $11400986.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D-WAVE QUANTUM INC                                          | D-WAVE QUANTUM INC                                                                          | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      47615 | NS      | $1079432.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                                    | GIGACLOUD TECHNOLOGY INC A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     149248 | NS      | $5537100.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                        | JACOBS SOLUTIONS INC                                                                        | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       3253 | NS      | $438536.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                                   | XPERI INC                                                                                   | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      65100 | NS      | $376929.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZYMEWORKS DELAWARE INC                                      | ZYMEWORKS DELAWARE INC                                                                      | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      36264 | NS      | $968611.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBILEYE GLOBAL INC                                         | MOBILEYE GLOBAL INC A                                                                       | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     174172 | NS      | $2058713.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                                     | RXO INC                                                                                     | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32641 | NS      | $431514.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SERVICETITAN INC                                            | SERVICETITAN INC-A                                                                          | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      98100 | NS      | $8766216.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                                           | U-HAUL HOLDING CO                                                                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       8627 | NS      | $415044.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD                                           | FTAI AVIATION LTD                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      88129 | NS      | $15267467.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWAMSTERDAM PHARMA COMPANY NV                              | NEWAMSTERDAM PHARMA COMPANY NV                                                              | CUSIP: N/A<br>LEI: 984500B6549TF6E14D36       | Long             | EC               | CORP              | NL        |     100253 | NS      | $4140448.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD ASSET MANAGEMENT LTD                             | BROOKFIELD ASSET MANAGEMENT LTD A                                                           | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      64892 | NS      | $3422404.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                              | GE HEALTHCARE TECHNOLOGIES INC WI                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     128500 | NS      | $10278715.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                                               | NEXTPOWER INC                                                                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52728 | NS      | $4830939.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                                                 | ABIOMED INC CVR                                                                             | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |      14700 | NS      | $33957.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-1           | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-1 4.66% 02/16/2028                          | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1007456 | PA      | $1010034.02    | 0.00%             | 2028-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                                | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $852975.66     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRUCTURE THERAPEUTICS INC                                  | STRUCTURE THERAPEUTICS INC ADR                                                              | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      60209 | NS      | $2156084.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALYS THERAPEUTICS INC                                  | MINERALYS THERAPEUTICS INC                                                                  | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28500 | NS      | $1228920.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                  | KENVUE INC                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     763079 | NS      | $13239420.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                           | ATMUS FILTRATION TECHNOLOGIES INC                                                           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     273903 | NS      | $13862230.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                   | LINDE PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     733376 | NS      | $300918840.32  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 7.01% 11/15/2028 144A                          | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $483516.09     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRANE CO                                                    | CRANE CO                                                                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       4954 | NS      | $907820.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 6.7% 04/01/2053                                                 | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1984000 | PA      | $2130682.32    | 0.00%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LTD                              | FIDELIS INSURANCE HOLDINGS LTD                                                              | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |      34409 | NS      | $655147.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC                                            | UL SOLUTIONS INC CL A                                                                       | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     245159 | NS      | $22360952.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP                    | MADISON SQUARE GARDEN ENTERTAINMENT CORP                                                    | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5200 | NS      | $257244.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM TR 2023-R3                                              | CIM TR 2023-R3 A1A 4.5% 01/25/2063 144A                                                     | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     466421 | PA      | $457155.93     | 0.00%             | 2063-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                          | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4780000 | PA      | $5170052.73    | 0.01%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-2                           | FLAGSHIP CREDIT AUTO TRUST 2023-2 B 5.21% 05/15/2028 144A                                   | CUSIP: 33843EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2354000 | PA      | $2351866.57    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HINGE HEALTH INC                                            | HINGE HEALTH INC                                                                            | CUSIP: 433313103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11829 | NS      | $578556.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR INC                                                | SINCLAIR INC CL A                                                                           | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        387 | NS      | $6099.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 7.3% 08/12/2033 144A REGS                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    1000000 | PA      | $335171.00     | 0.00%             | 2033-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY CORP                                           | TALEN ENERGY CORP                                                                           | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      86540 | NS      | $34120125.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                  | PHINIA INC                                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     162020 | NS      | $8763661.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS AUD 4.50000 09/20/23 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   25470000 | NC      | $-162231.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                         | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                                  | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $331972.56     | 0.00%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                        | FORTREA HOLDINGS INC                                                                        | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      12917 | NS      | $164175.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES INC                                        | RAMACO RESOURCES INC-B                                                                      | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        284 | NS      | $3552.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                               | BGC GROUP INC A                                                                             | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |       8167 | NS      | $71052.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA INC                                              | SHARKNINJA INC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      99082 | NS      | $9667430.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTA BRAVES HOLDINGS INC                                 | ATLANTA BRAVES HOLDINGS INC                                                                 | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        800 | NS      | $31840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                          | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $5105286.64    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                        | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $5073500.77    | 0.01%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                      | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CL C                                                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13500 | NS      | $1295730.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC                                  | HOWARD HUGHES HOLDINGS INC                                                                  | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |      63221 | NS      | $5660176.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                         | DIEBOLD NIXDORF INC                                                                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     296834 | NS      | $19151729.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SEZZLE INC                                                  | SEZZLE INC                                                                                  | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |     147867 | NS      | $9130787.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MEXICO UNITED MEXICAN STATES                                | MEXICO UNITED MEXICAN STATES 8.5% 03/01/2029                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |  247500000 | PA      | $13722753.20   | 0.02%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                | VERALTO CORP                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     116725 | NS      | $11814904.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLAVIYO INC                                                 | KLAVIYO INC-A                                                                               | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54800 | NS      | $1565088.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MAPLEBEAR INC                                               | MAPLEBEAR INC                                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     237243 | NS      | $9966578.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC                                      | TKO GROUP HOLDINGS INC                                                                      | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      90627 | NS      | $17571669.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTIS CORP                                                 | VESTIS                                                                                      | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |       2500 | NS      | $16200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC                                       | ANGLOGOLD ASHANTI PLC                                                                       | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     469013 | NS      | $40185033.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARATEK PHARMACEUTICALS INC                                 | PARATEK PHARMACEUTICALS INC CVR RT                                                          | CUSIP: N/A<br>LEI: 5493007V5QDIWECEYV79       | Long             | EC               | CORP              | US        |       2400 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GCI LIBERTY INC                                             | GCI LIBERTY INC CL A ESCROW LINE                                                            | CUSIP: N/A<br>LEI: 5493003JDENERRDYFN86       | Long             | EC               | CORP              | US        |     105502 | NS      | $1.06          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NCR ATLEOS CORP                                             | NCR ATLEOS CORP                                                                             | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     379743 | NS      | $14077073.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYSTAR HOLDING CORP                                        | WAYSTAR HOLDING CORP                                                                        | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     569022 | NS      | $21002602.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON INSURANCE GROUP LTD                                | HAMILTON INSURANCE GROUP LTD                                                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     132345 | NS      | $3610371.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILLIONTOONE INC                                            | BILLIONTOONE INC                                                                            | CUSIP: 090168105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         52 | NS      | $6769.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 6.8% 08/15/2029                        | CUSIP: 108056AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3204892 | PA      | $3219660.72    | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUNGE GLOBAL SA                                             | BUNGE GLOBAL SA                                                                             | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |     106100 | NS      | $10193027.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL LTD                                          | LIBERTY GLOBAL LTD CL A                                                                     | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |      40328 | NS      | $460142.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | S and P500 EMINI FUT DEC25 ESZ5                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       1754 | NC      | $15104373.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | FED FUND 30DAY FUT MAY26 FFK6                                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        110 | NC      | $-84632.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | FED FUND 30DAY FUT FEB26 FFG6                                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        268 | NC      | $-39386.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NB BANCORP INC                                              | NB BANCORP INC                                                                              | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57846 | NS      | $1133203.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CG ONCOLOGY INC                                             | CG ONCOLOGY INC                                                                             | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18000 | NS      | $807120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO 5.2% 06/01/2034                                               | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $907568.60     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2026                                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |  120100000 | PA      | $21490491.98   | 0.02%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS INC                                             | AMER SPORTS INC                                                                             | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |      52823 | NS      | $1961317.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                                | AMERICAN HEALTHCARE REIT INC                                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     284801 | NS      | $14462194.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARPLINK GAMING INC                                        | SHARPLINK GAMING INC                                                                        | CUSIP: 820014405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26322 | NS      | $279539.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OKEANIS ECO TANKERS CORP                                    | OKEANIS ECO TANKERS CORP                                                                    | CUSIP: N/A<br>LEI: 213800U35RCYXTKVEM65       | Long             | EC               | CORP              | MH        |     110244 | NS      | $4061388.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                              | GE VERNOVA INC                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     154761 | NS      | $92821004.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA TRANSPORTATION INC                                      | VIA TRANSPORTATION INC                                                                      | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Long             | EC               | CORP              | US        |      11151 | NS      | $388389.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND REPUBLIC OF                                          | POLAND REPUBLIC OF 4.75% 07/25/2029                                                         | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |   19960000 | PA      | $5550415.28    | 0.01%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NANO NUCLEAR ENERGY INC                                     | NANO NUCLEAR ENERGY INC                                                                     | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3414 | NS      | $111637.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLVENTUM CORP                                              | SOLVENTUM CORP                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       4512 | NS      | $384693.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMEBANC MTG TR                                             | HOMEBANC MTG TR STEP 08/25/2029                                                             | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     219015 | PA      | $214271.90     | 0.00%             | 2029-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TR                                      | SOUNDVIEW HOME LOAN TR TSFR1M+67.448 05/25/2036                                             | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2011113 | PA      | $1967006.25    | 0.00%             | 2036-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOAR HOLDINGS INC                                           | LOAR HOLDINGS INC                                                                           | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44660 | NS      | $3056977.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MAREX GROUP PLC                                             | MAREX GROUP PLC                                                                             | CUSIP: N/A<br>LEI: 549300DWX0SVICJAL507       | Long             | EC               | CORP              | GB        |     467670 | NS      | $16270239.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $5059918.06    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                  | SOUND POINT CLO XXVIII LTD A1R TSFR3M+128 01/25/2032 144A                                   | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     353976 | PA      | $354350.91     | 0.00%             | 2032-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                               | GOLDMAN SACHS GROUP INC (THE) 5.851%/VAR 04/25/2035                                         | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9430000 | PA      | $10127228.08   | 0.01%             | 2035-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD                                   | MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A                                  | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999100.00     | 0.00%             | 2034-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRYSAIL CLO 2022-1 LTD                                      | TRYSAIL CLO 2022-1 LTD A TSFR3M+123.9 10/20/2033 144A                                       | CUSIP: 89856JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    4000000 | PA      | $4003584.00    | 0.00%             | 2033-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 55 CLO LTD                                           | DRYDEN 55 CLO LTD A1 TSFR3M+128.161 04/15/2031 144A                                         | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     124741 | PA      | $124874.57     | 0.00%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                 | SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A                                     | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5348546 | PA      | $5335135.88    | 0.01%             | 2052-06-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                 | SMB PRIVATE ED LN TR 2024-C A1A 5.5% 06/17/2052 144A                                        | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2509360 | PA      | $2583186.00    | 0.00%             | 2052-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LABCORP HOLDINGS INC                                        | LABCORP HOLDINGS INC                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68399 | NS      | $18384283.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INHIBRX BIOSCIENCES INC                                     | INHIBRX BIOSCIENCES INC                                                                     | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6003 | NS      | $504972.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                       | CROWN POINT CLO 7 LTD AR TSFR3M+123 10/20/2031 144A                                         | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      64289 | PA      | $64309.92      | 0.00%             | 2031-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                               | TEMPUS AI INC                                                                               | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Long             | EC               | CORP              | US        |      22385 | NS      | $1744463.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CPPIB CAP INC                                               | CPPIB CAP INC 4.3% 06/02/2034 REGS                                                          | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $1440451.67    | 0.00%             | 2034-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAIL INC                                                   | GRAIL INC                                                                                   | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |       4495 | NS      | $496203.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Securities Fund                                    | FIDELITY BLUE CHIP GROWTH FUND                                                              | CUSIP: 316389162<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |     489604 | NS      | $128981183.98  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT INC                         | CONCENTRA GROUP HOLDINGS PARENT INC                                                         | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5692 | NS      | $117027.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12/18/24-5Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        | -104600000 | NC      | $-402567.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                    | FERGUSON ENTERPRISES INC                                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      34862 | NS      | $8773719.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.50000 12-18-24-30Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -17310000 | NC      | $599071.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                               | ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A                                | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     331998 | PA      | $332372.99     | 0.00%             | 2032-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-E                                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A                               | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4165935 | PA      | $4243907.83    | 0.00%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2024-3                       | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A B 5.08% 01/16/2029 144A                           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1509112.65    | 0.00%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2024-3                       | GLS AUTO RECEIVABLES ISSUER TR 2024-3A C 5.21% 02/18/2031 144A                              | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1517851.95    | 0.00%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTVIEW REIT INC                                          | FRONTVIEW REIT INC                                                                          | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14395 | NS      | $219955.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENAS BIOPHARMA INC                                         | ZENAS BIOPHARMA INC                                                                         | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50000 | NS      | $1941500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDEA GROUP CO LTD                                          | MIDEA GROUP CO LTD H                                                                        | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     364537 | NS      | $4143716.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                      | SIRIUS XM HOLDINGS INC                                                                      | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     339146 | NS      | $7210243.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STANDARDAERO INC                                            | STANDARDAERO INC                                                                            | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     326068 | NS      | $8516896.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCH INC                                 | S and P MID 400 EMINI FUT DEC25 FAZ5                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          9 | NC      | $178513.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | E-MINI RUSS 2000 FUT DEC25 RTYZ5                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         44 | NC      | $233728.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                    | CURBLINE PROPERTIES CORP                                                                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      40472 | NS      | $968899.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007-HE4 TR                 | WAMU AB CTFS WAMU 2007-HE4 TR STEP 07/25/2047                                               | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3789842 | PA      | $2890147.99    | 0.00%             | 2047-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MTG LN TR 2007 4                                 | OPTION ONE MTG LN TR 2007 4 STEP 04/25/2037                                                 | CUSIP: 68403FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6744228 | PA      | $3685654.30    | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                 | PAGAYA AI DEBT TRUST 2024-3 6.258% 10/15/2031 144A                                          | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1757758 | PA      | $1765350.09    | 0.00%             | 2031-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12/18/24 10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -61510000 | NC      | $-305848.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12-18-24-20Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -260000 | NC      | $23799.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.48% 04/16/2029                                    | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $749778.00     | 0.00%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                            | PAGAYA AI DEBT GRANTOR TRUST 2024-8 A 5.331% 01/15/2032 144A                                | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     777362 | PA      | $780158.87     | 0.00%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.45% 03/15/2028                                    | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     462644 | PA      | $462769.52     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2024-5                     | EXETER AUTOMOBILE RECEIVABLES TR 2024-5 4.64% 01/15/2030                                    | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $752539.13     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3              | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-NQM3 A1 VAR 07/25/2069 144A                       | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2095384 | PA      | $2097566.35    | 0.00%             | 2069-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM EUROPEAN CLO I DAC                                     | BBAM EUROPEAN CLO I DAC AR 3MEUR+87 07/22/2034 144A                                         | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1158622.23    | 0.00%             | 2034-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A                          | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2741922 | PA      | $2500432.31    | 0.00%             | 2064-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12-18-24-2Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -11690000 | NC      | $175545.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 2017-RPL3                      | CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 B1 VAR 08/01/2057 144A                               | CUSIP: 12651YAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     598549 | PA      | $587311.79     | 0.00%             | 2057-08-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                          | SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A                                           | CUSIP: 800130AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4002000.00    | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                          | SANDSTONE PEAK LTD A1R TSFR3M+128 10/15/2034 144A                                           | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500624.00    | 0.00%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM EUROPEAN CLO                                           | BBAM EUROPEAN CLO A 3MEUR+92 01/15/2036 144A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1736191.09    | 0.00%             | 2036-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                               | BLACKROCK INC                                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      65939 | NS      | $69057914.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                         | TE CONNECTIVITY PLC                                                                         | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     512219 | NS      | $115838326.85  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APIDOS CLO XXX                                              | APIDOS CLO XXX A2R TSFR3M+150 10/18/2031 144A                                               | CUSIP: 03768CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1550348.75    | 0.00%             | 2031-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX HY43 5Y ICE                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    1760000 | NC      | $19948.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                        | MILL CITY MORTGAGE LOAN TRUST 2017-1 3.25% 11/25/2058 144A                                  | CUSIP: 59981HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4560000 | PA      | $4429040.90    | 0.01%             | 2058-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD A2R TSFR3M+148 07/16/2034 144A                           | CUSIP: 05684RAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1994220.00    | 0.00%             | 2034-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD BR TSFR3M+165 07/16/2034 144A                            | CUSIP: 05684RAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000130.00    | 0.00%             | 2034-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                               | SCHAEFFLER AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | EC               | CORP              | DE        |    1270136 | NS      | $9815523.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                    | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 A2 4.43% 12/17/2029 144A                           | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2686061 | PA      | $2692688.08    | 0.00%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                    | GLS AUTO SELECT RECEIVABLES TRUST 2024-4A B 4.5% 11/15/2030 144A                            | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2009557.00    | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTG FDG TR                                       | GREENPOINT MTG FDG TR 05-AR4 3A1 6.52303% 10/25/2045                                        | CUSIP: 39538WBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8063219 | PA      | $6113599.67    | 0.01%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTG FDG TR                                       | GREENPOINT MTG FDG TR 05-AR4 4A1A STEP 10/25/2045                                           | CUSIP: 39538WBY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1210068 | PA      | $1134501.01    | 0.00%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 09/25/2034                                                | CUSIP: 61744CHP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     298948 | PA      | $305372.07     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM LOAN INCOME FUND I LTD                                  | LCM LOAN INCOME FUND I LTD B TSFR3M+171.161 04/20/2031 144A                                 | CUSIP: 50189XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2325000 | PA      | $2326174.13    | 0.00%             | 2031-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-2                                      | LENDMARK FUNDING TRUST 2024-2 4.47% 02/21/2034 144A                                         | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $700831.53     | 0.00%             | 2034-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                     | AMERIQUEST MTG SECS INC 04-R6 M4 STEP 07/25/2034                                            | CUSIP: 03072SSQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1370893 | PA      | $1179407.27    | 0.00%             | 2034-07-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                     | AMERIQUEST MTG SECS INC STEP 07/25/2034                                                     | CUSIP: 03072SRY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1488647 | PA      | $1486885.23    | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 09/25/2034                                                | CUSIP: 61744CGW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     715454 | PA      | $748833.38     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING and RESID ENTIAL FINANCE TRUST       | SPECIALTY UNDERWRIT and RESID FIN 04-BC1 M1 STEP 02/25/2035                                 | CUSIP: 84751PBZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     396282 | PA      | $419244.42     | 0.00%             | 2035-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL6 LLC                                          | PRET 2024-NPL6 LLC VAR 10/25/2054 144A                                                      | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1996085 | PA      | $1996707.26    | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                           | BEAR STRNS ASSET BCKD SEC I TR STEP 02/25/2036                                              | CUSIP: 07387UDU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6244096 | PA      | $5812956.78    | 0.01%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TR                                     | NAVIENT STUDENT LOAN TR 3.48% 04/15/2060 144A                                               | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1873433 | PA      | $1765775.22    | 0.00%             | 2060-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 LTD / AGL CLO 5 LLC                               | AGL CLO 5 LTD / AGL CLO 5 LLC BRR TSFR3M+138.839 07/20/2034 144A                            | CUSIP: 00119TAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2999856.00    | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD A1RR TSFR3M+121 10/23/2034 144A                          | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4302412.30    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD BRR TSFR3M+160 10/23/2034 144A                           | CUSIP: 05684CAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001108.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7          | CITIMORTGAGE ALTERNATIVE LOAN TRUST SERIES 2007-A7 TSFR1M+51.448 07/25/2037                 | CUSIP: 12566XAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2536123 | PA      | $2019186.79    | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A A3 4.71% 04/17/2028 144A                      | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3009474.30    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2024-10                                   | JP MORGAN MORTGAGE TRUST 2024-10 A11 VAR 03/25/2055 144A                                    | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1865405 | PA      | $1866910.00    | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-8                           | VERUS SECURITIZATION TRUST 2024-8 A1 VAR 10/25/2069 144A                                    | CUSIP: 92540PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     809234 | PA      | $813949.97     | 0.00%             | 2069-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A                             | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     937505 | PA      | $953617.39     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECS CORP HOME EQUITY LN TR SER AMQ 2007-HE2   | ASSET BCKD CORP HE AMQ 07-HE2 A4 STEP 05/25/2037                                            | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1265009 | PA      | $914364.02     | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 4                                            | PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A                                             | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4505778.00    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                             | CASCADE MH ASSET TRUST 2024-MH1 5.695% 11/25/2056 144A                                      | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     906395 | PA      | $937427.66     | 0.00%             | 2056-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DBT SELECTION TRUST                               | PAGAYA AI DBT SELECTION TRUST 8.798% 07/15/2031 144A                                        | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3038941 | PA      | $3051587.00    | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO XIV DAC                                   | ARES EUROPEAN CLO XIV DAC AR 3MEUR+103 10/21/2034 144A                                      | CUSIP: N/A<br>LEI: 635400CPKWIBFGMQTE81       | Long             | ABS-CBDO         | CORP              | IE        |    2101374 | PA      | $2438961.39    | 0.00%             | 2034-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                       | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     600000 | PA      | $611302.75     | 0.00%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                   | NYMT LOAN TRUST 2024-INV1 5.379% 06/25/2069 144A                                            | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1698419 | PA      | $1707049.83    | 0.00%             | 2069-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC A2R2 TSFR3M+160 01/25/2035 144A       | CUSIP: 28623VAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000078.00    | 0.00%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC BR2 TSFR3M+185 01/25/2035 144A        | CUSIP: 28623VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000232.00    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 4.62% 11/15/2028                              | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1502439.60    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 A3 4.72% 09/15/2028                    | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3105632.70    | 0.00%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2014-6              | JP MORGAN RESECUR TRUST SER 14-6 1A2 TSFR1M+32.448 07/27/2036 144A                          | CUSIP: 46643NAB1<br>LEI: 5493004MQHFTPQUDN572 | Long             | ABS-CBDO         | CORP              | US        |    5064953 | PA      | $4540894.05    | 0.01%             | 2036-07-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LN FDG 2023-2 DAC                    | PALMER SQUARE EUROPEAN LN FDG 2023-2 DAC B 3MEUR+185 05/15/2034 144A                        | CUSIP: N/A<br>LEI: 549300XJWVHAIRILDH71       | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2322981.24    | 0.00%             | 2034-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                        | ACRA TRUST 2024-NQM1 5.608% 10/25/2064 144A                                                 | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     405951 | PA      | $409001.46     | 0.00%             | 2064-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERUS CONSTRUCTION GROUP INC                               | EVERUS CONSTRUCTION GROUP INC                                                               | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     106445 | NS      | $9788682.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYWOLF CLO III LTD                                        | GREYWOLF CLO III LTD A2R2 TSFR3M+185 04/22/2033 144A                                        | CUSIP: 39809CBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1200844.80    | 0.00%             | 2033-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024                             | VERUS SECURITIZATION TRUST 2024 5.218% 09/25/2069 144A                                      | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1628188 | PA      | $1638972.47    | 0.00%             | 2069-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC     | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC BR TSFR3M+165 10/20/2034 144A       | CUSIP: 05685AAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $799284.00     | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN TR                                  | FIRST FRANKLIN MTG LOAN TR STEP 10/25/2034                                                  | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1162404 | PA      | $1060499.07    | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC     | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC A2R TSFR3M+145 10/20/2034 144A      | CUSIP: 05685AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $797264.80     | 0.00%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                  | FANNIEMAE 30YR 4.705133% 09/01/2031#BM7581                                                  | CUSIP: 3140JCM76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3900000 | PA      | $4004103.87    | 0.00%             | 2031-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.72% 08/01/2030#BS9220                                                           | CUSIP: 3140LLG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     681235 | PA      | $697372.87     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.77% 10/01/2028#BS9613                                                           | CUSIP: 3140LLVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $512791.40     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.72% 10/01/2028#BS9669                                                           | CUSIP: 3140LLW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1021753.70    | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDENTL AST SEC CORP MTG P-T                              | RESIDENTL AST SEC CORP MTG P-T STEP 06/25/2034                                              | CUSIP: 76110WYN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2521707 | PA      | $2442343.95    | 0.00%             | 2034-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.48100 10-29-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     900000 | NC      | $-4180.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC                                    | HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A                                       | CUSIP: N/A<br>LEI: 549300FO5F55WI5RCR50       | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1624548.48    | 0.00%             | 2037-11-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XI LTD                                             | OFSI BSL XI LTD AR TSFR3M+127 04/20/2034 144A                                               | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1100903.10    | 0.00%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                        | COLOMBIA REPUBLIC OF 8.375% 11/07/2054                                                      | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2200000 | PA      | $2351800.00    | 0.00%             | 2054-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                            | SEQUOIA MORTGAGE TRUST 2024-HYB1 A1A VAR 11/25/2063 144A                                    | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     944622 | PA      | $944895.46     | 0.00%             | 2063-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                        | ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A                                               | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3634666 | PA      | $3555453.41    | 0.00%             | 2063-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.46500 10-30-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     200000 | NC      | $-1173.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC                              | GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A                                  | CUSIP: N/A<br>LEI: 635400MCCB6TWMK1AY05       | Long             | ABS-CBDO         | CORP              | IE        |    2200000 | PA      | $2551457.87    | 0.00%             | 2039-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                          | PRET 2024-NPL7 LLC VAR 10/25/2054 144A                                                      | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     982467 | PA      | $982772.75     | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-F A1A 5.06% 03/16/2054 144A                           | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     512338 | PA      | $520525.65     | 0.00%             | 2054-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 11/25/2054                                       | CUSIP: 3137HHFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     477333 | PA      | $476745.42     | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT II DAC                             | INDIGO CREDIT MANAGEMENT II DAC B 3MEUR+210 07/15/2038 144A                                 | CUSIP: N/A<br>LEI: 635400ZBUBZKOZYRMX14       | Long             | ABS-CBDO         | CORP              | IE        |    2500000 | PA      | $2903363.94    | 0.00%             | 2038-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC                                            | LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1187776 | PA      | $1380194.69    | 0.00%             | 2066-05-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | IRS PLN 4.93 11/04/24 5Y CME                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -6800000 | NC      | $-69942.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+116.448 11/25/2035                                    | CUSIP: 0738795F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2394423 | PA      | $2305874.61    | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LN TR                                    | CENTEX HOME EQUITY LN TR STEP 09/25/2034                                                    | CUSIP: 152314LU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     573882 | PA      | $528164.76     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                | SAXON ASSET SECURITIES TRUST STEP 08/25/2035                                                | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1978080 | PA      | $1814606.13    | 0.00%             | 2035-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GSAMP TR 2007 FM1                                           | GSAMP TR 2007 FM1 A1 STEP 12/25/2036                                                        | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     728670 | PA      | $392263.51     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                 | FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A                                  | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     924627 | PA      | $924717.73     | 0.00%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOCA STATIC CLO I DESIGNATED ACTIVITY COMPANY              | AVOCA STATIC CLO I DESIGNATED ACTIVITY COMPANY BR 3MEUR+170 01/15/2035 144A                 | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |    2700000 | PA      | $3129530.08    | 0.00%             | 2035-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.51500 11-06-24-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    1600000 | NC      | $-3385.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1              | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064                             | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2705095 | PA      | $2648736.71    | 0.00%             | 2064-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                          | PRPM 2024-RPL3 A1 LLC 4% 11/25/2054 144A                                                    | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2742503 | PA      | $2699845.55    | 0.00%             | 2054-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO IX DAC                                          | TIKEHAU CLO IX DAC AR 3MEUR+122 01/20/2037 144A                                             | CUSIP: N/A<br>LEI: 635400WF4D7I3IFMCZ19       | Long             | ABS-CBDO         | CORP              | IE        |     900000 | PA      | $1044377.66    | 0.00%             | 2037-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO                       | ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A                          | CUSIP: N/A<br>LEI: 635400S59B1EE8UDJW07       | Long             | ABS-CBDO         | CORP              | IE        |    3200000 | PA      | $3714453.00    | 0.00%             | 2038-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC                    | PALMER SQUARE EUROPEAN LN FDG 2023-3 DAC BR 3MEUR+165 05/15/2033 144A                       | CUSIP: N/A<br>LEI: 54930004WJL9ZPQZOM50       | Long             | ABS-CBDO         | CORP              | IE        |    3000000 | PA      | $3482585.13    | 0.00%             | 2033-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                  | 522 FUNDING CLO 2020-6 LTD A1R2 TSFR3M+120 10/23/2034 144A                                  | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3252427.75    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-5                                       | TOWD PT MTG TR 2024-5 A1A VAR 144A                                                          | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2983520 | PA      | $3010064.43    | 0.00%             | 2064-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD                                          | ARES XXVII CLO LTD AR3 TSFR3M+115 10/28/2034 144A                                           | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001257.00    | 0.00%             | 2034-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVE 2024-3 LTD / ATLANTIC AVE 2024-3 LLC           | ATLANTIC AVE 2024-3 LTD / ATLANTIC AVE 2024-3 LLC A TSFR3M+126 01/20/2035 144A              | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2499997.50    | 0.00%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TR 2024-2                                    | PAGAYA AI DEBT TRUST 2024-2 A 6.319% 08/15/2031 144A                                        | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1223396 | PA      | $1229115.80    | 0.00%             | 2031-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                           | PRIMO BRANDS CORP A                                                                         | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     676186 | NS      | $10609358.34   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-7 LLC                                             | PRPM 2024-7 A1 LLC VAR 12/25/2029 144A                                                      | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2361704 | PA      | $2362430.17    | 0.00%             | 2029-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                              | PAGAYA AI DEBT SELECTION TRUST 2024-1 B 7.109% 07/15/2031 144A                              | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1970763 | PA      | $1980596.14    | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-5 LTD                          | BAIN CAPITAL CREDIT CLO 2021-5 LTD A1R TSFR3M+115 10/23/2034 144A                           | CUSIP: 05682EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3997964.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINBN 2024-RPL2A A                                          | KINBN 2024-RPL2A A STEP 01/24/2063 144A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    3231596 | PA      | $3747969.23    | 0.00%             | 2063-01-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                               | FHLG 30YR 6% 12/01/2053#RJ0139                                                              | CUSIP: 3142GQEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52168 | PA      | $53630.95      | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 04/01/2054#DB1377                                                            | CUSIP: 3140AAQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     541754 | PA      | $564085.29     | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                | UPSTART SECURITIZATION TRUST 7.92% 06/20/2033 144A                                          | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2285410 | PA      | $2301106.40    | 0.00%             | 2033-06-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                    | AMMC CDO AR TSFR3M+120 01/20/2035 144A                                                      | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3500000.00    | 0.00%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7980000 | PA      | $7983117.15    | 0.01%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.5% 12/01/2054#MA5553                                                            | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179066 | PA      | $181394.81     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3             | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A                       | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     426879 | PA      | $427601.65     | 0.00%             | 2032-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.86500 11/20/24 10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    2000000 | NC      | $49431.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.86% 08/01/2030#                                                                 | CUSIP: 3140NWSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $618406.80     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                   | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                             | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     344973 | PA      | $345164.85     | 0.00%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                         | TOWD POINT MORTGAGE TRUST 2024-CES6 5.725% 11/25/2064 144A                                  | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-CBDO         | CORP              | US        |    2826380 | PA      | $2857243.54    | 0.00%             | 2064-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERIMETER SOLUTIONS INC                                     | PERIMETER SOLUTIONS INC                                                                     | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2548 | NS      | $71038.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2024-NPL8 LLC                                          | PRET 2024-NPL8 LLC 5.9632% 11/25/2054 144A                                                  | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3737055 | PA      | $3738312.77    | 0.00%             | 2054-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-3                               | MARLETTE FUNDING TRUST 2022-3A C 6.89% 11/15/2032 144A                                      | CUSIP: 57109NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      68640 | PA      | $68697.22      | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.3% 11/01/2029#BZ2346                                                            | CUSIP: 3140NWTC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2026571.80    | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.01% 11/01/2029#BZ2116                                                           | CUSIP: 3140NWK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2005344.00    | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007-HE3                    | MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE3 A2A STEP 12/25/2036                         | CUSIP: 617538AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     234766 | PA      | $118559.48     | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2015-B                                 | SMB PRIVATE ED LN TR 2015-B 3.5% 12/17/2040 144A                                            | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-CBDO         | CORP              | US        |     450025 | PA      | $448866.98     | 0.00%             | 2040-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | IRS MXN 9.43000 10-31-24-1Y* (WHT) CME                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -10700000 | NC      | $-25.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1+24 9.4300 12/25/25 9Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -10700000 | NC      | $-51412.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                         | ARISTA NETWORKS INC                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     943339 | NS      | $123275540.52  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | IRS MXN 9.39000 11-15-24-1Y* (WHT) CME                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -12200000 | NC      | $-495.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD                                       | JAMESTOWN CLO XVI LTD AR TSFR3M+112 07/25/2034 144A                                         | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4800000 | PA      | $4797787.20    | 0.01%             | 2034-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                 | MERRILL LYNCH MTGE INVS INC STEP 01/25/2035                                                 | CUSIP: 59020UCQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3314462 | PA      | $3072740.93    | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2015-R6               | MORGAN STANLEY RESECURITIZATION TRUST 2015-R6 STEP 07/26/2045 144A                          | CUSIP: 61690XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2239409 | PA      | $2215484.01    | 0.00%             | 2045-07-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XIV DAC                              | CVC CORDATUS LOAN FUND XIV DAC A1R 3MEUR+85 05/22/2032 144A                                 | CUSIP: N/A<br>LEI: 635400UH3DTSYN3K2540       | Long             | ABS-CBDO         | CORP              | IE        |    2395296 | PA      | $2779987.73    | 0.00%             | 2032-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                 | OIS MXN TIIE1-9.39000 12-12-25-9Y CME                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |  -12200000 | NC      | $-57501.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                       | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1401410 | PA      | $1405734.81    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                                       | CUSIP: 3137HHKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3899455 | PA      | $3914099.83    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-8 LLC                                             | PRPM 2024-8 LLC 5.897% 12/25/2029 144A                                                      | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3396148 | PA      | $3397252.68    | 0.00%             | 2029-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT ASSET BACKED CTFS WMABS SER 2006 HE3 TR      | WASHINGTON MUT ABC SR 06HE3 TR STEP 08/25/2036                                              | CUSIP: 93934MAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2788702 | PA      | $1829899.99    | 0.00%             | 2036-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MTG SECS TR 2007 1                                | NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037                                                | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1689726 | PA      | $1642824.64    | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GSAMP TR 2007 NC1                                           | GSAMP TR 2007 NC1 STEP 12/25/2046                                                           | CUSIP: 3622MGAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1480847 | PA      | $739440.98     | 0.00%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GSAMP TR 2007 NC1                                           | GSAMP TR 2007 NC1 STEP 12/25/2046                                                           | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1057169 | PA      | $564612.07     | 0.00%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                             | ARGENT SECS INC STEP 11/25/2035                                                             | CUSIP: 040104PC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2241630 | PA      | $2198287.96    | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACE SEC CORP HOME EQUITY LN TR                              | ACE SEC CORP HOME EQUITY LN TR STEP 08/25/2035                                              | CUSIP: 004421RH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     222655 | PA      | $223546.65     | 0.00%             | 2035-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                 | MERRILL LYNCH MTGE INVS INC STEP 07/25/2035                                                 | CUSIP: 59020UMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5392033 | PA      | $5415348.53    | 0.01%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                | MORGAN STANLEY ABS CAP I INC STEP 12/25/2034                                                | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     316101 | PA      | $304944.89     | 0.00%             | 2034-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2007 1                        | RENAISSANCE HOME EQ LN TR 07 1 STEP 04/25/2037                                              | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4153493 | PA      | $1044675.81    | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD             | CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD ARRR TSFR3M+109 07/20/2034 144A             | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4599995.40    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                             | ARGENT SECS INC STEP 01/25/2034                                                             | CUSIP: 040104EN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     264257 | PA      | $254622.00     | 0.00%             | 2034-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                                              | TECHTARGET INC                                                                              | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8989 | NS      | $47012.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK PL SECS INC                                            | PARK PL SECS INC STEP 09/25/2034                                                            | CUSIP: 70069FBV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     435047 | PA      | $423142.17     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-8                                 | PAGAYA AI DEBT TRUST 2023-8 9.538% 06/16/2031 144A                                          | CUSIP: 694960AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2037370 | PA      | $2080334.51    | 0.00%             | 2031-06-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2021-3 LTD                                       | ICG US CLO 2021-3 LTD AR TSFR3M+115 10/20/2034 144A                                         | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4800000 | PA      | $4797595.20    | 0.01%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                           | PAGAYA AI DEBT GRANTOR TRUST 2024-11 5.637% 07/15/2032 144A                                 | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     674620 | PA      | $679553.57     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                           | PAGAYA AI DEBT GRANTOR TR 2024-11 A 5.092% 07/15/2032 144A                                  | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     893717 | PA      | $897416.21     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.3% 12/01/2029#BZ2582                                                            | CUSIP: 3140NW2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1704000 | PA      | $1718654.06    | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN SEASONED MTG TR 2024-1                           | J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A                                 | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1732713 | PA      | $1713108.79    | 0.00%             | 2063-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4% 04/01/2053#CB6012                                                              | CUSIP: 3140QRVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     612744 | PA      | $585878.97     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4% 11/01/2054#DC2693                                                              | CUSIP: 3140AP7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     671290 | PA      | $640180.55     | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL9 LLC                                          | PRET 2024-NPL9 LLC 5.8514% 12/25/2054 144A                                                  | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-CBDO         | CORP              | US        |    2449625 | PA      | $2450896.38    | 0.00%             | 2054-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                   | APTIV PLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     106217 | NS      | $8237128.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.34% 10/01/2032#                                                                 | CUSIP: 3140NW5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3103968 | PA      | $3270105.94    | 0.00%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.045% 12/01/2029#BZ2240                                                          | CUSIP: 3140NWP25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2007765.00    | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.73% 11/01/2030#BZ2671                                                           | CUSIP: 3140NW6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1998000 | PA      | $2124134.34    | 0.00%             | 2030-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-9.0000 12-24-4Y* CME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -82100000 | NC      | $-76810.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | BNP PARIBAS SNR SE ICE                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     500000 | NC      | $-2286.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC | PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC A2R5 TSFR3M+160 05/21/2034 144A | CUSIP: 69689ABY5<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4198294.80    | 0.00%             | 2034-05-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.24% 01/01/2034#BZ2691                                                           | CUSIP: 3140NW7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6106000 | PA      | $6455445.77    | 0.01%             | 2034-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                                   | BROOKFIELD RENEWABLE CORP                                                                   | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |      13449 | NS      | $557999.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD INFRASTRUCTURE CORP                              | BROOKFIELD INFRASTRUCTURE CORP                                                              | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |       6080 | NS      | $277552.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GA GLOBAL FUNDING TRUST                                     | GA GLOBAL FUNDING TRUST 5.9% 01/13/2035 144A                                                | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411772.55     | 0.00%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| F and G GLOBAL FUNDING                                      | F and G GLOBAL FUNDING 5.875% 01/16/2030 144A                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207366.74     | 0.00%             | 2030-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTG LN TR 2007-AR1                             | INDYMAC IMSC MTG LN TR 2007-AR1 VAR 06/25/2037                                              | CUSIP: 456672AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     912659 | PA      | $560775.66     | 0.00%             | 2037-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUIFIRST LN SECURITIZATION TR 2007-1                       | EQUIFIRST LN SECURITIZN TR 071 STEP 04/25/2037 144A                                         | CUSIP: 29445UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     935957 | PA      | $881318.39     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+72 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |       3262 | NC      | $-55765.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.25000 03/19/25 7Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -24960000 | NC      | $-979950.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS                                            | SMITHFIELD FOODS INC                                                                        | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      50200 | NS      | $1084822.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                          | SPTR TRS EQUITY FEDL01+72 CIB                                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DIR              | CORP              | CA        |      13792 | NC      | $-235782.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2025 CES1                                       | RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A                                                | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3795702 | PA      | $3836791.16    | 0.00%             | 2045-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORT LOAN TR                                 | MORGAN STANLEY MORT LOAN TR 2005-9AR 1A TSFR1M+40.448 12/25/2035                            | CUSIP: 61748HQW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1153713 | PA      | $845823.02     | 0.00%             | 2035-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 4.45% 01/01/2030#BZ2788                                                           | CUSIP: 3140NXC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10192861.00   | 0.01%             | 2030-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                           | MF1 2025-FL17 LLC AS TSFR1M+157.2 02/18/2040 144A                                           | CUSIP: 55287HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4987586.50    | 0.01%             | 2040-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2024-2                               | OPORTUN ISSUANCE TRUST 2024-2 6.61% 02/09/2032 144A                                         | CUSIP: 68377KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1777000 | PA      | $1788098.96    | 0.00%             | 2032-02-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 5.65% 10/01/2030#BZ3018                                                           | CUSIP: 3140NXK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1907458 | PA      | $2025098.34    | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.00000 03-19-25-2Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -11680000 | NC      | $-61543.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.25000 03-19-25-30Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -30710000 | NC      | $122495.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.25000 03-19-25-10y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -19940000 | NC      | $-737311.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                             | SANDISK CORPORATION                                                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     132953 | NS      | $29685745.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAILPOINT INC                                               | SAILPOINT INC                                                                               | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     522686 | NS      | $9627876.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.40000 02-12-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -400000 | NC      | $11069.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1                                              | EFMT 2025-CES1 5.726% 01/25/2060 144A                                                       | CUSIP: 26846VAA2<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-CBDO         | CORP              | US        |    1767480 | PA      | $1796898.44    | 0.00%             | 2060-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 02/19/2026                                                                     | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $19835.22      | 0.00%             | 2026-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75157 09-29-23-25Y* LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -7030000 | NC      | $-162831.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 12 LTD                             | ANCHORAGE CREDIT FUNDING 12 LTD A1 3.177% 10/25/2038 144A                                   | CUSIP: 03332DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $581917.80     | 0.00%             | 2038-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 7 LTD                              | ANCHORAGE CREDIT FUNDING 7 LTD A 4.62% 04/25/2037 144A                                      | CUSIP: 03331FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     214922 | PA      | $214300.85     | 0.00%             | 2037-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING II LTD                                | ROMARK CREDIT FUNDING II LTD A 2.625% 10/25/2039 144A                                       | CUSIP: 77588JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $379357.60     | 0.00%             | 2039-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 3 LTD                              | ANCHORAGE CREDIT FUNDING 3 LTD A1R 2.871% 01/28/2039 144A                                   | CUSIP: 03330EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $479436.00     | 0.00%             | 2039-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 12/25/2054                                       | CUSIP: 3137HHLU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     899955 | PA      | $907102.32     | 0.00%             | 2054-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                               | FHLG 30YR 5.5% 01/01/2055#SL0307                                                            | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6706216 | PA      | $6914970.08    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 5.7% 03/01/2035                                                 | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310272.64     | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                 | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405218.22     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-4.00000 02/26/25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -650000 | NC      | $-22459.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KESTRA MEDICAL TECHNOLOGIES INC                             | KESTRA MEDICAL TECHNOLOGIES INC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      39000 | NS      | $1052220.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF 5513 MF GT SOFR30A+ 11/25/2054                                  | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3367669 | PA      | $3371187.40    | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.89000 03-03-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -350000 | NC      | $-9030.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.90750 03-04-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -800000 | NC      | $-21749.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CR FDG 13 LTD / LLC                               | ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A                                     | CUSIP: 03290AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $286570.50     | 0.00%             | 2039-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CR FDG 4 LTD / LLC                                | ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A                                      | CUSIP: 03329TAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $285692.40     | 0.00%             | 2039-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.87000 03-05-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -800000 | NC      | $-19375.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                    | MARS INC 5.2% 03/01/2035 144A                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206923.45     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.42000 03/07/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     500000 | NC      | $-13149.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                           | EURO-OAT FUTURE DEC25 OATZ5                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -134 | NC      | $57674.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                           | EURO-BUND FUTURE DEC25 RXZ5                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        359 | NC      | $-496876.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.90500 03-12-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -700000 | NC      | $-18855.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABFC 2006-HE1 TR                                            | ABFC 2006-HE1 TR STEP 01/25/2037                                                            | CUSIP: 00075WAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7077765 | PA      | $3987222.10    | 0.00%             | 2037-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED CTFS SER 07-WMC1                               | ASSET BACKED CTFS SER 07-WMC1 STEP 06/25/2037                                               | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     812311 | PA      | $584915.29     | 0.00%             | 2037-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.46000 03-1-25-10Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     500000 | NC      | $-11562.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                    | JPN 10Y BOND(OSE) FUT DEC25 JBZ5                                                            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        -51 | NC      | $272371.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                           | HYATT HOTELS CORP 5.75% 03/30/2032                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104945.30     | 0.00%             | 2032-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                          | PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A                                                    | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1883536 | PA      | $1829988.62    | 0.00%             | 2055-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.50000 09-17-25-30Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   18960000 | NC      | $94456.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.75000 09/17/25 10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -36400000 | NC      | $-456243.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEARTFLOW INC                                               | HEARTFLOW INC                                                                               | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1400 | NS      | $45150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | SOFTBANK GROUP CORP SNR JP SP GST                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     100000 | NC      | $-44.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.93000 03-24-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -2200000 | NC      | $-63389.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.61000 03/24/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     400000 | NC      | $-3932.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CE34                               | RCKT MORTGAGE TRUST 2025-CE34 5.553% 03/25/2055 144A                                        | CUSIP: 749420AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2596434 | PA      | $2631869.20    | 0.00%             | 2055-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.88400 03-25-25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -700000 | NC      | $-17607.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE MTG ACCEP CORP                                  | RENAISSANCE MTG ACCEP CORP STEP 11/25/2035                                                  | CUSIP: 75970NBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     168607 | PA      | $155827.07     | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                     | CAN 10YR BOND FUT MAR26 CNH6                                                                | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        123 | NC      | $69904.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                               | CDX IG44 5Y ICE SWAP 06/20/2030                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   12300000 | NC      | $9033.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.5025 03/25/25-5Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   14780000 | NC      | $-34078.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLARNA GROUP PLC                                            | KLARNA GROUP PLC                                                                            | CUSIP: N/A<br>LEI: 636700HER4JIK7GZUN17       | Long             | EC               | CORP              | GB        |      90691 | NS      | $2854045.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| INDYMAC ABS INC                                             | INDYMAC ABS INC STEP 10/25/2035                                                             | CUSIP: 456606HW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1924264.20    | 0.00%             | 2035-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TR                                                | LEHMAN XS TR STEP 12/25/2035                                                                | CUSIP: 525221EM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2441525 | PA      | $2287891.13    | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                 | PAGAYA AI DEBT TRUST 2024-3 7.297% 10/15/2031 144A                                          | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2244901 | PA      | $2259470.22    | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECS TR 2007-2                                  | SAXON ASSET SECS TR 2007-2 STEP 05/25/2047                                                  | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     464610 | PA      | $346094.73     | 0.00%             | 2047-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                              | EFMT 2025-CES2 5.655% 02/25/2060 144A                                                       | CUSIP: 28225GAA2<br>LEI: 254900G4WO4UX6N3D818 | Long             | ABS-CBDO         | CORP              | US        |    1774380 | PA      | $1792691.64    | 0.00%             | 2060-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.515 03-27-25-5Y LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   20100000 | NC      | $-62102.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.52 03/27/25 10Y LCH                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     400000 | NC      | $-7113.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                        | ROMANIA REPUBLIC OF 6.75% 07/11/2039 REGS                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2200000 | PA      | $2667644.64    | 0.00%             | 2039-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                     | GA GLOBAL FUNDING TRUST 5.5% 04/01/2032 144A                                                | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204764.91     | 0.00%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.40000 04/09/25 5Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -1800000 | NC      | $-2665.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.51000 04-09-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -300000 | NC      | $5795.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1 7.76000 04/09/25 4Y* CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    9500000 | NC      | $8825.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-8.27000 03/19/25 10Y* CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   26800000 | NC      | $18451.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                         | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  620000000 | PA      | $3290657.79    | 0.00%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+55 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1078 | NC      | $-17760.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.55000 04-16-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -300000 | NC      | $4776.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.35000 04/29/25 5Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -900000 | NC      | $772.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ETORO GROUP LTD                                             | ETORO GROUP LTD                                                                             | CUSIP: N/A<br>LEI: 213800XPRPJK2X5QRG86       | Long             | EC               | CORP              | VG        |      17068 | NS      | $716343.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.45000 05/05/25 10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -200000 | NC      | $5205.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIONSGATE STUDIOS CORP                                      | LIONSGATE STUDIOS CORP                                                                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      27051 | NS      | $201800.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.75000 05/07/25-10Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    2500000 | NC      | $35111.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS AUD 4.50000 06-18-25-10Y LCH                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   12800000 | NC      | $-284944.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+53 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1057 | NC      | $-17165.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.32 05/08/25 01/02/29 CME                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    2200000 | NC      | $3331.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.9271 05/08/25 01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   37800000 | NC      | $-5200.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.9255 05/08/25-01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    4000000 | NC      | $-539.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.2914 05/08/25 01/02/29 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   28300000 | NC      | $39993.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 14.0087 05/12/25 01/04/27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    7800000 | NC      | $478.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIELDSTONE MTG INVT CORP                                    | FIELDSTONE MTG INVT CORP STEP 02/25/2035                                                    | CUSIP: 31659TCS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $2609146.00    | 0.00%             | 2035-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKET LAB CORP                                             | ROCKET LAB CORP                                                                             | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      90572 | NS      | $3816704.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 12/04/2025                                                                     | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     740000 | PA      | $739761.35     | 0.00%             | 2025-12-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIELDSTONE MTG INVT 2006 2                                  | FIELDSTONE MTG INVT 2006 2 STEP 07/25/2036                                                  | CUSIP: 31659EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3377832 | PA      | $1862901.42    | 0.00%             | 2036-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RALLIANT CORP                                               | RALLIANT CORP                                                                               | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |       3373 | NS      | $166525.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI SERIES 2006-QS14 TRUST                                 | RALI SERIES 2006-QS14 TRUST QS14 A1 6.5% 11/25/2036                                         | CUSIP: 74922GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     652570 | PA      | $553562.44     | 0.00%             | 2036-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR 4.04638 09/02/25 27Y* LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    7100000 | NC      | $82031.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-4.0535* 09/02/25 27Y* LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    7390000 | NC      | $94206.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MTG LN TR SER 2006 NC2                           | CARRINGTON MTG LN TR 06 NC2 A4 TSFR1M+59.448 06/25/2036                                     | CUSIP: 14453FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2113910 | PA      | $2048461.98    | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                           | PERU REPUBLIC OF 6.85% 08/12/2035 144A REGS                                                 | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   37400000 | PA      | $11872066.91   | 0.01%             | 2035-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                  | CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA 9.7% 03/05/2045 144A                             | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     700000 | PA      | $219107.81     | 0.00%             | 2045-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                           | EURO-OAT FUTURE MAR26 OATH6                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -249 | NC      | $1162.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECS TR 2007-3                                  | SAXON ASSET SECS TR 2007-3 TSFR1M+91.448 09/25/2047                                         | CUSIP: 80557BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $807808.80     | 0.00%             | 2047-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                         | CITIGROUP MTG LN TR 05-HE1 M4 TSFR1M+114.948 05/25/2035                                     | CUSIP: 17307GQS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1220689 | PA      | $1177837.59    | 0.00%             | 2035-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US ULTRA BOND CBT FUT MAR26 WNH6                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -42 | NC      | $-36542.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                    | SOUTH AFRICA REPUBLIC OF 0% 06/17/2026                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    7000000 | PA      | $394443.40     | 0.00%             | 2026-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                         | OTC ECAL USD VS TRY @ 54.0 UAG                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | GB        |   -1500000 | NC      | $-1988.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                 | AUST 10Y BOND FUT DEC25 XMZ5                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        199 | NC      | $-223360.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT CSTR 07/25/2054                                              | CUSIP: 3137HLY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2937166 | PA      | $2830035.11    | 0.00%             | 2054-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 02/25/2055                                          | CUSIP: 3137HLS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     784538 | PA      | $787889.33     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        609 | NC      | $28152.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT 5557 FM SOFR30A+ 07/25/2055                                  | CUSIP: 3137HLZ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     463056 | PA      | $464125.36     | 0.00%             | 2055-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 09-17-25-10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -63980000 | NC      | $-1114323.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 09-17-25-10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -16920000 | NC      | $-5935.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEBI SCHMIDT HOLDING AG                                     | AEBI SCHMIDT HOLDING AG                                                                     | CUSIP: N/A<br>LEI: 506700TN58RT735OV464       | Long             | EC               | CORP              | CH        |       6334 | NS      | $75437.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4% 12/01/2055 #TBA                                                                  | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19290000 | PA      | $18298374.40   | 0.02%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4% 12/01/2055 #TBA                                                                  | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -19290000 | PA      | $-18298374.40  | -0.02%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4.5% 12/01/2055 #TBA                                                                | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -3220000 | PA      | $-3149562.50   | -0.00%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4.5% 12/01/2055 #TBA                                                                | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3220000 | PA      | $3149562.50    | 0.00%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 12/01/2055 #TBA                                                                | CUSIP: 01F0406C6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -97950000 | PA      | $-93312674.79  | -0.11%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 12/01/2055 #TBA                                                                | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   97950000 | PA      | $93312674.79   | 0.11%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 12/01/2055 #TBA                                                              | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -77920000 | PA      | $-76282464.45  | -0.09%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 12/01/2055 #TBA                                                              | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   77920000 | PA      | $76282464.45   | 0.09%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5% 12/01/2055 #TBA                                                                | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   99730000 | PA      | $99543006.25   | 0.11%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5% 12/01/2055 #TBA                                                                | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -99730000 | PA      | $-99543006.25  | -0.11%            | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5.5% 12/01/2055 #TBA                                                              | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  106380000 | PA      | $107726366.56  | 0.12%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5.5% 12/01/2055 #TBA                                                              | CUSIP: 01F0526C1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -106380000 | PA      | $-107726366.56 | -0.12%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6% 12/01/2055 #TBA                                                                | CUSIP: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -186070000 | PA      | $-190532777.31 | -0.22%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6% 12/01/2055 #TBA                                                                | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  186070000 | PA      | $190532777.31  | 0.22%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 12/01/2055 #TBA                                                              | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  137370000 | PA      | $142296005.78  | 0.16%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 12/01/2055 #TBA                                                              | CUSIP: 01F0626C0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -137370000 | PA      | $-142296005.78 | -0.16%            | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                            | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                     | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $204323.34     | 0.00%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                | WASHINGTON MUT MTG SECS CORP 5.5% 05/25/2035                                                | CUSIP: 9393364Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1065654 | PA      | $973513.17     | 0.00%             | 2035-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                   | VIPER ENERGY PARTNERS LLC 5.7% 08/01/2035                                                   | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     800000 | PA      | $819888.00     | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+62 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |       1092 | NC      | $-18893.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | TURKEY EM SP BRC                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     900000 | NC      | $2163.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                       | ATHENE GLOBAL FUNDING 5.033% 07/17/2030 144A                                                | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4654958.22    | 0.01%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 09/17/25 5Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $14141.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                                    | BLUEPRINT MEDICINES CORP CVR                                                                | CUSIP: N/A<br>LEI: 5299004CC60O9T5HVM83       | Long             | EC               | CORP              | US        |      24629 | NS      | $0.25          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIGMA INC                                                   | FIGMA INC-CL A                                                                              | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |     102432 | NS      | $3684479.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 3.875% 07/31/2030                                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12900000 | PA      | $13054195.25   | 0.01%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 01/29/2026                                                                     | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      89000 | PA      | $88444.34      | 0.00%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                    | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    5300000 | PA      | $5376267.00    | 0.01%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                   | UST NOTES 4.25% 08/15/2035                                                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     522000 | PA      | $532113.75     | 0.00%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIVOTAL SOFTWARE INC                                        | PIVOTAL SOFTWARE INC CVR                                                                    | CUSIP: 725ESC016<br>LEI: 549300ICCDQMMPQZNY30 | Long             | EC               | CORP              | US        |     182200 | NS      | $1.82          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 08/25/2055                                       | CUSIP: 3137HMGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4275440 | PA      | $4295274.64    | 0.00%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC                                | SUPERNUS PHARMACEUTICALS-CVR                                                                | CUSIP: N/A<br>LEI: 549300GRM36VBKISYJ58       | Long             | EC               | CORP              | US        |      66500 | NS      | $0.67          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | ORO FWD USD 10Y P 4.48500 L 07/31/35 JPM                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |   23100000 | NC      | $1905250.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                     | ORO FWD USD 10Y C 4.485 L 07/31/35 JPM                                                      | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              | CORP              | GB        |   23100000 | NC      | $1870181.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4% 01/01/2056 #TBA                                                                  | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19290000 | PA      | $18294605.14   | 0.02%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                   | GNII II 4.5% 01/01/2056 #TBA                                                                | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3220000 | PA      | $3147927.38    | 0.00%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4% 01/01/2056 #TBA                                                                | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59290000 | PA      | $56464463.90   | 0.06%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 4.5% 01/01/2056 #TBA                                                              | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57400000 | PA      | $56146619.34   | 0.06%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5% 01/01/2056 #TBA                                                                | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   88630000 | PA      | $88398037.56   | 0.10%             | 2056-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 5.5% 01/01/2056 #TBA                                                              | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   53190000 | PA      | $53819551.52   | 0.06%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6% 01/01/2056 #TBA                                                                | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  162895000 | PA      | $166770125.44  | 0.19%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                        | UMBS 30YR 6.5% 01/01/2056 #TBA                                                              | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  137370000 | PA      | $142365762.26  | 0.16%             | 2056-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DRYDEN 7A EURO CLO 2020 DESIGNATED ACTIVITY CO              | DRYDEN EURO CLO B2R 5% 10/18/2039 144A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1160902.32    | 0.00%             | 2039-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT SKYDANCE CORP                                     | PARAMOUNT SKYDANCE CORP                                                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        775 | NS      | $12415.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 3.222 L 08/04/26 BOA                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $5161.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 2.97200 L 08/04/26 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $5666.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055                                       | CUSIP: 3136BWL46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4551305 | PA      | $4564420.80    | 0.01%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 2.96500 L 08/05/26 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    1200000 | NC      | $5596.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 10Y C 3.21500 L 08/05/26 BOA                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $5094.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y P 4.427 L 08/06/35 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $285230.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y C 4.42700 L 08/06/35 BOA                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $268852.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 02/12/2026                                                                     | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     221000 | PA      | $219343.95     | 0.00%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 03/25/2055                                       | CUSIP: 3137HKCY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4623454 | PA      | $4639030.78    | 0.01%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | ORO USD 10Y C 3.24500 08/07/26 JPM                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     600000 | NC      | $5491.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                     | ORO USD 10Y C 2.995 L 08/07/26 JPM                                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              | CORP              | GB        |    1300000 | NC      | $6569.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 03/25/2055                                       | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2144710 | PA      | $2145919.87    | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                 | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     335000 | PA      | $345468.75     | 0.00%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | SAUDI ARABIA GOVT EM SP JPM                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    2800000 | NC      | $7497.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055                   | CUSIP: 38381PHD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1430989 | PA      | $1438927.15    | 0.00%             | 2055-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR GBP SONIO-3.75000 09-17-25-5Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   79200000 | NC      | $956907.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y C 4.65600 L 08/20/35 BOA                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $293877.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y P 4.656 L 8/20/35 BOA                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3400000 | NC      | $266228.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 12/23/2025                                                                     | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40000000 | PA      | $39904699.20   | 0.05%             | 2025-12-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC ECAL USD VS HKD @ 7.85 BOA                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |  -19200000 | NC      | $-9935.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC CAL USD VS HKD @ 7.8 BOA                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |   19200000 | NC      | $17136.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | IRS EUR 2.50000 03/18/26 5Y LCH                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     370000 | NC      | $-609.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 10Y C 4.628 L 8/20/35 DUB                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |   14300000 | NC      | $1222461.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | OTC ECAL USD VS HKD @ 7.8 GLM                                                               | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |    4900000 | NC      | $4373.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 10Y 4.6275 L 08/21/35 DUB                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |   11400000 | NC      | $973915.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | OTC ECAL USD VS HKD @ 7.85 GLM                                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |   -4900000 | NC      | $-2535.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC ECAL USD VS HKD @ 7.85 BOA                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |  -48300000 | NC      | $-26165.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | ORO FWD USD 30Y P 4.11 L 8/23/27 GLM                                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |   37400000 | NC      | $2433504.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | ORO FWD USD 30Y C4.1100 L 08/23/27 GLM                                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   28600000 | NC      | $2354819.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC ECAL USD VS HKD @ 7.8 BOA                                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |   48300000 | NC      | $44855.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 1Y P 3.1625 L 8/23/27 DUB                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  738000000 | NC      | $3083489.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO FWD USD 1Y C 3.16250 L 08/23/27 DUB                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  738000000 | NC      | $3337841.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | IRS ZAR 7.20500 08-26-25-6Y* CME                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        | -103360000 | NC      | $-76366.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O P 0.70 IG44 5Y V1 I 12/17/25 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |  -63900000 | NC      | $-3219.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYCAMORE PARTNERS LLC                                       | SYCAMORE PARTNERS LLC CVR RT                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     304719 | NS      | $161501.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y C 4.693 L 08/27/35 BOA                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    5100000 | NC      | $447002.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO FWD USD 10Y P 4.69300 L 08/27/35/ BOA                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    5100000 | NC      | $394945.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 09/25/2055                                       | CUSIP: 3136BW7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7068233 | PA      | $7094492.13    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055                                       | CUSIP: 3136BXKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6975917 | PA      | $7023618.38    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055                                          | CUSIP: 3136BXEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7735409 | PA      | $7764668.29    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 09/25/2055                                          | CUSIP: 3137HMXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4706284 | PA      | $4717732.11    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG 5580 FA SOFR30A+ 09/25/2055                                             | CUSIP: 3137HMXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6064591 | PA      | $6080220.79    | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT 5580 FC SOFR30A+110 09/25/2055                               | CUSIP: 3137HMXP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   10101860 | PA      | $10126435.74   | 0.01%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Sayona Mining Limited                                       | SAYONA MINING LTD                                                                           | CUSIP: 805700101<br>LEI: 5299007N8RQDP4IN4F31 | Long             | EC               | CORP              | AU        |       2955 | NS      | $111048.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | RFR GBP SONIO-4.50000 09/17/25 30Y LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -4800000 | NC      | $-303647.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR GBP SONIO-4.000 09/17/25 10Y LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    9500000 | NC      | $329765.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | ZCS BRL 13.245 09/02/25 01/02/29 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   88000000 | NC      | $151006.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO FWD USD 30Y P 4.11000 L 08/23/27 BRC                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |   12900000 | NC      | $839363.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | ORO FWD USD 30Y C 4.11000 L 08/23/27 BRC                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |    9900000 | NC      | $815129.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC EPUT USD VS ZAR @ 17.0 BOA                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |  -10890000 | NC      | $-267204.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC EPUT USD VS ZAR @ 18.0 BOA                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |    5440000 | NC      | $309135.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGURE TECHNOLOGY SOLUTIONS INC                             | FIGURE TECHNOLOGY SOLUTIONS INC A                                                           | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15594 | NS      | $565126.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA, N.A.                                       | ORO USD 7Y C 3.16 L 12/04/25 BOA                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3100000 | NC      | $22.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702                                                      | CUSIP: 3142GUDG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     954384 | PA      | $1010276.42    | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                     | FHLM 30YR 6.5% 01/01/2055#RJ3342                                                            | CUSIP: 3142GTWC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1092060 | PA      | $1155588.20    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                     | FHLM 30YR 6.5% 02/01/2055#RJ3573                                                            | CUSIP: 3142GT6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1154340 | PA      | $1221852.03    | 0.00%             | 2055-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                  | FANNIEMAE 30YR 6.5% 07/01/2054#FA0713                                                       | CUSIP: 3140W0YK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1330967 | PA      | $1402915.23    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 11/01/2054#FS9843                                                            | CUSIP: 3140XR5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2126112 | PA      | $2244168.72    | 0.00%             | 2054-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                               | FHLG 30YR 6.5% 08/01/2054#SD7277                                                            | CUSIP: 3132DVCN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2308209 | PA      | $2433829.03    | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 12/01/2053#FS6765                                                            | CUSIP: 3140XNQT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1856746 | PA      | $1963598.51    | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                               | FHLG 30YR 6.5% 06/01/2054#SL0034                                                            | CUSIP: 31427MBC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1368891 | PA      | $1453229.77    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 08/01/2055#MA5794                                                            | CUSIP: 31418FNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6233587 | PA      | $6454985.70    | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12/17/25-7Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -14100000 | NC      | $93121.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12/17/25 5Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -47290000 | NC      | $-11915.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 08/01/2054#CB9023                                                            | CUSIP: 3140QVAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2475643 | PA      | $2605810.73    | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 05/01/2054#FS7963                                                            | CUSIP: 3140XPZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2549449 | PA      | $2682780.69    | 0.00%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 6.5% 02/01/2054#FS7160                                                            | CUSIP: 3140XN5W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3634553 | PA      | $3827927.32    | 0.00%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                               | FHLG 30YR 6.5% 04/01/2054#SD5901                                                            | CUSIP: 3132DTRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1903151 | PA      | $2002682.87    | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                  | FANNIEMAE 30YR 4.777% 07/01/2032#BM7771                                                     | CUSIP: 3140JCT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $11328570.00   | 0.01%             | 2032-07-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORP TR                            | HSI ASSET SECURITIZTN CORP 06-0PT1 M4 TR STEP 12/25/2035                                    | CUSIP: 40430HDH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2364988.80    | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX IG45 5Y ICE 12/20/2030                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   26330000 | NC      | $38429.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | ORO USD 7Y P 3.678 L 12/24/25 CBK                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |  -14000000 | NC      | $-5993.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | ORO USD 7Y C 3.17800 L 12/24/25 CBK                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   12530000 | NC      | $9167.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | IRS PLN 4.13600 09-30-25-4Y* CME                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -14300000 | NC      | $-25227.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | ORACLE CORP CP 0% 01/16/2026                                                                | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11140000 | PA      | $11078893.76   | 0.01%             | 2026-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+85 09/20/2055                              | CUSIP: 38383BBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4401327 | PA      | $4400239.84    | 0.01%             | 2055-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 5Y C 3.23 L 03/30/26 BOA                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   13200000 | NC      | $94265.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 7Y P 3.758 L 3/30/26 BOA                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    6600000 | NC      | $24521.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                   | CDX HY45 5Y ICE                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    4700000 | NC      | $31506.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 02/03/2026                                                                     | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5625000 | PA      | $5587625.03    | 0.01%             | 2026-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+ 09/20/2075                                | CUSIP: 38384LXG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7005925 | PA      | $7014088.85    | 0.01%             | 2075-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | SPTR TRS EQUITY SOFR+54 BPS                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |       1092 | NC      | $-16721.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO USD 7Y P 3.68850 L 01/02/26 DUB                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |  -12200000 | NC      | $-8535.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                    | ORO USD 7Y C 3.18850 L 01/02/26 DUB                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              | CORP              | GB        |   10900000 | NC      | $13969.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                          | CDX ITRAXX XOV44 5Y 35-100% SP JPM                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |   10830000 | NC      | $2616033.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.50000 12-17-25-2Y CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  145590000 | NC      | $129116.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR-3.75000 12-17-25-10Y CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   13290000 | NC      | $71070.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | RFR USD SOFR -3.75000 12-17-25- 30Y CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    1540000 | NC      | $9067.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 1Y P4.0930 L 01/04/27 BOA                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  131500000 | NC      | $61710.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 02/10/2026                                                                     | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2838000 | PA      | $2817299.57    | 0.00%             | 2026-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK KAZAKHSTAN JSC                               | DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A                                         | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  210000000 | PA      | $410734.93     | 0.00%             | 2028-10-16      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | CDX ITRAXX XOV44 5Y 35-100% SP BOA                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |    3220000 | NC      | $777805.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 7Y P 3.6460 L 04/15/26 BOA                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   -9900000 | NC      | $-61991.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | ORO USD 7Y C 3.14600 L 04/15/26 BOA                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    8300000 | NC      | $45856.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                        | BEIGNET INVESTOR LLC 6.581% 05/30/2049 144A                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5606558.83    | 0.01%             | 2049-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | SAUDI ARABIA GOVT EM SP BRC                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |    1300000 | NC      | $41.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-7.01100 10/20/25 3Y* CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        | -122500000 | NC      | $30375.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                             | SOLSTICE ADVANCED MATERIALS INC                                                             | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      35400 | NS      | $1687872.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD       | FEDERAL HOME LN MTG MLT CTF GT 5537 FA SOFR30A+130 05/25/2055                               | CUSIP: 3137HLBE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3284875 | PA      | $3288448.90    | 0.00%             | 2055-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                       | QNITY ELECTRONICS INC                                                                       | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      12700 | NS      | $1029843.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                | BROADCOM INC 3.419% 04/15/2033                                                              | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $937106.53     | 0.00%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                   | UST BILLS 0% 02/24/2026                                                                     | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     235000 | PA      | $232954.44     | 0.00%             | 2026-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                   | CWALT INC TSFR1M+ 03/25/2035                                                                | CUSIP: 12667F3B9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3295557 | PA      | $1857098.05    | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | CDX ITRAXX XOV44 5Y 35-100% SP BPS                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    6790000 | NC      | $1640154.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXZEO GROUP INC                                             | EXZEO GROUP INC                                                                             | CUSIP: 30234F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     205861 | NS      | $3880479.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-3.1500 08/25/27 1Y LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   84700000 | NC      | $125148.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR USD SOFR-4.11000 8/25/27 30Y LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -1000000 | NC      | $16406.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O C 0.525 IG45 5Y V1 I 12/17/25 GST                                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |  -24620000 | NC      | $-25742.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O C 0.55 IG45 5Y V1 I 01/21/26 GST                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |  -77620000 | NC      | $-167809.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.48 10-29-25-10Y LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   10000000 | NC      | $-49092.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.42375 10/30/25 30Y LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    6800000 | NC      | $-29563.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | INF SWAP US IT 2.4825 11-30-23-10Y LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   17200000 | NC      | $-87346.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                | OIS MXN TIIE1-7.00000 12/17/25 3Y* CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -46840000 | NC      | $11766.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                          | BACARDI MARTINI BV YCP 0% 12/11/2025                                                        | CUSIP: 05634EZB1<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1198127.76    | 0.00%             | 2025-12-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                              | FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055                              | CUSIP: 3136BXY40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7382489 | PA      | $7390235.83    | 0.01%             | 2055-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-H20 FA SOFR30A+77 09/20/2075                    | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9116981 | PA      | $9111079.33    | 0.01%             | 2075-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-H21 FA SOFR30A+70 10/20/2075                    | CUSIP: 38384LXQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5015967 | PA      | $4989591.10    | 0.01%             | 2075-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                           | CBRE SERVICES INC CP 0% 12/11/2025                                                          | CUSIP: 12610BZB1<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11583224.08   | 0.01%             | 2025-12-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                               | SOUTHERN CALIFORNIA EDISON CO CP 0% 12/01/2025                                              | CUSIP: 8424C0Z11<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11695873.41   | 0.01%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | OTC EPUT USD VS BRL @ 5.39 GLM                                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |    3220000 | NC      | $51349.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | OTC ECAL USD VS BRL @ 5.68 GLM                                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |   -3220000 | NC      | $-21669.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                      | OTC EPUT USD VS BRL @ 5.16 GLM                                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |   -3220000 | NC      | $-6150.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC SERIES 2014-2R                                         | CSMC SERIES 2014-2R 12A3 CSTR 04/27/2037 144A                                               | CUSIP: 12648EDW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2276608 | PA      | $2161620.43    | 0.00%             | 2037-04-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                              | CDX ITRAXX XOV44 5Y 35-100% SP CBK                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |    4831400 | NC      | $1167045.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR NOTE FUT (CBT)MAR26 TYH6 PUT 111 02/20/2026                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -174 | NC      | $-48937.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                      | US 10YR NOTE FUT (CBT)MAR26 TYH6 CALL 114 02/20/2026                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -174 | NC      | $-133218.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                       | RFR JPY MUTK-2.50000 12/17/25 30Y LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | 1610000000 | NC      | $-455289.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6650 12/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -129 | NC      | $-27735.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6125 12/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         65 | NC      | $1462.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                  | FANNIEMAE 30YR 5% 12/01/2054#FA0032                                                         | CUSIP: 3140W0BA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1189012 | PA      | $1200235.22    | 0.00%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                               | FHLG 30YR 5% 01/01/2055#SL0207                                                              | CUSIP: 31427MGR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     921154 | PA      | $930136.50     | 0.00%             | 2055-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O C 0.575 IG45 5Y V1 I 01/21/26 GST                                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |  -12900000 | NC      | $-39386.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                          | BACARDI MARTINI BV YCP 0% 12/31/2025                                                        | CUSIP: 05634EZX3<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $796795.36     | 0.00%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                          | CONAGRA BRANDS INC CP 0% 12/02/2025                                                         | CUSIP: 20600GZ25<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3798227.30    | 0.00%             | 2025-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                    | INTERNATIONAL FLAVS and FRAG INC CP 0% 12/16/2025                                           | CUSIP: 4595A2ZG7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3592677.60    | 0.00%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | OTC EPUT USD VS KRW @ 1385.0 BRC                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               | CORP              | GB        |    -880000 | NC      | $-1534.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC EPUT USD VS KRW @ 1419.0 BOA                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    2670000 | NC      | $12943.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                    | INTERNATIONAL FLAVS and FRAG INC CP 0% 12/05/2025                                           | CUSIP: 4595A2Z51<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699447.42     | 0.00%             | 2025-12-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                           | OTC EPUT USD VS KRW @ 1423.0 BRC                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               | CORP              | GB        |     880000 | NC      | $4783.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | OTC EPUT USD VS KRW @ 1383.0 BOA                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |   -2670000 | NC      | $-4375.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | SPTR TRS EQUITY SOFR+70 BOA                                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |       4371 | NC      | $-94212.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | SPTR TRS EQUITY SOFR+96 GST                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       4371 | NC      | $-101411.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6680 12/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -70 | NC      | $-21525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6150 12/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         70 | NC      | $1575.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6660 12/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -71 | NC      | $-111470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6150 12/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         71 | NC      | $11182.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                  | FNMA 30YR 3.79% 11/01/2030#BZ5190                                                           | CUSIP: 3140Q0XU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10130000 | PA      | $10025435.81   | 0.01%             | 2030-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | SPTR TRS EQUITY SOFR+69 BPS                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |        841 | NC      | $319553.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                              | CANADIAN NATL RESOURCES LTD YCP 0% 12/22/2025                                               | CUSIP: 13638WZN5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $598269.06     | 0.00%             | 2025-12-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYFRONT IABS VII PTE LTD                                   | BAYFRONT IABS VII PTE LTD A SOFR+128 04/11/2048 144A                                        | CUSIP: N/A<br>LEI: 213800DAFLLBYWNXMG91       | Long             | ABS-CBDO         | CORP              | SG        |    2700000 | PA      | $2700731.70    | 0.00%             | 2048-04-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                    | AES CORP CP 0% 12/01/2025                                                                   | CUSIP: 00809GZ18<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299894.01     | 0.00%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                              | CANADIAN NATL RESOURCES LTD YCP 0% 12/23/2025                                               | CUSIP: 13638WZP0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $299099.07     | 0.00%             | 2025-12-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                              | CANADIAN NATL RESOURCES LTD YCP 0 12/01/2025                                                | CUSIP: 13638WZ13<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $399858.36     | 0.00%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                              | AMETEK INC NEW CP 0% 01/12/2026                                                             | CUSIP: 03111CAC7<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7163280.00    | 0.01%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | SPTR TRS EQUITY SOFR+70 RBC                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              | CORP              | CA        |      10559 | NC      | $4745141.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6100 12/03/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         64 | NC      | $1280.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6100 12/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         65 | NC      | $9100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6100 12/17/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         67 | NC      | $27805.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6630 12/10/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -65 | NC      | $-83200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                              | S and P 500 INDX PUT 6610 12/17/2025                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -67 | NC      | $-168505.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                       | SPTR TRS EQUITY SOFR+69 BOA                                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |        841 | NC      | $454804.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                          | CONAGRA BRANDS INC CP 0% 12/17/2025                                                         | CUSIP: 20600GZH2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1496595.15    | 0.00%             | 2025-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                          | CONAGRA BRANDS INC CP 0% 12/16/2025                                                         | CUSIP: 20600GZG4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4390574.76    | 0.00%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                    | AES CORP CP 0% 12/17/2025                                                                   | CUSIP: 00809GZH3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6086378.70    | 0.01%             | 2025-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                      | US TREASURY RP 4.12% 12/1/25                                                                | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |  157500000 | PA      | $157499999.99  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                              | CANADIAN NATL RESOURCES LTD YCP 0% 12/24/2025                                               | CUSIP: 13638WZQ8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $299063.64     | 0.00%             | 2025-12-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                          | BACARDI MARTINI BV YCP 0% 12/29/2025                                                        | CUSIP: 05634EZV7<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $896613.21     | 0.00%             | 2025-12-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                    | AES CORP CP 0% 12/16/2025                                                                   | CUSIP: 00809GZG5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3991641.60    | 0.00%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                 | CDX.O C 0.525 IG45 5Y V1 I 01/21/26 GST                                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |  -13500000 | NC      | $-18544.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                 | SPTR TRS EQUITY SOFR+62*BULLET*BPS                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |      10558 | NC      | $861216.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer