# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-23-014742
**Filing Date:** 2023-1
**Character Count:** 490779
**Document Hash:** fb82cf1cdaef4c2b0ab060d27ab75332
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014742.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014742

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924
- **IRS NUMBER:** 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:** 23556604

**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 Fidelity U.S. Total Stock Fund (Series ID: S000061481)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000199108 | Strategic Advisers Fidelity U.S. Total Stock Fund | FCTDX           |

## 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 Fidelity U.S. Total Stock Fund

- **b. EDGAR series identifier (if any):** S000061481

- **c. LEI of Series:** 549300HE7P6L7KM5WL14

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $71906970369.45

**Total Liabilities:** $1518189115.14

**Net Assets:** $70388781254.31

**Cash Not Reported:** $3435658.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000199108 | -8.90%               | 8.41%                | 5.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-217228223.03           | $-6160726379.35                            |
| Month 2  | $-151740503.98           | $5293327895.92                             |
| Month 3  | $-147879527.92           | $3782163425.62                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                               | SURGERY PARTNERS INC                                                | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    906050 | NS      | $25650275.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| EXLSERVICE HOLDINGS INC                            | EXLSERVICE HOLDINGS INC                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |    114207 | NS      | $21379550.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                     | TEMPUR SEALY INTERNATIONAL INC                                      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    773580 | NS      | $24576636.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                       | TAPESTRY INC                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |   1201700 | NS      | $45388209.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                  | GENERAL MOTORS CO                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    153246 | NS      | $6215657.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FJ NEXT HOLDINGS CO LTD                            | FJ NEXT HOLDINGS CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    112000 | NS      | $787826.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOODLES and CO                                     | NOODLES and CO CL A                                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |    276340 | NS      | $1522633.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORP                               | CAMDEN NATIONAL CORP                                                | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     80750 | NS      | $3535235.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| THRYV HOLDINGS INC                                 | THRYV HOLDINGS INC                                                  | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    282781 | NS      | $5423739.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHINA RESOURCE GAS GROUP LTD                       | CHINA RESOURCES GAS GROUP LTD                                       | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |    262200 | NS      | $930977.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Oxford Street Trust                       | FIDELITY SAI INFLATION-FOCUSED FUND                                 | CUSIP: 31634R406<br>LEI: Z2ZIGDKL3355UQRAKY22 | Long             | EC               | RF                | US        |   1294903 | NS      | $13363396.39   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS INC                                   | MALIBU BOATS INC CL A                                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36350 | NS      | $2097758.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                             | LIBERTY BROADBAND CORP C                                            | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    165200 | NS      | $15010072.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                         | CHARTER COMMUNICATIONS INC A                                        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    206600 | NS      | $80840514.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA INC                                   | SKECHERS USA INC CL A                                               | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     75610 | NS      | $3188473.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                           | EBAY INC                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |   1155600 | NS      | $52510464.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF             | iShares Core S and P 500 ETF                                        | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     43677 | NS      | $17877869.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NANSO TRANSPORT CO LTD                             | NANSO TRANSPORT CO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11000 | NS      | $98211.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                        | MASONITE WORLDWIDE HOLDINGS                                         | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |    111800 | NS      | $8415186.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INS GROUP LTD                      | WHITE MOUNTAINS INS GROUP LTD                                       | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |      6520 | NS      | $8859767.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ELECOM CO LTD                                      | ELECOM CO LTD                                                       | CUSIP: N/A<br>LEI: 353800BXFUVR7EPC0G35       | Long             | EC               | CORP              | JP        |     66800 | NS      | $713397.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NU SKIN ENTERPRISES INC                            | NU SKIN ENTERPRISES INC CL A                                        | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     89013 | NS      | $3712732.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                               | BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024                          | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2836915.86    | 0.00%             | 2024-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                               | DUKE ENERGY CORP NEW                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    346200 | NS      | $34595766.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                        | CHEMED CORP                                                         | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     26567 | NS      | $13814840.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                      | COHERENT CORP                                                       | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    196390 | NS      | $7201621.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                        | EQUINIX INC                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     50195 | NS      | $34667176.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                       | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    170000 | NS      | $95237400.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | MCKESSON CORP CALL 380 01/20/2023                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -100 | NC      | $-163000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                     | CVR ENERGY INC                                                      | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     51060 | NS      | $1881561.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                          | ESAB CORP                                                           | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    535733 | NS      | $25361600.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                           | AES CORP                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   1986600 | NS      | $57452472.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                       | PENUMBRA INC                                                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |    262000 | NS      | $54891620.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                                  | ONEMAIN HOLDINGS INC                                                | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |   1091749 | NS      | $42971240.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY                                     | HOULIHAN LOKEY                                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     88487 | NS      | $8702696.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                       | SYNOPSYS INC                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |    117500 | NS      | $39895950.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                   | T-MOBILE USA INC 3.5% 04/15/2025                                    | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936411.64    | 0.00%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | STATE STREET CORP                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   1039457 | NS      | $82813539.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                        | S and P MID 400 EMINI FUT DEC22 FAZ2                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        10 | NC      | $152300.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                 | COCA-COLA EUROPACIFIC PARTNERS PLC                                  | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |    744500 | NS      | $39525505.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                                 | HOSTESS BRANDS INC CL A                                             | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    525660 | NS      | $13877424.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST 2019                                      | BX TRUST 2019-XL A 1ML+85 10/15/2036 144A                           | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1133139 | PA      | $1113174.18    | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                              | COSTCO WHOLESALE CORP                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    272100 | NS      | $146729925.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                        | WORKIVA INC                                                         | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |    211700 | NS      | $17054552.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                    | MEG ENERGY CORP                                                     | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |   2658325 | NS      | $37844793.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY TRUST                      | UNIVERSAL HEALTH REALTY TRUST                                       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     22730 | NS      | $1193097.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                   | ESSENT GROUP LTD                                                    | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |   1052203 | NS      | $42182818.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NINTENDO CO LTD                                    | NINTENDO LTD ADR                                                    | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |    963015 | NS      | $10333150.95   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PICO FAR EAST HOLDINGS LTD                         | PICO FAR EAST HOLDINGS LTD                                          | CUSIP: N/A<br>LEI: 254900NL3DXVIEY4HJ17       | Long             | EC               | CORP              | KY        |   1000000 | NS      | $144008.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | PHILLIPS 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    420768 | NS      | $45628081.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORPORATION                              | OPEN TEXT CORPORATION                                               | CUSIP: 683715106<br>LEI: 549300UQROQS42RKHM85 | Long             | EC               | CORP              | CA        |    745100 | NS      | $21891038.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HLDGS INC                                  | MEDPACE HOLDINGS INC                                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     47773 | NS      | $10027074.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGLES MARKETS INC                                 | INGLES MARKETS INC-CL A                                             | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     25450 | NS      | $2572995.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                         | SAMSUNG ELECTRONICS CO LTD                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    101720 | NS      | $4941948.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                 | IQVIA HOLDINGS INC                                                  | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    115000 | NS      | $25072300.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                             | LYONDELLBASELL INDS CLASS A                                         | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |    317400 | NS      | $26982174.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                         | WATSCO INC                                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     58860 | NS      | $15832162.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC            | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84090 | NS      | $5776142.10    | 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        |     83779 | NS      | $7190751.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025                   | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2920399.50    | 0.00%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                           | NOVA MEASURING INSTRUMENTS LTD                                      | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |     48740 | NS      | $4170681.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PROCTER and GAMBLE CO                              | PROCTER and GAMBLE CO                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   1609400 | NS      | $240058104.00  | 0.34%             |  |  |  | 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        |      6700 | NS      | $1042587.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                        | ENOVIS CORP                                                         | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     83519 | NS      | $4520883.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC                    | FIRST INTST BANCSYST INC CL A                                       | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    134320 | NS      | $5859038.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HEIDRICK and STRUGGLES INTERNATIONAL INC           | HEIDRICK and STRUGGLES INTL INC                                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     33347 | NS      | $990405.90     | 0.00%             |  |  |  | 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        |  62224248 | NS      | $1148037382.26 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | PARKER-HANNIFIN CORP 3.65% 06/15/2024                               | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466287.40    | 0.00%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GQG PARTNERS INC                                   | GQG PARTNERS CDI                                                    | CUSIP: N/A<br>LEI: 254900I3AQSQQQA75U50       | Long             | EC               | CORP              | US        |   1151700 | NS      | $1176962.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC                            | ACTIVISION BLIZZARD INC                                             | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |   1876144 | NS      | $138740848.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CI FINANCIAL CORP                                  | CI FINANCIAL CORP                                                   | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |    339600 | NS      | $3592542.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS INC                               | SIMULATIONS PLUS INC                                                | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26749 | NS      | $1085741.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                           | CSX CORP                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |   3729500 | NS      | $121917355.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                     | KKR and CO INC                                                      | CUSIP: 48251W104<br>LEI: 549300JOHU21WRN2Z451 | Long             | EC               | CORP              | US        |    741007 | NS      | $38473083.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                   | WESTINGHOUSE AIR BRAKE TECH CORP                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |    147514 | NS      | $14912190.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                                      | GOLAR LNG LTD                                                       | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |    111160 | NS      | $2786781.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO FRN VAR 02/24/2026                            | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2936070.00    | 0.00%             | 2026-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MOELIS and CO                                      | MOELIS and CO CL A                                                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |    115151 | NS      | $4976826.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HALEON PLC                                         | HALEON PLC SPONS ADR                                                | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   2709959 | NS      | $18671617.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                    | NAPCO SECURITY TECHNOLOGIES INC                                     | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     51446 | NS      | $1357145.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                              | DELL TECHNOLOGIES INC CL C                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    378353 | NS      | $16946430.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                              | QUEST DIAGNOSTICS INC                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      3700 | NS      | $561771.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                        | GODADDY INC CL A                                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |    245500 | NS      | $19426415.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASKUL CORP                                         | ASKUL CORP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    332500 | NS      | $3844663.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC                       | BIOCRYST PHARMACEUTICALS INC                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    197130 | NS      | $2633656.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTECH DIGITAL INC                                | MASTECH DIGITAL INC                                                 | CUSIP: 57633B100<br>LEI: 549300GD5HFB0F451006 | Long             | EC               | CORP              | US        |     30000 | NS      | $415500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WOLVERINE WORLD WIDE INC                           | WOLVERINE WORLD WIDE INC                                            | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     65930 | NS      | $738416.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT and WONDER INC                               | LIGHT and WONDER INC CL A                                           | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48467 | NS      | $3139207.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                             | OPTION CARE HEALTH INC                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    157320 | NS      | $4736905.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS HOME and SEC INC                    | FORTUNE BRANDS HOME and SEC INC                                     | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    149829 | NS      | $9789826.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                       | ENBRIDGE INC 4% 10/01/2023                                          | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2966173.53    | 0.00%             | 2023-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                       | UNITED THERAPEUTICS CORP DEL                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     37200 | NS      | $10411908.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACOMO NV                                           | ACOMO NV                                                            | CUSIP: N/A<br>LEI: 7245001M40ANG7IIS437       | Long             | EC               | CORP              | NL        |    107400 | NS      | $2189297.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                          | BOEING CO 1.95% 02/01/2024                                          | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2886296.37    | 0.00%             | 2024-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | AMGEN INC                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    114200 | NS      | $32706880.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LT                                 | TE CONNECTIVITY LTD                                                 | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |    137200 | NS      | $17303664.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                   | HF SINCLAIR CORP                                                    | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254300 | NS      | $15853062.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                              | OAK STREET HEALTH INC                                               | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |   1327500 | NS      | $28700550.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| COHEN and STEERS INC                               | COHEN and STEERS INC                                                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     44884 | NS      | $2973565.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                       | NORDSON CORP                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     95638 | NS      | $22617430.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                        | COGNEX CORP                                                         | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    577852 | NS      | $28765472.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                      | GOLDMAN SACHS GROUP INC (THE) 1.757%/VAR 01/24/2025                 | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906426.40    | 0.00%             | 2025-01-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | ABBVIE INC                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    150000 | NS      | $24177000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPA HOLDINGS SA                                   | COPA HOLDINGS SA CL A                                               | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |     17300 | NS      | $1515999.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LOCAL BOUNTI CORP                                  | LOCAL BOUNTI CORP                                                   | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    416647 | NS      | $874958.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LONZA GROUP AG                                     | LONZA GROUP AG                                                      | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |     18000 | NS      | $9469664.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC                     | OLD DOMINION FREIGHT LINES INC                                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |    144100 | NS      | $43606101.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS LTD                                 | ICHOR HOLDINGS LTD                                                  | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     19070 | NS      | $567904.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                          | APPLE INC                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   6139157 | NS      | $908779410.71  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWLERO CORP                                       | BOWLERO CORP A                                                      | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81490 | NS      | $1137600.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024                             | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2917824.69    | 0.00%             | 2024-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                   | ENTERGY CORP                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    148300 | NS      | $17242841.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                          | JABIL INC                                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    116800 | NS      | $8431792.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                               | LXP INDUSTRIAL TRUST REIT                                           | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   3591861 | NS      | $38648424.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                         | DIAGEO PLC SPON ADR                                                 | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    210205 | NS      | $39213742.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ARAMARK                                            | ARAMARK                                                             | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    780700 | NS      | $32477120.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARADE TECHNOLOGIES LTD                            | PARADE TECHNOLOGIES LTD                                             | CUSIP: N/A<br>LEI: 529900D9FDQHQKAQLY02       | Long             | EC               | CORP              | KY        |    172000 | NS      | $4529603.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                           | BLUEPRINT MEDICINES CORP                                            | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    838268 | NS      | $40060827.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTS CORP                                           | DTS CORP                                                            | CUSIP: N/A<br>LEI: 529900WBOTPBINBCF151       | Long             | EC               | CORP              | JP        |    109500 | NS      | $2642164.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SISECAM RESOURCES LP                               | SISECAM RESOURCES LP                                                | CUSIP: 172464109<br>LEI: 529900SP2BAE1Y7TOP80 | Long             | EC               | CORP              | US        |     25000 | NS      | $545250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Securities Fund                           | Fidelity Blue Chip Growth Fund                                      | CUSIP: 316389303<br>LEI: LIUMB3NDWOFJPXVROE85 | Long             | EC               | RF                | US        |   9691902 | NS      | $1205091064.34 | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                 | ANALOG DEVICES INC                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     65426 | NS      | $11247383.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOUR GLASS LTD                                 | THE HOUR GLASS LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   1760100 | NS      | $2773539.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRISEMEZZ LTD                                    | SUNRISEMEZZ LTD                                                     | CUSIP: N/A<br>LEI: 213800ZHKUVSY51WLW40       | Long             | EC               | CORP              | CY        |    430557 | NS      | $53554.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                        | CANADIAN PAC RY CO 1.35% 12/02/2024                                 | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2793617.01    | 0.00%             | 2024-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                        | DROPBOX INC CL A                                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    247349 | NS      | $5827542.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                          | UST BILLS 0% 01/19/2023                                             | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83000000 | PA      | $82558561.18   | 0.12%             | 2023-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                               | TTM TECHNOLOGIES INC                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    397520 | NS      | $6388146.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KALVISTA PHARMACEUTICALS INC                       | KALVISTA PHARMACEUTICALS INC                                        | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |    146600 | NS      | $790174.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN SOFTWARE INC.                             | AMERICAN SOFTWARE INC CL A                                          | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56264 | NS      | $833269.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP INC                   | MONTROSE ENVIRONMENTAL GROUP INC                                    | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     72000 | NS      | $3323520.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONELOGIX GROUP LTD                                 | ONELOGIX GROUP LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    574686 | NS      | $105444.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024               | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1908227.40    | 0.00%             | 2024-12-06      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                        | SUNTRUST BANK ATLNTA GA MTN BE 3.689%/VAR 08/02/2024                | CUSIP: 86787EAY3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976096.24    | 0.00%             | 2024-08-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBANY INTERNATIONAL CORP                          | ALBANY INTERNATIONAL CORP CL A                                      | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     36300 | NS      | $3679731.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INOGEN INC                                         | INOGEN INC                                                          | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     55760 | NS      | $1244563.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRY GROUP PLC                                   | VISTRY GROUP PLC                                                    | CUSIP: N/A<br>LEI: 2138001KOWN7CG9SLK53       | Long             | EC               | CORP              | GB        |    561463 | NS      | $4210001.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC 1.2% 10/15/2024                            | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2768775.09    | 0.00%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                    | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    292375 | NS      | $44283117.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO DEL                               | BOISE CASCADE CO                                                    | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     70073 | NS      | $5188204.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                     | ROYAL GOLD INC                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |    116501 | NS      | $13086557.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                          | UST NOTES 4.25% 09/30/2024                                          | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $43867656.36   | 0.06%             | 2024-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                       | ADTALEM GLOBAL EDUCATION INC                                        | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    251846 | NS      | $10476793.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | CONSTELLATION BRANDS INC CL A                                       | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    347200 | NS      | $89351920.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                         | ADVANCED MICRO DEVICES INC                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    176400 | NS      | $13693932.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                     | AMAZON.COM INC                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   3535900 | NS      | $341355786.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DAQIN RAILWAY CO LTD                               | DAQIN RAILWAY CO LTD A                                              | CUSIP: N/A<br>LEI: 30030098LARO7YWJL882       | Long             | EC               | CORP              | CN        |    926141 | NS      | $896601.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Mt Vernon Street Trust                    | FIDELITY GROWTH COMPANY FUND                                        | CUSIP: 316200104<br>LEI: 0UZTS2D38E1WD4MK3K98 | Long             | EC               | RF                | US        | 236372450 | NS      | $6259142486.14 | 8.89%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                            | INSIGHT ENTERPRISES INC                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    230037 | NS      | $23903144.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN WAX CENTER INC                            | EUROPEAN WAX CENTER INC                                             | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159050 | NS      | $2306225.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MOODYS CORP                                        | MOODYS CORP 3.75% 03/24/2025                                        | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2923312.68    | 0.00%             | 2025-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RESEARCH CORP                             | NATIONAL RESEARCH CORP                                              | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |     24120 | NS      | $934408.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                               | CAVCO INDUSTRIES INC                                                | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14526 | NS      | $3335605.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                         | SOLAREDGE TECHNOLOGIES INC                                          | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |    148300 | NS      | $44320938.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                           | ATLANTICUS HOLDINGS CORP                                            | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9518 | NS      | $274118.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ADC THERAPEUTICS SA                                | ADC THERAPEUTICS SA                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    129460 | NS      | $473823.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STELLA JONES INC                                   | STELLA JONES INC                                                    | CUSIP: 85853F105<br>LEI: 549300EDZUTGQ9YWOW90 | Long             | EC               | CORP              | CA        |     55600 | NS      | $1973269.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                                 | CONOCOPHILLIPS                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    807200 | NS      | $99697272.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                      | LGI HOMES INC                                                       | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     28410 | NS      | $2822249.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST BANCORP P R                                  | FIRST BANCORP PUERTO RICO                                           | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    327600 | NS      | $5038488.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OSHKOSH CORP                                       | OSHKOSH CORP                                                        | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    779700 | NS      | $71786979.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                       | STRYKER CORP                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     85000 | NS      | $19880650.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FUSION PHARMACEUTICALS INC                         | FUSION PHARMACEUTICALS INC                                          | CUSIP: 36118A100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1900 | NS      | $4313.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMPHENOL CORPORATION NEW                           | AMPHENOL CORPORATION CL A                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    465400 | NS      | $37432122.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                   | SOUTHERN CO                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   1912966 | NS      | $129393020.24  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KINNATE BIOPHARMA INC                              | KINNATE BIOPHARMA INC                                               | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |      1670 | NS      | $13226.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                      | WESTERN ALLIANCE BANCORP                                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    210208 | NS      | $14407656.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                          | TAYLOR MORRISON HOME CORP                                           | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    102830 | NS      | $3125003.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                    | OGE ENERGY CORP                                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    631800 | NS      | $25562628.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                         | XENCOR INC                                                          | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    270000 | NS      | $8024400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                             | LIBERTY BROADBAND CORP A                                            | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    205700 | NS      | $18554140.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMB COML MTG TR 2019-LIFE                         | CAMB COML MTG TR 2019-LIFE A 1ML+107 12/15/2037 144A                | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1174406.64    | 0.00%             | 2037-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                          | BRINKER INTERNATIONAL INC                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    414700 | NS      | $13871715.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                          | CASELLA WASTE SYS INC CL A                                          | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     60310 | NS      | $5192087.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                         | ELASTIC NV                                                          | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |    707186 | NS      | $43272711.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES INC                               | AVID BIOSERVICES INC                                                | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    351310 | NS      | $5501514.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PLAINS ALL AM PIPELN/PAA FIN C                     | PLAINS ALL AM PIPELN/PAA FIN C 3.85% 10/15/2023                     | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959851.24    | 0.00%             | 2023-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                   | CARLISLE COS INC                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |    160520 | NS      | $42234417.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                               | HAYWARD HOLDINGS INC                                                | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1113330 | NS      | $10632301.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRAL GARDEN and PET CO                          | CENTRAL GARDEN and PET CO CL A                                      | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     19070 | NS      | $745064.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTAL REALTY TRUST INC                            | POSTAL REALTY TRUST INC                                             | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |     86170 | NS      | $1334773.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                     | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   4701202 | NS      | $1199464678.28 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD                            | HERBALIFE NUTRITION LTD                                             | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |    167954 | NS      | $2942554.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                                 | IPG PHOTONICS CORP                                                  | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     60901 | NS      | $5543818.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 0.79/VAR 05/30/2025                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2779752.75    | 0.00%             | 2025-05-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP                                       | WELLTOWER INC                                                       | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    197300 | NS      | $14014219.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                   | AMERICAN INTERNATIONAL GRP INC 4.125% 02/15/2024                    | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963533.14    | 0.00%             | 2024-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP PARIBAS                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    193427 | NS      | $10869050.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RESMED INC                                         | RESMED INC                                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |    120000 | NS      | $27624000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAREX RES INC                                      | PAREX RESOURCES INC                                                 | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |   1632800 | NS      | $23378603.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOSOFT TECHNOLOGY GROUP LIMITED                  | SINOSOFT TECH GRP LTD                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   4839000 | NS      | $212810.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANNAE HOLDINGS INC                                | CANNAE HOLDINGS INC                                                 | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |   1087050 | NS      | $25186948.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                           | SAREPTA THERAPEUTICS INC                                            | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |    100000 | NS      | $12281000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC                        | TOOTSIE ROLL INDUSTRIES INC                                         | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     30340 | NS      | $1363783.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZIGEXN CO LTD                                      | ZIGEXN CO LTD                                                       | CUSIP: N/A<br>LEI: 353800CPG4PKAGE5BY88       | Long             | EC               | CORP              | JP        |    938100 | NS      | $2463252.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC                      | CRINETICS PHARMACEUTICALS INC                                       | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |    153900 | NS      | $2750193.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                  | LAM RESEARCH CORP                                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    146100 | NS      | $69014718.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                       | ALPHABET INC CL C                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1638740 | NS      | $166250173.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEL N INC                                        | MODEL N INC                                                         | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |     17510 | NS      | $680788.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUMAS BANCORP                                     | PLUMAS BANCORP                                                      | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |    145000 | NS      | $5147500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                       | ALLEGION PLC                                                        | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |    155826 | NS      | $17709624.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON                            | BANK OF NEW YORK MELLON 5.224%/VAR 11/21/2025                       | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    690000 | PA      | $690488.78     | 0.00%             | 2025-11-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                | AFFIRM HOLDINGS INC                                                 | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147000 | NS      | $2046240.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL ENERGY SERVICES REUNITED CORP             | NATIONAL ENERGY SERVICES REUNITED CORP                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |    285610 | NS      | $1825047.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                              | LUMENTUM HOLDINGS INC                                               | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     72230 | NS      | $3968316.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MICH                         | INDEPENDENT BANK CORP                                               | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108420 | NS      | $2660626.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-7 HOLDINGS INC                                   | G-7 HOLDINGS INC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    366200 | NS      | $4091159.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                        | WIX.COM LTD                                                         | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |    145900 | NS      | $13202491.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                             | KINGBOARD HOLDINGS LTD                                              | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |    707000 | NS      | $2340487.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CATALYST INC                                | HEALTH CATALYST INC                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     37880 | NS      | $396982.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                      | ACCENTURE PLC CL A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     72300 | NS      | $21757239.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                           | VISA INC CL A                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |   1498274 | NS      | $325125458.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| STEF TFE                                           | STEF TFE                                                            | CUSIP: N/A<br>LEI: 9695008BIKG0E486UL47       | Long             | EC               | CORP              | FR        |     50734 | NS      | $4472823.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM SYSTEMS INC                                   | EPAM SYSTEMS INC                                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     58100 | NS      | $21414498.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                        | S and P500 EMINI FUT DEC22 ESZ2                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       219 | NC      | $-54851.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                          | KINSALE CAPITAL GROUP INC                                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     36548 | NS      | $11264459.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDIATEK INC                                       | MEDIA TEK INC                                                       | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    573000 | NS      | $13893740.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA              | INDITEX SA                                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    482000 | NS      | $12582036.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEA AB                                            | ENEA AB                                                             | CUSIP: N/A<br>LEI: 549300UNMLWLG6B2R803       | Long             | EC               | CORP              | SE        |     27900 | NS      | $214645.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| PERKINELMER INC                                    | PERKINELMER INC 0.85% 09/15/2024                                    | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2772321.72    | 0.00%             | 2024-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEI INVESTMENTS CO                                 | SEI INV CORP                                                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    185147 | NS      | $11530955.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL PLC                                 | LIBERTY GLOBAL PLC CL C                                             | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |    736500 | NS      | $15230820.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                     | AIR LEASE CORP CL A                                                 | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    536900 | NS      | $20735078.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                                       | PHREESIA INC                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    378210 | NS      | $10521802.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                          | LINDE PLC                                                           | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |    193800 | NS      | $65209824.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORP                                         | TELOS CORP                                                          | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |    138280 | NS      | $566948.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOPTA INC                                        | SUNOPTA INC                                                         | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |   1303740 | NS      | $12189969.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                            | BRISTOL-MYERS SQUIBB CO                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   4305661 | NS      | $345658465.08  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAIR ENGINEERING INC                             | ALTAIR ENGINEERING INC CL A                                         | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |     23760 | NS      | $1165903.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                         | ALCOA CORP                                                          | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    431500 | NS      | $21631095.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MITANI CORP (SHOJI)                                | MITANI CORP (MITANI SHOJI)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    272500 | NS      | $2793156.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                             | JONES LANG LASALLE INC                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    112347 | NS      | $18893394.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDRALA SA                                         | VIDRALA SA                                                          | CUSIP: N/A<br>LEI: 95980020140005399488       | Long             | EC               | CORP              | ES        |      5250 | NS      | $437723.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFIRST CORP MASS                                 | UNIFIRST CORP                                                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     25970 | NS      | $5031947.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                      | INGREDION INC                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    113388 | NS      | $11108622.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                           | EQT CORPORATION                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    263600 | NS      | $11179276.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER S A                                        | EMBRAER S A SPON ADR                                                | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |    788200 | NS      | $8370684.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                                | HARLEY-DAVIDSON INC                                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    146000 | NS      | $6880980.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOMERS BANCORP INC                              | CUSTOMERS BANCORP INC                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     50754 | NS      | $1637831.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                      | GOLDMAN SACHS GROUP INC                                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     38817 | NS      | $14989184.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                          | ADOBE INC                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    363710 | NS      | $125454490.30  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                     | US BANCORP DEL                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1841620 | NS      | $83591131.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PLIANT THERAPEUTICS INC                            | PLIANT THERAPEUTICS INC                                             | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     58900 | NS      | $1082582.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                              | CINEMARK HOLDINGS INC                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    378400 | NS      | $5150024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    205947 | NS      | $21261968.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                              | 3M CO                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     65103 | NS      | $8201024.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                       | AUTOZONE INC                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      3900 | NS      | $10058100.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                 | STEEL DYNAMICS INC                                                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |    318138 | NS      | $33064082.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                           | CERIDIAN HCM HLDG INC                                               | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |    326800 | NS      | $22366192.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                                  | ACUITY BRANDS INC                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    248025 | NS      | $46700627.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC                       | STANLEY BLACK and DECKER INC                                        | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    217732 | NS      | $17793059.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT INC                                            | ITT INC                                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    792890 | NS      | $67015062.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                                   | PJT PARTNERS INC                                                    | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     43670 | NS      | $3363026.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GORMAN-RUPP CO                                     | GORMAN-RUPP CO                                                      | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     40183 | NS      | $1112265.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC/OLD                           | FIRST FOUNDATION INC/OLD                                            | CUSIP: 32026V104<br>LEI: 549300MLBB1IY0K7IR56 | Long             | EC               | CORP              | US        |    623130 | NS      | $8730051.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 0.791%/VAR 01/22/2025                                | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2821552.50    | 0.00%             | 2025-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                           | PVH CORP                                                            | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    612800 | NS      | $41167904.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                         | CITIZENS FINANCIAL GROUP INC                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    332072 | NS      | $14073211.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGAMES SA                                        | NEOGAMES SA                                                         | CUSIP: N/A<br>LEI: 222100MZTIQEZS4XY614       | Long             | EC               | CORP              | LU        |    319960 | NS      | $4418647.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                             | SANOFI SPON ADR                                                     | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |   1590950 | NS      | $72149582.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                      | AMERICAN EAGLE OUTFITTERS INC                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    133590 | NS      | $2113393.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                      | REGENERON PHARMACEUTICALS INC                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    210100 | NS      | $157932170.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                 | META PLATFORMS INC CL A                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |   1642400 | NS      | $193967440.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                      | VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A                 | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2915286.06    | 0.00%             | 2025-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZUORA INC                                          | ZUORA INC CL A                                                      | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    567110 | NS      | $4355404.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                                     | LIVEPERSON INC                                                      | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    230100 | NS      | $2701374.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                     | DEUTSCHE BANK AG NEW YORK BNCH 1.447%/VAR 04/01/2025                | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2767616.67    | 0.00%             | 2025-04-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| IDEX CORPORATION                                   | IDEX CORPORATION                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |    190427 | NS      | $45224508.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                            | MIRION TECHNOLOGIES INC PIPE                                        | CUSIP: N/A<br>LEI: 549300BNTOWVWFNVTJ65       | Long             | EC               | CORP              | US        |   1430613 | NS      | $9127310.94    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| WNS HLDGS LTD                                      | WNS HLDGS LTD SP ADR                                                | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |    195675 | NS      | $16499316.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM RUGER and CO INC                             | STURM RUGER and CO INC                                              | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     31221 | NS      | $1714969.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CBRE GROUP INC                                     | CBRE GROUP INC - CL A                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    454200 | NS      | $36154320.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEWRAY INC                                        | VIEWRAY INC                                                         | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |    728960 | NS      | $3513587.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                 | NEXTERA ENERGY INC                                                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1337300 | NS      | $113269310.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                    | TYSON FOODS INC CL A                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    468000 | NS      | $31019040.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED                                            | EDENRED                                                             | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |    443459 | NS      | $24363189.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUIT INC                                         | INTUIT INC                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    182400 | NS      | $74344416.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                     | OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025                      | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2917633.41    | 0.00%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| H and R BLOCK INC                                  | BLOCK H and R INC                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |   2418800 | NS      | $105725748.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                     | PDC ENERGY INC                                                      | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    246370 | NS      | $18310218.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHS LTD                     | CHECK POINT SOFTWARE TECHS LTD                                      | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |     39100 | NS      | $5193653.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTL INC                               | CSG SYSTEMS INTL INC                                                | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     55155 | NS      | $3410785.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                                  | GEO GROUP INC                                                       | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |    336000 | NS      | $3971520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                          | CHUBB LTD                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    701366 | NS      | $154012959.94  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                       | EVERCORE INC A                                                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     72057 | NS      | $8299525.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKYONISHIKAWA CORP                               | DAIKYONISHIKAWA KK                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    604000 | NS      | $2609759.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                          | CUBESMART                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166500 | NS      | $6891435.00    | 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        |   1450945 | NS      | $66598375.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                   | CALIFORNIA RES CORP                                                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     55190 | NS      | $2504522.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LIFE STORAGE INC                                   | LIFE STORAGE INC                                                    | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     42400 | NS      | $4557576.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | PATRICK INDUSTRIES INC                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    206850 | NS      | $11569120.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MAX STOCK LTD                                      | MAX STOCK LTD                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     99100 | NS      | $159754.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                                    | MILLERKNOLL INC                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     73180 | NS      | $1492140.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QCR HOLDINGS INC                                   | QCR HOLDINGS INC                                                    | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |    133900 | NS      | $7044479.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                | OTIS WORLDWIDE CORP                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    112104 | NS      | $8754201.36    | 0.01%             |  |  |  | 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        |    602000 | NS      | $15700160.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL UK PLC             | GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025            | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $958012.90     | 0.00%             | 2025-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECO ATLANTIC OIL and GAS LTD                       | ECO ATLANTIC OIL and GAS INC                                        | CUSIP: 27887W100<br>LEI: 213800WPR7ASTDWQUW50 | Long             | EC               | CORP              | CA        |   2271000 | NS      | $607783.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                                 | HCA HEALTHCARE INC                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     94000 | NS      | $22580680.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                      | OCEANEERING INTERNATIONAL INC                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    298100 | NS      | $4528139.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                                | MERCURY SYSTEMS INC                                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     58550 | NS      | $2975511.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                        | BRUKER CORP                                                         | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    910012 | NS      | $61343908.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                                | FEDERAL SIGNAL CORP                                                 | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    145780 | NS      | $7083450.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                         | VENTAS INC REIT                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    196300 | NS      | $9133839.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                 | ENERGY TRANSFER LP 2.9% 05/15/2025                                  | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886395.80    | 0.00%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TORO CO                                            | TORO CO                                                             | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    135856 | NS      | $15078657.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                           | NORTHERN OIL AND GAS INC                                            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     68880 | NS      | $2506543.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC                      | ROBERT HALF INTERNATIONAL INC.                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    196140 | NS      | $15451909.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                           | FLEX LTD                                                            | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    348300 | NS      | $7655634.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                           | SAIA INC                                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     16230 | NS      | $3953465.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                       | ANTERO RES CORP                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   1664170 | NS      | $60825413.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AUTOZONE INC                                       | AUTOZONE INC 3.625% 04/15/2025                                      | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2917484.19    | 0.00%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER LTD                                   | SCHLUMBERGER LTD                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    840000 | NS      | $43302000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC                         | EL POLLO LOCO HLDGS INC                                             | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    161900 | NS      | $1764710.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                            | COMFORT SYSTEMS USA INC                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     60300 | NS      | $7643628.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                        | NUTRIEN LTD 5.9% 11/07/2024                                         | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $501728.65     | 0.00%             | 2024-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BREMBO SPA                                         | BREMBO SPA                                                          | CUSIP: N/A<br>LEI: 549300BLWVJN2BAT0A44       | Long             | EC               | CORP              | IT        |    212700 | NS      | $2490113.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY FRN SOFR+116.5 04/17/2025                            | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983311.56    | 0.00%             | 2025-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC                       | ZENTALIS PHARMACEUTICALS LLC                                        | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206400 | NS      | $4565568.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOLBY LABORATORIES INC                             | DOLBY LABORATORIES INC CL A                                         | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |    115042 | NS      | $8613194.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE CORP                                           | NVE CORP                                                            | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |      8565 | NS      | $545676.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                           | ALIGNMENT HEALTHCARE INC                                            | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    550486 | NS      | $7321463.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                         | FIRST QUANTUM MINERALS INC                                          | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |   2805600 | NS      | $66701176.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REDINGTON INDIA LTD                                | REDINGTON INDIA LTD                                                 | CUSIP: N/A<br>LEI: 335800DTFNX7F2LM5227       | Long             | EC               | CORP              | IN        |   1034288 | NS      | $2296400.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC                       | WATTS WATER TECH INC CL A                                           | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     48691 | NS      | $7715088.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                          | BRINKS CO                                                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    291650 | NS      | $17426087.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                       | COMERICA INC                                                        | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    198372 | NS      | $14231207.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                             | VERVE THERAPEUTICS INC                                              | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228590 | NS      | $5310145.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LUNDIN MINING CORP                                 | LUNDIN MINING CORP                                                  | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |   6158200 | NS      | $37906475.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PERELLA WEINBERG PARTNERS                          | PERELLA WEINBERG PARTNERS                                           | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    442900 | NS      | $4238553.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MAGALLANES INC                                     | MAGALLANES INC 3.638% 03/15/2025 144A                               | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2864522.91    | 0.00%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO                                     | ORGANON and CO                                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    450189 | NS      | $11713917.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK7 CORP                                         | BANK7 CORP                                                          | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $278000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                              | GENERAL DYNAMICS CORPORATION                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     84927 | NS      | $21434725.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                      | BLACKROCK INC                                                       | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |    192869 | NS      | $138094204.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                      | HUNTSMAN CORP                                                       | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    364754 | NS      | $10132866.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                   | ROCHE HOLDINGS AG (GENUSSCHEINE)                                    | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    339696 | NS      | $110952830.03  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | BIOGEN INC                                                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     20000 | NS      | $6103400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA GENERALI SPA                                 | BANCA GENERALI SPA                                                  | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |    101100 | NS      | $3428487.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                              | CARRIAGE SERVICES INC                                               | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24021 | NS      | $604128.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMATEC CORP                                      | ELEMATEC CORP                                                       | CUSIP: N/A<br>LEI: 353800YNKFBFAAJK2232       | Long             | EC               | CORP              | JP        |     60000 | NS      | $675494.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOULBRAIN CO LTD                                   | SOULBRAIN                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     22500 | NS      | $3739804.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                 | REGAL REXNORD CORP                                                  | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    421900 | NS      | $55315309.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                                     | MURPHY USA INC                                                      | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     39518 | NS      | $11689819.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                       | AUTODESK INC                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |    272267 | NS      | $54984320.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                                   | MERCK and CO INC NEW                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    150000 | NS      | $16518000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                                        | ARVINAS INC                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    750190 | NS      | $30787797.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KFORCE INC                                         | KFORCE INC                                                          | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |    272524 | NS      | $16097992.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GH RESEARCH PLC                                    | GH RESEARCH PLC                                                     | CUSIP: N/A<br>LEI: 875500HKJS7QQG6EWH62       | Long             | EC               | CORP              | IE        |    109390 | NS      | $1196726.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SPECTRUM BRANDS HOLDINGS INC                       | SPECTRUM BRANDS HOLDINGS INC                                        | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    662763 | NS      | $35305385.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO                     | RELIANCE STEEL and ALUMINUM CO                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |    158657 | NS      | $33522637.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                       | FEDERAL REALTY INVESTMENT TR 3.95% 01/15/2024                       | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958922.17    | 0.00%             | 2024-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAS CAR MART INC                              | AMERICAS CAR MART INC                                               | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14070 | NS      | $1023733.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SHOALS TECHNOLOGIES GROUP INC                      | SHOALS TECHNOLOGIES GROUP INC                                       | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138580 | NS      | $4014662.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                          | ETHAN ALLEN INTERIORS INC                                           | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37405 | NS      | $1064172.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX INC                                            | WEX INC                                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |    218052 | NS      | $36881315.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                              | NXP SEMICONDUCTORS NV                                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    272942 | NS      | $47994121.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC 3.95% 04/13/2024                           | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2949203.16    | 0.00%             | 2024-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASS INFORMATION SYSTEMS INC                       | CASS INFORMATION SYSTEMS INC                                        | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     20030 | NS      | $870904.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTEX BHD                                       | SCIENTEX BHD WT PERP                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    118080 | NS      | $19057.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                      | SEMPRA ENERGY                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    156000 | NS      | $25925640.00   | 0.04%             |  |  |  | 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        |   8723411 | NS      | $10060611.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIMO WATER CORP                                   | PRIMO WATER CORP                                                    | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |    177790 | NS      | $2782413.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAESARS ENTERTAINMENT INC                          | CAESARS ENTERTAINMENT INC                                           | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |    348100 | NS      | $17686961.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                   | HEALTHEQUITY INC                                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     48320 | NS      | $3067353.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                | DOMINION ENERGY INC                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   1274517 | NS      | $77885733.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                                       | ARCBEST CORP                                                        | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     43407 | NS      | $3592797.39    | 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        |         2 | NS      | $960560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                               | WESTERN DIGITAL CORP                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    225300 | NS      | $8279775.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                         | CIGNA CORP                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |   1209975 | NS      | $397948677.75  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                      | LOWES COS INC                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    824508 | NS      | $175249175.40  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EBARA JITSUGYO CO LTD                              | EBARA JITSUGYO CO LTD                                               | CUSIP: N/A<br>LEI: 3538004CBM4WNU6CM653       | Long             | EC               | CORP              | JP        |     19800 | NS      | $326459.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP                          | SCHOLAR ROCK HOLDING CORP                                           | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       810 | NS      | $6293.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WH SMITH PLC                                       | SMITH (WH) PLC                                                      | CUSIP: N/A<br>LEI: 2138001KJNGUJ34G7X91       | Long             | EC               | CORP              | GB        |    260300 | NS      | $4444290.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY MLP                                 | GENESIS ENERGY LP LTD INT UNIT                                      | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Long             | EC               | CORP              | US        |    409635 | NS      | $4329841.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                       | GLENCORE PLC                                                        | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |   5865300 | NS      | $40025484.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| YAKUODO HOLDINGS CO LTD                            | YAKUODO HOLDINGS CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     40300 | NS      | $760286.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                 | VERTIV HOLDINGS CO                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |   1700254 | NS      | $23548517.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CUTERA INC                                         | CUTERA INC                                                          | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |    576060 | NS      | $27408934.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPRI HOLDINGS LTD                                 | CAPRI HOLDINGS LTD                                                  | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    164000 | NS      | $9405400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORP                                           | C T S CORP                                                          | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     54849 | NS      | $2331082.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DICKS SPORTING GOODS INC                           | DICKS SPORTING GOODS INC                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    188856 | NS      | $22583400.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYLOCITY HLDG CORP                                | PAYLOCITY HOLDING CORP                                              | CUSIP: 70438V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70442 | NS      | $15344380.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                   | FIRSTENERGY CORP                                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    451900 | NS      | $18636356.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                              | URBAN EDGE PROPERTIES                                               | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238210 | NS      | $3747043.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                       | RAYMOND JAMES FINANCIAL INC.                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    260159 | NS      | $30412587.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ISEWAN TERMINAL SERVICE CO LTD                     | ISEWAN TERMINAL SERVICE CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54800 | NS      | $269076.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                               | DYCOM INDUSTRIES INC                                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     45130 | NS      | $4113148.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDERS INC                                     | ALEXANDER'S INC                                                     | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      3803 | NS      | $928844.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                               | ASPEN TECHNOLOGY INC                                                | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |    101678 | NS      | $23436779.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                        | EQUIFAX INC                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     22700 | NS      | $4480299.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC                        | LIFESTANCE HEALTH GROUP INC                                         | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1050908 | NS      | $5349121.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| KRATOS DEFENSE and SECURITY SOLUTIONS INC          | KRATOS DEFENSE and SEC SOLTN INC                                    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    199000 | NS      | $1894480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                         | FERRARI NV                                                          | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |     49500 | NS      | $11040975.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWABO HOLDINGS CO LTD                            | DAIWABO HOLDINGS CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    160000 | NS      | $2552698.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                             | FIRSTCASH HOLDINGS INC                                              | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    363040 | NS      | $34074934.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOKERS PLC                                        | LOOKERS PLC                                                         | CUSIP: N/A<br>LEI: 213800TSB8PJEACDAV33       | Long             | EC               | CORP              | GB        |    465231 | NS      | $451680.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEROS THERAPEUTICS INC                             | KEROS THERAPEUTICS                                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13330 | NS      | $664367.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US PHYSICAL THERAPY INC                            | US PHYSICAL THERAPY INC                                             | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     21977 | NS      | $1899032.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                          | WARNER BROS DISCOVERY INC                                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    571358 | NS      | $6513481.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JD SPORTS FASHION PLC                              | JD SPORTS FASHION PLC                                               | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |   4018994 | NS      | $6194555.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                        | SCOTTS MIRACLE GRO CO                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |    152600 | NS      | $8534918.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TOTALENERGIES SE                                   | TOTALENERGIES SE ADR                                                | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    244020 | NS      | $15231728.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                 | CENOVUS ENERGY INC                                                  | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   5431154 | NS      | $108005329.89  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                                      | MODIVCARE INC                                                       | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     24240 | NS      | $1866480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 3.36/VAR 1/23/26                        | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2869042.59    | 0.00%             | 2026-01-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CBIZ INC                                           | CBIZ INC                                                            | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     30250 | NS      | $1501912.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                                   | BLACK KNIGHT INC                                                    | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     48200 | NS      | $2987918.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                                | CLEARWAY ENERGY INC CL C                                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     51690 | NS      | $1831893.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNILEVER PLC                                       | UNILEVER PLC SPONS ADR                                              | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    411700 | NS      | $20741446.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VERIZON COMMUNICATIONS INC                         | VERIZON COMMUNICATIONS INC 0.75% 03/22/2024                         | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950662.37     | 0.00%             | 2024-03-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAKURA RUBBER CO LTD                               | SAKURA RUBBER CO                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9800 | NS      | $191375.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHTARGET INC                                     | TECHTARGET INC                                                      | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    169710 | NS      | $7748958.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                           | HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025                | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1794873.65    | 0.00%             | 2025-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| E-CREDIBLE CO LTD                                  | E-CREDIBLE CO LTD                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     46500 | NS      | $621362.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                       | CAPGEMINI SA (FF40)                                                 | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    279100 | NS      | $50460575.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS INC                               | UNIVAR INC                                                          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    975300 | NS      | $32311689.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC                                         | ALLETE INC                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |    506700 | NS      | $33543540.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                          | ARGENX SE SPONSORED ADR                                             | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |    110570 | NS      | $44003542.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | ROYALTY PHARMA PLC                                                  | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |   1020000 | NS      | $44849400.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST BANCORPORATION INC                            | WEST BANCORPORATION INC                                             | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |     77400 | NS      | $1860696.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC 1.162%/VAR 11/22/2024                             | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2840533.83    | 0.00%             | 2024-11-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TREX CO INC                                        | TREX CO INC                                                         | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200901 | NS      | $9219346.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                 | CROWN HOLDINGS INC                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     81150 | NS      | $6671341.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                 | ALLY FINL INC 5.8% 05/01/2025                                       | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008255.16    | 0.00%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC                          | CUSHMAN and WAKEFIELD PLC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   1973999 | NS      | $22543068.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JM SMUCKER CO/THE                                  | JM SMUCKER CO/THE                                                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |    396700 | NS      | $61095767.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIPLAY CORPORATION                                | SCIPLAY CORPORATION CL A                                            | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |     43721 | NS      | $700410.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                         | INTEL CORP                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    692322 | NS      | $20818122.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                             | ARRAY TECHNOLOGIES INC                                              | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |    128920 | NS      | $2699584.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERATION BIO CO                                  | GENERATION BIO                                                      | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $3944.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES                          | BARRETT BUSINES SERVICES                                            | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     39477 | NS      | $3881773.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIKEN KEIKI CO LTD                                 | RIKEN KEIKI CO LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17700 | NS      | $653485.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                     | AIR PRODUCTS and CHEMICALS INC                                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     97700 | NS      | $30302632.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                                | VULCAN MATERIALS CO                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     51400 | NS      | $9423162.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIDO SIGNAL CO LTD                                | DAIDO SIGNAL CO                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     86448 | NS      | $278247.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | ALLY FINL INC 7.1% 11/15/2027                                       | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1666002.14    | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIENT PLC                                         | ADIENT PLC                                                          | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |   1311611 | NS      | $51074132.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                      | DR HORTON INC                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    203200 | NS      | $17475200.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                       | VONTIER CORP W/I                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    150000 | NS      | $2944500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OM2 NETWORK CO LTD                                 | OM2 NETWORK CO LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25200 | NS      | $194433.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                            | SANTANDER HLDGS USA INC 3.5% 06/07/2024                             | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2910922.62    | 0.00%             | 2024-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC                               | RYANAIR HOLDINGS PLC SPON ADR                                       | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     49500 | NS      | $3746655.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                         | SABRE CORP                                                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |   1056200 | NS      | $6453382.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS INC                  | CEREVEL THERAPEUTICS HOLDINGS INC                                   | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |     85170 | NS      | $2466523.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OMEGA FLEX INC                                     | OMEGA FLEX INC                                                      | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5369 | NS      | $516014.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CRANE HOLDINGS CO                                  | CRANE HOLDINGS CO                                                   | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    426351 | NS      | $45167624.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTIL BIO INC                                     | INSTIL BIO INC                                                      | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171040 | NS      | $227483.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTURY THERAPEUTICS INC                           | CENTURY THERAPEUTICS INC                                            | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20140 | NS      | $211470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                             | NICOLET BANKSHARES INC                                              | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46600 | NS      | $3854752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS GROUP AG                                       | UBS GROUP AG 4.49%/VAR 08/05/2025 144A                              | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1958883.74    | 0.00%             | 2025-08-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCLANDS CORP                                      | ARCLANDS CORP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    100000 | NS      | $1092333.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA                      | PREFERRED BANK LOS ANGELES                                          | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     24900 | NS      | $1882191.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                 | WELLS FARGO and CO NEW 3% 02/19/2025                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2887732.50    | 0.00%             | 2025-02-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS INC                       | VICTORY CAPITAL HOLDINGS INC CL A                                   | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     27808 | NS      | $806432.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS INC                                   | ROCKY BRANDS INC                                                    | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |    205537 | NS      | $5812586.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BALCHEM CORP                                       | BALCHEM CORP                                                        | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     57009 | NS      | $8026867.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSTEM RESEARCH CO LTD                             | SYSTEM RESEARCH CO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    147000 | NS      | $2176932.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGEN INC                                         | SEAGEN INC                                                          | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64000 | NS      | $7768960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC                   | SUNNOVA ENERGY INTERNATIONAL INC                                    | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |    134470 | NS      | $3069950.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CROCS INC                                          | CROCS INC                                                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    216350 | NS      | $21851350.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORPORATION                                 | ITOCHU CORP                                                         | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    307800 | NS      | $9667099.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC                       | HARTFORD FINL SVCS GROUP INC                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    474729 | NS      | $36255053.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BFF BANK SPA                                       | BFF BANK SPA                                                        | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |    693800 | NS      | $5433058.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITOY GROUP HOLDINGS LTD                           | SITOY GROUP HOLDINGS LTD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   1699000 | NS      | $122289.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UFP INDUSTRIES INC                                 | UFP INDUSTRIES INC                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     29760 | NS      | $2436153.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMTRADE LOGISTICS INCOME FD                      | CHEMTRADE LOGISTICS INCOME FD                                       | CUSIP: 16387P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    254600 | NS      | $1754556.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON TR BANCORP INC                          | WASHINGTON TR BANCORP INC                                           | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |    108700 | NS      | $5408912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE AUTOMOTIVE SA                                  | CIE AUTOMOTIVE SA                                                   | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |    186000 | NS      | $4740165.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                          | PERFORMANCE FOOD GROUP CO                                           | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    807819 | NS      | $49260802.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                     | HOME DEPOT INC                                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    188300 | NS      | $61007317.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                                     | HALLIBURTON CO                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    147200 | NS      | $5577408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE THERAPEUTICS INC                              | DICE MOLECULES HOLDING LLC                                          | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108200 | NS      | $3766442.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWISE THERAPEUTICS INC                          | EDGEWISE THERAPEUTICS INC                                           | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235830 | NS      | $2110678.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE and SOFFA INDUSTRIES INC                   | KULICKE and SOFFA INDUSTRIES INC                                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    104831 | NS      | $5026646.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAND CANYON EDUCATION INC                         | GRAND CANYON EDUCATION INC                                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     74389 | NS      | $8411164.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KVK CORP                                           | KVK CORP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $11379.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                              | OPEN TEXT CORPORATION                                               | CUSIP: 683715106<br>LEI: 549300UQROQS42RKHM85 | Long             | EC               | CORP              | CA        |    125400 | NS      | $3682340.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL AGRICULTURAL MORTGAGE CORP                 | FEDERAL AGRI MTG NON VTG CL C                                       | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     35200 | NS      | $4429920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                          | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    840100 | NS      | $58378549.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                         | RAYTHEON TECHNOLOGIES CORP                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     79568 | NS      | $7854952.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                               | COLGATE-PALMOLIVE CO                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3000 | NS      | $232440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR NEDERLAND NV                                   | ASR NEDERLAND NV                                                    | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |    137300 | NS      | $6284046.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                       | NATIONAL VISION HOLDINGS INC                                        | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    137810 | NS      | $5575792.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                | DOLLAR GENERAL CORP                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    558500 | NS      | $142797280.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                      | WESTLAKE CORP                                                       | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     28400 | NS      | $3057260.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HOLDINGS INC                  | MARAVAI LIFESCIENCES HOLDINGS INC                                   | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129441 | NS      | $1926082.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAKUS INC                                          | MAKUS INC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    287084 | NS      | $1950436.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USANA HEALTH SCIENCES INC                          | USANA HEALTH SCIENCES INC                                           | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     20411 | NS      | $1123421.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                                  | YETI HOLDINGS INC                                                   | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    149404 | NS      | $6706745.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                            | CONSOLIDATED EDISON INC                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     72700 | NS      | $7127508.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                     | STARBUCKS CORP                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     83802 | NS      | $8564564.40    | 0.01%             |  |  |  | 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        | 154928084 | NS      | $2771663422.51 | 3.94%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                        | HUBBELL INC                                                         | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    176396 | NS      | $44815167.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                  | TJX COMPANIES INC NEW                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    986900 | NS      | $79001345.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORP                              | SKYLINE CHAMPION CORP                                               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93897 | NS      | $4881705.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                        | CUMMINS INC                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     28942 | NS      | $7269072.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                        | RECKITT BENCKISER GROUP PLC                                         | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |    564000 | NS      | $40474617.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTECH CORP                                        | ALTECH CORP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     57500 | NS      | $878508.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                | EMERSON ELECTRIC CO                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    887100 | NS      | $84957567.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PETS AT HOME GROUP PLC                             | PETS AT HOME GROUP PLC                                              | CUSIP: N/A<br>LEI: 2138003Y9ULD24PD3J93       | Long             | EC               | CORP              | GB        |   1341200 | NS      | $4270122.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                               | AMKOR TECHNOLOGY INC                                                | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    170640 | NS      | $4781332.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | GROUP 1 AUTOMOTIVE INC                                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     29475 | NS      | $5698696.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MANHATTAN ASSOCS INC                               | MANHATTAN ASSOCIATES INC                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |    112017 | NS      | $14107420.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                               | TRI POINTE HOMES INC                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132690 | NS      | $2446803.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                         | MARSH and MCLENNAN COS INC                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    363867 | NS      | $63014487.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA INDUSTRIES LTD                               | DAIWA INDUSTRIES LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    317400 | NS      | $2849536.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUAKER HOUGHTON                                    | QUAKER HOUGHTON                                                     | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     21950 | NS      | $4319540.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNAPTICS INC                                      | SYNAPTICS INC                                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     15240 | NS      | $1614982.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAYR MELNHOF KARTON AG                             | MAYR MELNHOF KARTON AG                                              | CUSIP: N/A<br>LEI: 5299001AMHDLKUM80611       | Long             | EC               | CORP              | AT        |     23400 | NS      | $3973976.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SHL-JAPAN LTD                                      | SHL JAPAN LTD                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27600 | NS      | $531473.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEN CROSS CO LTD                                 | GREEN CROSS CO LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28200 | NS      | $208604.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                    | IHEARTMEDIA INC                                                     | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1221444 | NS      | $9820409.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                           | EQT CORP 5.678% 10/01/2025                                          | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991780.00    | 0.00%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENABLE HOLDINGS INC                               | TENABLE HOLDINGS INC                                                | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    989608 | NS      | $37783233.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | EXXON MOBIL CORP CALL 110 01/20/2023                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -2600 | NC      | $-1573000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                            | WINTRUST FINANCIAL CORP                                             | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     60530 | NS      | $5534257.90    | 0.01%             |  |  |  | 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        | 127014265 | NS      | $1865839552.91 | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                | DOLLAR GEN CORP NEW 4.25% 09/20/2024                                | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2955435.06    | 0.00%             | 2024-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | CONSTELLATION BRANDS INC 3.6% 05/09/2024                            | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940925.08    | 0.00%             | 2024-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                | GUARDANT HEALTH INC                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    804750 | NS      | $42120615.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                 | VERTIV HOLDINGS LLC PIPE                                            | CUSIP: N/A<br>LEI: 549300KTTIRAOGXCRV69       | Long             | EC               | CORP              | US        |    600000 | NS      | $8310000.00    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MEISEI INDUSTRIAL CO LTD                           | MEISEI INDUSTRIAL                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    215000 | NS      | $1135025.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORTEVA INC                                        | CORTEVA INC                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    237100 | NS      | $15923636.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POSEIDA THERAPEUTICS INC                           | POSEIDA THERAPEUTICS INC                                            | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |      3190 | NS      | $14546.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AIR LEASE CORP                                     | AIR LEASE CORP 2.3% 02/01/2025                                      | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2792588.88    | 0.00%             | 2025-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REVOLVE GROUP INC                                  | REVOLVE GROUP INC                                                   | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67202 | NS      | $1775476.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TESLA INC                                          | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    744300 | NS      | $144915210.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI INTERNATIONAL INC                                              | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |    167300 | NS      | $52247790.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                   | REINSURANCE GROUP OF AMERICA                                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    282310 | NS      | $40765564.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                          | BEACON ROOFING SUPPLY INC                                           | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    219779 | NS      | $12832895.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KT and G CORP                                      | KT and G CORP                                                       | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     40099 | NS      | $3076548.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HESS CORP                                          | HESS CORP                                                           | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |   1638163 | NS      | $235748037.33  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                | SUMITOMO MITSUI FINL GROUP INC                                      | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    191500 | NS      | $6499652.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                 | EVERI HOLDINGS INC                                                  | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    274403 | NS      | $4588018.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                                       | SANMINA CORP                                                        | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    108022 | NS      | $7139173.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCJ CO LTD                                         | MCJ CO LTD                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    672000 | NS      | $4715390.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKKT AG                                           | TAKKT AG                                                            | CUSIP: N/A<br>LEI: 549300AZ0JTVTW3IZY37       | Long             | EC               | CORP              | DE        |    158494 | NS      | $2210941.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKON HLDGS CO LTD                                | NIKKON HLDGS CO LTD                                                 | CUSIP: N/A<br>LEI: 3538005QJ1M73DPIMH49       | Long             | EC               | CORP              | JP        |     48200 | NS      | $854752.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                | TREEHOUSE FOODS INC                                                 | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     86080 | NS      | $4254934.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKAI CORP (NAGOYA)                                | TOKAI CORP (NAGOYA)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     64500 | NS      | $880202.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIG GLOBAL FDG                                     | AIG GLOBAL FDG 0.9% 09/22/2025 144A                                 | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1784089.84    | 0.00%             | 2025-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                        | MOODYS CORP 4.875% 02/15/2024                                       | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992844.82    | 0.00%             | 2024-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENTEX CORP                                        | GENTEX CORP                                                         | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    416126 | NS      | $12026041.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA                                   | CITIZENS BANK NA 4.119%/VAR 05/23/2025                              | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2951782.92    | 0.00%             | 2025-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP INC                      | SOUTHERN MISSOURI BANCORP INC                                       | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76600 | NS      | $3972476.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                               | RUSH ENTERPRISES INC CL A                                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    121300 | NS      | $6250589.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                      | PG and E CORP                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |  12697866 | NS      | $199356496.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| QUINSTREET INC                                     | QUINSTREET INC                                                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    134460 | NS      | $1913365.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                        | TARGET CORP                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     80800 | NS      | $13499256.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                                | CHURCHILL DOWNS INC                                                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |    105300 | NS      | $23372388.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                              | JACKSON FINANCIAL INC 1.125% 11/22/2023                             | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1917717.54    | 0.00%             | 2023-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                     | OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023                    | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2960777.85    | 0.00%             | 2023-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NISOURCE INC 0.95% 08/15/2025                                       | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2705155.47    | 0.00%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                                        | HUBSPOT INC                                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |     85100 | NS      | $25787853.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHATTUCK LABS INC                                  | SHATTUCK LABS INC                                                   | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7120 | NS      | $16162.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLARWINDS CORP                                    | SOLARWINDS CORP                                                     | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79680 | NS      | $696403.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                                 | KILROY REALTY CORP                                                  | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      4100 | NS      | $177202.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                        | Fidelity Small Cap Index Fund                                       | CUSIP: 316146182<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    468342 | NS      | $11001346.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                      | SNOWFLAKE INC CL A                                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     76200 | NS      | $10888980.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRIA INVESTMENTS LTD                             | PATRIA INVESTMENTS LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    166563 | NS      | $2273584.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                           | MICROCHIP TECHNOLOGY                                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    682200 | NS      | $54023418.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RATHBONES GROUP PLC                                | RATHBONES GROUP PLC                                                 | CUSIP: N/A<br>LEI: 213800MBTHM6UE8ZQP29       | Long             | EC               | CORP              | GB        |    134000 | NS      | $3436042.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                             | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    924911 | NS      | $43026859.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST NORTHWEST BANCORP                            | FIRST NORTHWEST BANCORP                                             | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |    164023 | NS      | $2399656.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL and NATURAL GAS CORP LTD                       | OIL and NATURAL GAS CORP LTD                                        | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |   2011500 | NS      | $3527167.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSCOUT SYSTEMS INC                               | NETSCOUT SYSTEMS INC                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    131171 | NS      | $4890054.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                 | ALLY FINL INC 5.125% 09/30/2024                                     | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976305.40    | 0.00%             | 2024-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                             | PENN ENTERTAINMENT INC                                              | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360100 | NS      | $12671919.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                     | TECHNIPFMC PLC                                                      | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    306360 | NS      | $3798864.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                           | ALLEGRO MICROSYSTEMS INC                                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93637 | NS      | $2915856.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                      | MARRIOTT INTERNATIONAL INC A                                        | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    449400 | NS      | $74308290.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                         | QUALYS INC                                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     97129 | NS      | $11977948.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                               | BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026                          | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $922014.61     | 0.00%             | 2026-05-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TOLL BROS INC                                      | TOLL BROTHERS INC                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    194958 | NS      | $9340437.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS PLC                                | NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A                    | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1976135.12    | 0.00%             | 2025-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CADRE HOLDINGS INC                                 | CADRE HOLDING INC                                                   | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    436510 | NS      | $11323069.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PETROLEUM REFINING PCL                        | STAR PETROLEUM REFINING PCL(FOR)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   2366800 | NS      | $785237.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | ELEVANCE HEALTH INC                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    254834 | NS      | $135806135.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                        | ARCUTIS BIOTHERAPEUTICS INC                                         | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    281606 | NS      | $4852071.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                           | WILLIS TOWERS WATSON PLC                                            | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |    355600 | NS      | $87534496.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                     | SERVICE CORP INTERNATIONAL INC                                      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    281721 | NS      | $20128965.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                       | CATALENT INC                                                        | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138860 | NS      | $6961051.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                        | WALMART INC                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    329500 | NS      | $50222390.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                                | MKS INSTRUMENTS INC                                                 | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    119000 | NS      | $9979340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS PLC                                | NATWEST MARKETS PLC 0.8% 08/12/2024 144A                            | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2768271.81    | 0.00%             | 2024-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PURE STORAGE INC                                   | PURE STORAGE INC CL A                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    103820 | NS      | $3030505.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INBODY CO LTD                                      | INBODY CO LTD                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     31800 | NS      | $458094.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP                                           | SLM CORP                                                            | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    477873 | NS      | $8343662.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                             | BOSTON SCIENTIFIC CORP 3.45% 03/01/2024                             | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2946299.91    | 0.00%             | 2024-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACACIA RESEARCH CORP                               | ACACIA RESEARCH - ACACIA TECH                                       | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |     81216 | NS      | $335422.08     | 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        | 563669954 | NS      | $9120179851.79 | 12.96%            |  |  |  | No            |                  1 | On Loan: No      |
| EMBRY HOLDINGS LTD                                 | EMBRY HOLDINGS LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    111000 | NS      | $7137.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Concord Street Trust                      | FIDELITY SMALL CAP DISCOVERY FUND                                   | CUSIP: 315912600<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |  24611610 | NS      | $605937835.57  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                       | AT and T INC FRN SFRIX+64 03/25/2024                                | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992591.66     | 0.00%             | 2024-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                | OTIS WORLDWIDE CORP 2.056% 04/05/2025                               | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2810455.95    | 0.00%             | 2025-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IDACORP INC                                        | IDACORP INC                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    334371 | NS      | $36958026.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                    | CHOICE HOTELS INTL INC                                              | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     58418 | NS      | $7198265.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AREALINK CO LTD                                    | AREALINK CO LTD                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     26800 | NS      | $376721.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                 | EVOLENT HEALTH INC A                                                | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    200740 | NS      | $5779304.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                       | SEMTECH CORP                                                        | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    112520 | NS      | $3458864.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                            | KBR INC                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    399540 | NS      | $20644231.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX ENERGY INC                                  | VERTEX ENERGY INC                                                   | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |    174000 | NS      | $1442460.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED COMMUNITY BANKS INC                         | UNITED COMMUNITY BANKS GA                                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    391968 | NS      | $15274992.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LAUDER ESTEE COS INC                               | ESTEE LAUDER COS INC CL A                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |    386200 | NS      | $91062098.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                | TRONOX HOLDINGS PLC                                                 | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |   1455491 | NS      | $20566087.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                | APPLIED INDUSTRIAL TECH INC                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     93720 | NS      | $12416962.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC                   | AIR TRANSPORT SERVICES GROUP                                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |    721800 | NS      | $20239272.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                            | BECTON DICKINSON and CO 3.363% 06/06/2024                           | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2930076.84    | 0.00%             | 2024-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                               | THE BOOKING HOLDINGS INC                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     51867 | NS      | $107854833.15  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO 3.845%/VAR 06/14/2025                         | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2945810.58    | 0.00%             | 2025-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                        | ROLLINS INC                                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    402048 | NS      | $16258821.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                            | MERCEDES BENZ RETAIL SA 0.75% 03/01/2024 144A                       | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2366383.35    | 0.00%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                    | SONY GROUP CORP ADR                                                 | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    103900 | NS      | $8630973.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                             | MUELLER INDUSTRIES INC                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    101031 | NS      | $6947901.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                | CARRIER GLOBAL CORP 2.242% 02/15/2025                               | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2829903.03    | 0.00%             | 2025-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBUS MEDICAL INC                                 | GLOBUS MEDICAL INC                                                  | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    134695 | NS      | $9952613.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                         | MONDELEZ INTL INC                                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   1722200 | NS      | $116437942.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RELAY THERAPEUTICS INC                             | RELAY THERAPEUTICS INC                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    438040 | NS      | $8138783.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHART INDUSTRIES INC                               | CHART INDUSTRIES INC                                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    101460 | NS      | $14507765.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROFESSIONAL HOLDINGS CORP                         | PROFESSIONAL HOLDINGS CORP A                                        | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |     86642 | NS      | $2596660.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                                     | FIVE BELOW INC                                                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |    111300 | NS      | $17903718.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO DOMINION BANK                          | TORONTO DOMINION BANK 1.2% 06/03/2026                               | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $883341.99     | 0.00%             | 2026-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SMITH (AO) CORP                                    | SMITH (AO) CORP                                                     | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |    230773 | NS      | $14017152.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO INC                                          | MONRO INC                                                           | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59473 | NS      | $2704237.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO 3.22/VAR 03/01/2025                           | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2920799.01    | 0.00%             | 2025-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                     | GLOBE LIFE INC                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    206453 | NS      | $24766101.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRELUDE THERAPEUTICS INC                           | PRELUDE THERAPEUTICS INC                                            | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358244 | NS      | $2389487.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EATON CORP PLC                                     | EATON CORP PLC                                                      | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     81200 | NS      | $13272140.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                          | NATWEST GRP PLC(UNGTD) 3.875% 09/12/2023                            | CUSIP: 780097BD2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1481913.06    | 0.00%             | 2023-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                  | M and T BANK CORP                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    644232 | NS      | $109532324.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                               | KEURIG DR PEPPER INC                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    645500 | NS      | $24961485.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                               | JUNIPER NETWORKS INC                                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    573460 | NS      | $19061810.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                           | ASGN INC                                                            | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    312680 | NS      | $28328808.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                           | NIKE INC CL B                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    310300 | NS      | $34036807.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                                   | HENRY SCHEIN INC                                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    245023 | NS      | $19827261.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                      | AIB GROUP PLC                                                       | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |   1217800 | NS      | $3954530.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MYR GROUP INC DEL                                  | MYR GROUP INC/DELAWARE                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     28714 | NS      | $2743048.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | PARKER HANNIFIN CORP                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     43600 | NS      | $13033784.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                                   | PAYPAL HLDGS INC                                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    353400 | NS      | $27710094.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIHON FLUSH CO LTD                                 | NIHON FLUSH CO LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    104578 | NS      | $736022.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                               | WESTERN UNION CO                                                    | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    685207 | NS      | $10045134.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025                             | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2905468.29    | 0.00%             | 2025-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOPCO SCIENTIFIC CO LTD                            | TOPCO SCIENTIFIC CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    881000 | NS      | $4908291.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LHC GROUP INC                                      | LHC GROUP INC                                                       | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     21280 | NS      | $3477364.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPSTONE GROUP INC                                | STEPSTONE GROUP INC CLASS A                                         | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    324272 | NS      | $9721674.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUICK CO LTD                                       | QUICK CO LTD                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    180800 | NS      | $2761914.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                | INTESA SANPAOLO SPA 3.25% 09/23/2024 144A                           | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $2823357.84    | 0.00%             | 2024-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APARTMENT INCOME REIT CORP                         | APARTMENT INCOME REIT CORP CL A                                     | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    949960 | NS      | $36145978.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TDC SOFT INC                                       | TDC SOFT INC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    182200 | NS      | $1955397.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVENT HOLDING CORP                                 | CVENT HOLDING CORP PIPE                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    267744 | NS      | $1499366.40    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                       | ARTHUR J GALLAGHAR AND CO                                           | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    145658 | NS      | $29001964.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                       | NISOURCE INC                                                        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    410600 | NS      | $11472164.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMANINO FOODS OF DISTINCTION INC                  | ARMANINO FOODS DISTINCTION INC                                      | CUSIP: 042166801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $36000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                           | LKQ CORP                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    902993 | NS      | $49059609.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORMA GROUP SE                                     | NORMA GROUP SE                                                      | CUSIP: N/A<br>LEI: 5299000LM9HC76W5XD46       | Long             | EC               | CORP              | DE        |     85768 | NS      | $1501642.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COWEN INC                                          | COWEN INC CL A                                                      | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     28410 | NS      | $1098330.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                        | CHEMOURS CO/ THE                                                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    916700 | NS      | $28463535.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                   | VECTOR GROUP LTD                                                    | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    233485 | NS      | $2591683.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                 | ALLY FINL INC 3.875% 05/21/2024                                     | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2918628.99    | 0.00%             | 2024-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                            | FRANK'S INTERNATIONAL NV                                            | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |   2523500 | NS      | $43833195.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENOMMA LAB INTERNACIONAL SA                       | GENOMMA LAB INTERNACIONAL SA                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   1000000 | NS      | $808541.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORP                               | FIRST ADVANTAGE CORP                                                | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    110080 | NS      | $1464064.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                        | SPTR 11/1/2023 FAMS ETRS GS +.28                                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     24693 | NC      | $18783983.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                      | SELECTIVE INSURANCE GROUP INC                                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     86800 | NS      | $8343216.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QINGDAO PORT INTL CO LTD                           | QINGDAO PORT INTL CO LTD H                                          | CUSIP: N/A<br>LEI: 529900URO8Y3C7A1JM55       | Long             | EC               | CORP              | CN        |   4884814 | NS      | $2315357.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                          | BOEING CO 4.875% 05/01/2025                                         | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972173.29    | 0.00%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WIENERBERGER AG                                    | WIENERBERGER AG                                                     | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |    220613 | NS      | $5833615.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENE COUNTY BANCORP INC                          | GREENE COUNTY BANCORP INC                                           | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79200 | NS      | $6040584.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                 | VALERO ENERGY CORP                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    255500 | NS      | $34139910.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                        | VAXCYTE INC                                                         | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    141000 | NS      | $6494460.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                         | VMWARE INC CL A                                                     | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |    196688 | NS      | $23895625.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANFILIPPO (JOHN B) and SON INC                    | SANFILIPPO (JOHN B) and SON INC.                                    | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     15101 | NS      | $1278903.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                | LABORATORY CORP OF AMER HLDGS                                       | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     50000 | NS      | $12035000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPRIS ASA                                       | EUROPRIS ASA                                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXGA8G28       | Long             | EC               | CORP              | NO        |    960181 | NS      | $6102279.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRIRAM TRANSPORT FINANCE CO LTD                   | SHRIRAM TRANSPORT FIN CO LTD                                        | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |    210246 | NS      | $3502218.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                            | NEXSTAR MEDIA GROUP INC                                             | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     25100 | NS      | $4757956.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                              | CRA INTERNATIONAL INC                                               | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116255 | NS      | $14329591.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS INC                                       | DILLARDS INC CL A                                                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      6562 | NS      | $2360351.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIUMPH GROUP INC                                  | TRIUMPH GROUP INC                                                   | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     35390 | NS      | $405215.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                  | DOMINOS PIZZA INC                                                   | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |    128717 | NS      | $50036159.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTURE CORP                                        | FUTURE CORP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     27500 | NS      | $341178.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAR CORP                                          | LEAR CORP NEW                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    275771 | NS      | $39777209.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THINKING ELECTRONIC IND CO LTD                     | THINKING ELECTRONIC IND CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    351000 | NS      | $1387144.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORRSTOWN FINL SVCS INC                             | ORRSTOWN FINANCIAL SERVICES                                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |    112166 | NS      | $3018387.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                         | LATTICE SEMICONDUCTOR CORP                                          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    233344 | NS      | $16994443.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                                 | KONTOOR BRANDS INC                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    302676 | NS      | $13151272.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ROPER TECHNOLOGIES INC                             | ROPER TECHNOLOGIES INC 1% 09/15/2025                                | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1799030.32    | 0.00%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI MARINE and FIRE INSURANCE CO LTD           | HYUNDAI FIRE and MARINE INS CO                                      | CUSIP: N/A<br>LEI: 988400SYR92543UITC37       | Long             | EC               | CORP              | KR        |    157600 | NS      | $3675790.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                             | CREDIT ACCEPTANCE CORP                                              | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13300 | NS      | $6303668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VIATRIS INC                                        | VIATRIS INC                                                         | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     63300 | NS      | $698199.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS INC                             | WHOLE EARTH BRANDS INC                                              | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    577350 | NS      | $2499925.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                          | L3HARRIS TECHNOLOGIES INC                                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    255400 | NS      | $57996232.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AMADEUS IT GROUP SA                                | AMADEUS IT GROUP SA                                                 | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    253100 | NS      | $13684487.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                             | PHILIPS NV (KON) (NY REG) NEW YORK REGISTERED SHARES                | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    405391 | NS      | $6097080.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCORP INC DEL                                    | BANCORP INC DEL                                                     | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    902396 | NS      | $27044808.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                                | TOURMALINE OIL CORP                                                 | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |   1223000 | NS      | $74435572.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERPUBLIC GROUP OF COS INC                       | INTERPUBLIC GROUP OF COS INC                                        | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1120925 | NS      | $38514983.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                                     | FORMFACTOR INC                                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    138399 | NS      | $3192864.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREEK and RIVER CO LTD                             | CREEK and RIVER CO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20000 | NS      | $302533.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PATHWARD FINANCIAL INC                             | PATHWARD FINANCIAL INC                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     52061 | NS      | $2266215.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS INC                 | COGENT COMMUNICATIONS HOLDINGS INC                                  | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46230 | NS      | $2683651.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC 0.981%/VAR 5/01/2025                                  | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1865792.16    | 0.00%             | 2025-05-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                          | AIRBUS SE                                                           | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |    517398 | NS      | $59394980.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                 | AERCAP HOLDINGS NV                                                  | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |     67500 | NS      | $4144500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                    | ASTRAZENECA PLC                                                     | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    320000 | NS      | $43309009.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MERIDIAN BIOSCIENCE INC                            | MERIDIAN BIOSCIENCE INC                                             | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     77254 | NS      | $2472128.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                       | DNB BANK ASA 2.698%/VAR 03/28/2025 144A                             | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2893587.72    | 0.00%             | 2025-03-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| INSPERITY INC                                      | INSPERITY INC                                                       | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |    115611 | NS      | $13705684.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                      | PRIMERICA INC                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    250429 | NS      | $37321433.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                           | UNITED NATURAL FOODS INC                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    133870 | NS      | $6382921.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                    | ASTRAZENECA PLC SPONS ADR                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |   1376320 | NS      | $93548470.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                        | TRUIST BANK 1.5% 03/10/2025                                         | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1852912.68    | 0.00%             | 2025-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                    | PHILIP MORRIS INTL INC 5.125% 11/15/2024                            | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2199367.94    | 0.00%             | 2024-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Concord Street Trust                      | FIDELITY EXTENDED MARKET INDEX FUND                                 | CUSIP: 315911743<br>LEI: EEX0N4ID1C226M44VF22 | Long             | EC               | RF                | US        |   1563356 | NS      | $106808480.28  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPEC KANTONS HOLDINGS LTD                       | SINOPEC KANTONS HOLDINGS LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |   2606000 | NS      | $891059.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HENGAN INTERNATIONAL GROUP CO LTD                  | HENGAN INTL GRP CO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    403500 | NS      | $1859911.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOR OIL (HELLAS) SA                              | MOTOR OIL (HELLAS) SA                                               | CUSIP: N/A<br>LEI: 213800U3Y9UL7Y4QVM11       | Long             | EC               | CORP              | GR        |     44600 | NS      | $900299.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                        | Fidelity SAI U.S. Value Index Fund                                  | CUSIP: 31635V190<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |  66389736 | NS      | $756179089.35  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTHS HOSPITALITY GROUP INC                        | RUTHS HOSPITALITY GROUP INC                                         | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    583100 | NS      | $10210081.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                       | FORTIVE CORP                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   2198324 | NS      | $148496786.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                                    | PULTEGROUP INC                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1001733 | NS      | $44857603.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                        | MAXIMUS INC                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    729120 | NS      | $51257136.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TRINET GROUP INC                                   | TRINET GROUP INC                                                    | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |    117423 | NS      | $8509644.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                | SPTR 5/1/2023 FAMS ETRS MS +.29                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DO               | CORP              | US        |     24197 | NC      | $11301689.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                   | COMCAST CORP NEW 3.7% 04/15/2024                                    | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971716.24    | 0.00%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| V2X INC                                            | V2X INC                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239330 | NS      | $9671325.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                              | REYNOLDS AMERICAN INC 4.45% 06/12/2025                              | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2946005.85    | 0.00%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIEWORKS CO LTD                                    | VIEWORKS CO LTD                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    237500 | NS      | $5833675.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC           | INTERNATIONAL FLAVORS and FRAGRA                                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    326421 | NS      | $34541870.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                       | WOODWARD INC                                                        | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    107427 | NS      | $10291506.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                                   | BADGER METER INC                                                    | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     51977 | NS      | $6019976.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS INC                  | SUN COUNTRY AIRLINES HOLDINGS INC                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    110140 | NS      | $2224828.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                             | BOSTON SCIENTIFIC CORP                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |   4367898 | NS      | $197734742.46  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                         | FISERV INC                                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     35700 | NS      | $3725652.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                             | BOSTON SCIENTIFIC CORP 1.9% 06/01/2025                              | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2799524.58    | 0.00%             | 2025-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                     | PRUDENTIAL PLC                                                      | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    156007 | NS      | $1855701.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC           | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    718885 | NS      | $39847795.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                | CELLNEX TELECOM SAU                                                 | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    328900 | NS      | $11310393.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LILLY (ELI) and CO                                 | LILLY (ELI) and CO                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    374300 | NS      | $138895244.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                     | APTARGROUP INC                                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    162790 | NS      | $17278530.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                                     | HEICO CORP CL A                                                     | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |    263646 | NS      | $33425039.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC         | FIDELITY NATL INFORM SVCS INC                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    340757 | NS      | $24732143.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXONICS INC                                        | AXONICS INC                                                         | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |    687270 | NS      | $47064249.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                          | SAFRAN SA                                                           | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     49400 | NS      | $6105133.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA COLA CO                                       | COCA COLA CO                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   2918786 | NS      | $185663977.46  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                     | ZIFF DAVIS INC                                                      | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    249923 | NS      | $23057895.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                | NORTHERN TRUST CORP                                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   1134066 | NS      | $105592885.26  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                 | WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025                        | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2827253.88    | 0.00%             | 2025-10-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                               | FREEPORT MCMORAN INC                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |   3195417 | NS      | $127177596.60  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                          | CLOROX CO                                                           | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |    212100 | NS      | $31528665.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                                   | RADIAN GROUP INC                                                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    844152 | NS      | $16520054.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                      | CONSENSUS CLOUD SOLUTION                                            | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28148 | NS      | $1598524.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                | ABBOTT LABORATORIES                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     37900 | NS      | $4077282.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                   | WILLIAMS COS INC 3.9% 01/15/2025                                    | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2930159.61    | 0.00%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                    | EMCOR GROUP INC                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     90771 | NS      | $14060427.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOST WERKE AG                                      | JOST WERKE AG                                                       | CUSIP: N/A<br>LEI: 529900G977BSS7DATK68       | Long             | EC               | CORP              | DE        |     89400 | NS      | $4963521.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | SOCIETE GENERALE SA CL A                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    443417 | NS      | $11160379.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                | OWENS AND MINOR INC                                                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    661890 | NS      | $13641552.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC 0.976/VAR 05/24/2025                              | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2759687.19    | 0.00%             | 2025-05-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                      | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+70 01/24/2025                | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963920.00    | 0.00%             | 2025-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEIJER REF AB                                      | BEIJER REF AB SER B                                                 | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |     86700 | NS      | $1505540.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                         | SABRA HEALTHCARE REIT INC                                           | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    276600 | NS      | $3570906.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                         | RAPID7 INC                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     68270 | NS      | $2007138.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                                | ADDUS HOMECARE CORP                                                 | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     47810 | NS      | $5272486.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                                   | ADAPTHEALTH CORP                                                    | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    658968 | NS      | $14701576.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL                                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    199336 | NS      | $7491046.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF PRINCETON/THE                              | THE BANK OF PRINCETON                                               | CUSIP: 064520109<br>LEI: 549300EMC7T53UNNNA58 | Long             | EC               | CORP              | US        |      5000 | NS      | $162750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                         | HUMANA INC 0.65% 08/03/2023                                         | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2911245.96    | 0.00%             | 2023-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                    | SEAGATE TECHNOLOGY HOLDINGS PLC                                     | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    306000 | NS      | $16208820.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUWA CERAMIC CO LTD                              | MARUWA CO LTD                                                       | CUSIP: N/A<br>LEI: 3538009BXGIG8PFXNI29       | Long             | EC               | CORP              | JP        |     15100 | NS      | $2098382.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                | GENERAL ELECTRIC CO                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |   5224045 | NS      | $449111148.65  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTIC CORP                                         | ESTIC CORP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17500 | NS      | $113933.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                       | SYLVAMO CORP                                                        | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     62563 | NS      | $3384032.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WDB HOLDINGS CO LTD                                | WDB HOLDINGS CO LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22300 | NS      | $387399.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                          | UST NOTES 0.125% 08/31/2023                                         | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57000000 | PA      | $55067343.75   | 0.08%             | 2023-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | CROWN CASTLE INC                                                    | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    259100 | NS      | $36644513.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                                      | ENVESTNET INC                                                       | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       100 | NS      | $5902.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP INC                  | DIAMOND HILL INVEST GRP INC                                         | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      5622 | NS      | $1000491.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                        | PENSKE AUTOMOTIVE GROUP INC                                         | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     52053 | NS      | $6582101.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MTU AERO ENGINES AG                                | MTU AERO ENGINES AG                                                 | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     30800 | NS      | $6494588.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVENT ELECTRIC PLC                                 | NVENT ELECTRIC PLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    286663 | NS      | $11469386.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HLDGS INC                             | SALLY BEAUTY HLDGS INC                                              | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    368000 | NS      | $4327680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                                         | LAZARD LTD CL A                                                     | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |    847502 | NS      | $31027048.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| OLIN CORP                                          | OLIN CORP                                                           | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    732800 | NS      | $41754944.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                               | RENT A CTR INC                                                      | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    108070 | NS      | $2603406.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ECHOSTAR CORP                                      | ECHOSTAR CORP CL A                                                  | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     66003 | NS      | $1148452.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026               | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991267.78     | 0.00%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                       | FERGUSON PLC                                                        | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |     58300 | NS      | $6834509.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CORVEL CORP                                        | CORVEL CORP                                                         | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16557 | NS      | $2532724.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                    | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    446300 | NS      | $105509783.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                            | METHODE ELECTRONICS INC                                             | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    210000 | NS      | $9592800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORP                                | VERRA MOBILITY CORP                                                 | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |    762460 | NS      | $12084991.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVT PARTNERS INC                           | VIRTUS INVESTMENT PARTNERS                                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     34870 | NS      | $6762687.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUCKOO HOLDINGS CO LTD                             | CUCKOO HOLDINGS CO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     40045 | NS      | $499603.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                     | BANKUNITED INC                                                      | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    898788 | NS      | $33003495.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                         | DIODES INC                                                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    119030 | NS      | $10978136.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNT GIBSON IRON LTD                              | MOUNT GIBSON IRON LTD                                               | CUSIP: N/A<br>LEI: 254900QOF9A5FW2FHD67       | Long             | EC               | CORP              | AU        |  12253674 | NS      | $3848989.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                             | SOUTHWESTERN ENERGY CO                                              | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   3153884 | NS      | $21824877.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                         | CF INDUSTRIES HOLDINGS INC                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    183228 | NS      | $19823437.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                         | LPL FINL HLDGS INC                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     56100 | NS      | $13279431.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                               | JETBLUE AIRWAYS CORP                                                | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |   1981000 | NS      | $15768760.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPARE THERAPEUTICS INC                            | REPARE THERAPEUTICS INC                                             | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    104400 | NS      | $1673532.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DLOCAL LTD/URUGUAY                                 | DLOCAL LTD/URUGUAY                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    651900 | NS      | $9517740.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Salem Street Trust                        | Fidelity SAI Small-Mid Cap 500 Index Fund                           | CUSIP: 31635V869<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        | 107308058 | NS      | $608436687.35  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                              | JACKSON FINANCIAL INC                                               | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    153272 | NS      | $5724709.20    | 0.01%             |  |  |  | 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        |    119491 | NS      | $4145142.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE                 | CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025                      | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1945563.54    | 0.00%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BK NEW YORK NY                           | SIGNATURE BANK                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |    261191 | NS      | $36436144.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                               | FEDERATED HERMES INC                                                | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    412789 | NS      | $15669470.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KARUNA THERAPEUTICS INC                            | KARUNA THERAPEUTICS INC                                             | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $9412400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                                 | PLANET FITNESS INC CL A                                             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |    270100 | NS      | $21165036.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                 | RITHM CAPITAL CORP                                                  | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |   5105000 | NS      | $46200250.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA                                   | CITIZENS BANK NA 2.25% 04/28/2025                                   | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2792356.86    | 0.00%             | 2025-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRIDGE INVESTMENT GROUP HOLDINGS INC               | BRIDGE INVESTMENT GROUP HOLDINGS INC                                | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44355 | NS      | $676413.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                      | INTERCONTINENTAL EXCHANGE INC                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    252180 | NS      | $27313615.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                      | TAKE-TWO INTERACTV SOFTWR INC                                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    127998 | NS      | $13528108.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC INC                                      | NEW RELIC INC                                                       | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |    165930 | NS      | $9336881.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNISYS CORP                                        | UNISYS CORP NEW                                                     | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    714520 | NS      | $3072436.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                     | WHIRLPOOL CORP                                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     24852 | NS      | $3641563.56    | 0.01%             |  |  |  | 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        |  26480430 | NS      | $669160474.79  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TSC AUTO ID TECHNOLOGY CORP                        | TSC AUTO ID TECHNOLOGY CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     43000 | NS      | $267796.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                               | INVITATION HOMES INC                                                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    530300 | NS      | $17303689.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                             | LAUREATE EDUCATION INC CL A                                         | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |   1790560 | NS      | $18765068.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                        | MONGODB INC CL A                                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |    268400 | NS      | $40981996.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM INC                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    646675 | NS      | $81797920.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                                     | RLJ LODGING TRUST                                                   | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    933650 | NS      | $11315838.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYA HOLDINGS INC                                  | PAYA HOLDINGS INC                                                   | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149855 | NS      | $1395150.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                                   | COMCAST CORP CL A                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   9521001 | NS      | $348849476.64  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                     | AIR LEASE CORP 3.375% 07/01/2025                                    | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2831038.50    | 0.00%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                | SHERWIN WILLIAMS CO                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     74800 | NS      | $18638664.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS INC                               | SUMMIT MATERIALS INC CL A                                           | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143550 | NS      | $4348129.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                | FIFTH THIRD BANCORP 2.375% 01/28/2025                               | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2832206.73    | 0.00%             | 2025-01-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTYX BIOSCIENCES INC                             | VENTYX BIOSCIENCES INC                                              | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76410 | NS      | $2215125.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                         | SPROUTS FMRS MKT INC                                                | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |   1262350 | NS      | $43336475.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT CAPITAL CORP 3.222% 08/15/2024                                  | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2893333.83    | 0.00%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                             | INTUITIVE SURGICAL INC                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     60000 | NS      | $16223400.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP                        | JOHN BEAN TECHNOLOGIES CORP                                         | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     49130 | NS      | $4513081.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUGLAS EMMETT INC                                 | DOUGLAS EMMETT INC REIT                                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137130 | NS      | $2375091.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                                 | SNAP-ON INCORPORATED                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     94729 | NS      | $22791797.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                        | IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A                    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $920813.20     | 0.00%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAES FARMA SA                                      | FAES FARMA SA                                                       | CUSIP: N/A<br>LEI: 959800FXZQY7U3P1G969       | Long             | EC               | CORP              | ES        |    105263 | NS      | $404604.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELME COMMUNITIES                                   | ELME COMMUNITIES                                                    | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    245400 | NS      | $4849104.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENTERPRISE PRODUCTS PARTNERS LP                    | ENTERPRISE PRODS PARTNERS LP                                        | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    166100 | NS      | $4120941.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PPTYS TRUST                       | CORPORATE OFFICE PROPERTIES TR                                      | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    408450 | NS      | $11342656.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                                  | AGILON HEALTH INC                                                   | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2428500 | NS      | $42644460.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| VERTEX CORP/JAPAN                                  | VERTEX CORP/JAPAN                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     33600 | NS      | $321459.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CABOT CORP                                         | CABOT CORP                                                          | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    336700 | NS      | $24787854.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                   | CYTOKINETICS INC                                                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    707910 | NS      | $30086175.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| WEIS MARKETS INC                                   | WEIS MARKETS INC                                                    | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29089 | NS      | $2536851.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                    | TAIWAN SEMICONDUCTOR MFG CO LTD                                     | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   3142000 | NS      | $50634546.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                      | UNICREDIT SPA                                                       | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    906608 | NS      | $12382387.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                             | CENTERPOINT ENERGY INC FRN SFRIX+65 05/13/2024                      | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2956947.42    | 0.00%             | 2024-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WEWORK INC                                         | WEWORK INC CL A                                                     | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    591000 | NS      | $1631160.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA   | CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA                    | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |     90400 | NS      | $2132189.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MID-AMERICA APT CMNTYS INC                         | MID AMERICA APT CMNTY INC                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     91500 | NS      | $15086520.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                         | SAMSUNG ELECTRONICS CO LTD PFD                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |   1668900 | NS      | $72564391.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                          | MONSTER BEVERAGE CORP                                               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    751600 | NS      | $77309576.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC 4.35% 04/09/2025                           | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2936161.59    | 0.00%             | 2025-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | DIAMONDBACK ENERGY INC                                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    177200 | NS      | $26229144.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S FOODS INC                                        | S FOODS INC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    205800 | NS      | $4378614.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Magellan Fund                             | FIDELITY MAGELLAN FUND                                              | CUSIP: 316184100<br>LEI: XCODUEQ0D4XIOT1T8X44 | Long             | EC               | RF                | US        | 369563401 | NS      | $4261066018.36 | 6.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                       | WINGSTOP INC                                                        | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     78277 | NS      | $12955626.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NOMAD FOODS LTD                                    | NOMAD FOODS LTD                                                     | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |    242100 | NS      | $4234329.00    | 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        |   1074248 | NS      | $342255412.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAWORLD HOLDINGS LTD                           | ONESPAWORLD HOLDINGS LTD                                            | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |    302460 | NS      | $3015526.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                             | POWER INTEGRATIONS INC                                              | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |    103517 | NS      | $8331048.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO LTD                                | DB INSURANCE CO LTD                                                 | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |    145700 | NS      | $7002462.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXT PLC                                           | NEXT PLC                                                            | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     70000 | NS      | $5002692.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC                           | CULLEN FROST BANKERS INC                                            | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |    138800 | NS      | $20135716.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024                          | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2904641.22    | 0.00%             | 2024-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                         | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    379109 | NS      | $14777668.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC.                        | APPLE HOSPITALITY REIT INC                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |   1224800 | NS      | $20895088.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                              | BURLINGTON STORES INC                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |    168400 | NS      | $32952512.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                             | NATIONAL BEVERAGE CORPORATION                                       | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     41368 | NS      | $2131693.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ROPER TECHNOLOGIES INC                             | ROPER TECHNOLOGIES INC 2.35% 09/15/2024                             | CUSIP: 776743AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1914022.68    | 0.00%             | 2024-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOTETSU KOGYO CO LTD                               | TOTETSU KOGYO CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    107100 | NS      | $1991448.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | TENET HEALTHCARE CORP                                               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    824580 | NS      | $38079104.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SILERGY CORP                                       | SILERGY CORP                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    421000 | NS      | $6338083.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                      | LINCOLN ELECTRIC HLDGS INC                                          | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |    103113 | NS      | $15248350.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                       | PORTLAND GENERAL ELECTRIC CO                                        | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    689200 | NS      | $33929316.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC INVESTMENT CORP                               | MGIC INVESTMENT CORP                                                | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   3388105 | NS      | $46518681.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                                  | REDWOOD TRUST INC REIT                                              | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    364420 | NS      | $2878918.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                           | AGILENT TECHNOLOGIES INC                                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     45000 | NS      | $6974100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALUE ADDED TECHNOLOGIES CO LTD                    | VALUE ADDED TECHNOLOGIES CO                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     78700 | NS      | $1967538.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | SALESFORCE INC                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    585770 | NS      | $93869642.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                    | RABOBANK NEDERLAND NY BRH 3.875% 08/22/2024                         | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966044.30    | 0.00%             | 2024-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A                        | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2778478.20    | 0.00%             | 2025-01-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS INC                                   | NMI HOLDINGS INC                                                    | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    567834 | NS      | $12225466.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                               | COMMERCIAL METALS CO                                                | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    684247 | NS      | $33678637.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES INC                      | ARMADA HOFFLER PROPERTIES INC                                       | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    261440 | NS      | $3176496.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                           | IRHYTHM TECHNOLOGIES INC                                            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      1909 | NS      | $208176.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                               | AGNC INVESTMENT CORP                                                | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |   1020720 | NS      | $10196992.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC                       | WEST PHARMACEUTICAL SVCS INC                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     70000 | NS      | $16426200.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP                         | SENSIENT TECHNOLOGIES CORP                                          | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     74660 | NS      | $5577848.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                       | Fidelity Cash Central Fund                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 763992478 | NS      | $764145276.75  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                                       | CARS.COM INC                                                        | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    465700 | NS      | $6883046.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYTILINEOS SA                                      | MYTILINEOS SA                                                       | CUSIP: N/A<br>LEI: 213800KT8MEUJEJ2KW41       | Long             | EC               | CORP              | GR        |    124000 | NS      | $2339739.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENDIS PHARMA A/S                                | ASCENDIS PHARMA AS SPON ADR                                         | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |    132513 | NS      | $16307049.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HELEN OF TROY LTD                                  | HELEN OF TROY LTD                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    186320 | NS      | $18359972.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                   | IES HOLDINGS INC                                                    | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      4910 | NS      | $166056.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                           | SNAP INC - A                                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |   2690400 | NS      | $27738024.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLDLINE SA                                       | WORLDLINE SA                                                        | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               | CORP              | FR        |    275100 | NS      | $13031822.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPHARM GROUP CO LTD                             | SINOPHARM GROUP CO LTD H                                            | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |   3916000 | NS      | $9290365.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG LOTS INC                                       | BIG LOTS INC                                                        | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272533 | NS      | $5314393.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MCKESSON CORP                                      | MCKESSON CORP                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |    251374 | NS      | $95944428.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                             | TRANE TECHNOLOGIES PLC                                              | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |    630600 | NS      | $112511652.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                                | LEGEND BIOTECH CORP SPON ADR                                        | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |    310000 | NS      | $15968100.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                               | LOCKHEED MARTIN CORP                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    387800 | NS      | $188156682.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                            | BATH and BODY WORKS INC                                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    423264 | NS      | $17988720.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                  | EXPEDIA INC                                                         | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    120066 | NS      | $12827851.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 7 ELEVEN INC                                       | 7 ELEVEN INC 0.8% 02/10/2024 144A                                   | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1897458.90    | 0.00%             | 2024-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HANMI FINANCIAL CORP                               | HANMI FINANCIAL CORPORATION                                         | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    187315 | NS      | $5066870.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                              | AMERICAN HOMES 4 RENT                                               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    767100 | NS      | $25367997.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                           | FABRINET                                                            | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     96076 | NS      | $12817499.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                  | GAMING AND LEISURE PROPRTI INC                                      | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    580000 | NS      | $30513800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAUTY HEALTH CO/THE                               | BEAUTY HEALTH CO/THE                                                | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |    669347 | NS      | $7195480.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BLOCK INC                                          | BLOCK INC CL A                                                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    368900 | NS      | $25000353.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                                | VIRTU FINANCIAL INC- CL A                                           | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    396937 | NS      | $8804062.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                              | ELEMENT SOLUTIONS INC                                               | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   1041480 | NS      | $20371348.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NTT FINANCE CORP                                   | NTT FINANCE CORP 0.583% 03/01/2024 144A                             | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1893101.50    | 0.00%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                           | ICON PLC                                                            | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     28500 | NS      | $6140040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC                                | SIRIUS XM HLDGS INC                                                 | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    363272 | NS      | $2357635.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO CORP                                          | AGCO CORP                                                           | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    220400 | NS      | $29251488.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                                  | CIRRUS LOGIC INC                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    181150 | NS      | $13533716.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                            | MERCEDES BENZ RETAIL SA 5.5% 11/27/2024 144A                        | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006918.69    | 0.00%             | 2024-11-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | MOLINA HEALTHCARE INC                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     67000 | NS      | $22563590.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                  | HAMILTON LANE INC - A                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     61941 | NS      | $4576201.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                       | FRESHPET INC                                                        | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |    294750 | NS      | $19754145.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DNB BANK ASA                                       | DNB BANK ASA                                                        | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    144700 | NS      | $2825432.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | EQUINOR ASA SPONS ADR                                               | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    995800 | NS      | $38318384.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DCC PLC                                            | DCC PLC                                                             | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |     82900 | NS      | $4414623.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                         | SIEMENS AG (REGD)                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    233800 | NS      | $32424516.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DOUBLEVERIFY HOLDINGS INC                          | DOUBLEVERIFY HOLDINGS INC                                           | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101700 | NS      | $2664540.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC                  | DONNELLEY FINANCIAL SOLUTIONS INC                                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     49597 | NS      | $1893613.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC                                   | ACV AUCTIONS INC CL A                                               | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    620800 | NS      | $5487872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC                          | SPIRIT RLTY CAP INC                                                 | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     69350 | NS      | $2872477.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKWEL                                              | AKWEL                                                               | CUSIP: N/A<br>LEI: 969500SVR0D7W9RQ6751       | Long             | EC               | CORP              | FR        |      5700 | NS      | $98434.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                 | MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025                    | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1854825.12    | 0.00%             | 2025-07-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKBAUD INC                                      | BLACKBAUD INC                                                       | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |    352517 | NS      | $20893682.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH                           | SARTORIUS STEDIM BIOTECH                                            | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |     41000 | NS      | $13993431.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC                    | ACADEMY SPORTS and OUTDOORS INC                                     | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260225 | NS      | $13136158.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                            | MPLX LP 4.5% 07/15/2023                                             | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2981921.43    | 0.00%             | 2023-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                            | CBOE GLOBAL MARKETS INC                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     45000 | NS      | $5707800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                         | MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024                         | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2882028.36    | 0.00%             | 2024-09-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC                      | WEATHERFORD INTERNATIONAL PLC                                       | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |   1072400 | NS      | $46542160.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                         | VERTEX PHARMACEUTICALS INC                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    303300 | NS      | $95964120.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE PEETS BV                                       | JDE PEETS BV 0.8% 09/24/2024 144A                                   | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1823755.92    | 0.00%             | 2024-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                   | EXXON MOBIL CORP                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   9999045 | NS      | $1113293670.30 | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                       | DANAHER CORP                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    477200 | NS      | $130471252.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP                                         | NEVRO CORPORATION                                                   | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    210000 | NS      | $9809100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIHON DENGI CO LTD                                 | NIHON DENGI CO LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28200 | NS      | $644530.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AQ GROUP AB                                        | AQ GROUP AB                                                         | CUSIP: N/A<br>LEI: 549300CN568MD1JD3E40       | Long             | EC               | CORP              | SE        |     83000 | NS      | $2318305.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                      | TOPBUILD CORP                                                       | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     66782 | NS      | $10289770.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                                   | IMPERIAL OIL LTD                                                    | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |   1465700 | NS      | $83388485.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS-SONOMA INC                                | WILLIAMS-SONOMA INC                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |    195387 | NS      | $22840740.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS GROUP AG                                       | UBS GROUP AG FRN SOFR+158 05/12/2026 144A                           | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1996260.00    | 0.00%             | 2026-05-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRP GROUP INC                                      | BRP GROUP INC                                                       | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    697580 | NS      | $20955303.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BAKER HUGHES CO                                    | BAKER HUGHES CO                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53900 | NS      | $1564178.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO PAYMENTS INC                                   | EVO PAYMENTS INC CL A                                               | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     80720 | NS      | $2721071.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                    | CONCENTRIX CORP                                                     | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    217064 | NS      | $26564292.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTUM GROUP AB                                  | MOMENTUM GROUP KOMPONENTER and TJANSTER AB                          | CUSIP: N/A<br>LEI: 549300QOHUWQMD9G3757       | Long             | EC               | CORP              | SE        |    162700 | NS      | $873653.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCO LTD                                         | CRESCO LTD                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    317400 | NS      | $4035828.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVNET INC                                          | AVNET INC                                                           | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    553200 | NS      | $24988044.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                             | ADVANCE AUTO PARTS INC                                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     44674 | NS      | $6745327.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Contrafund                                | Fidelity Contrafund                                                 | CUSIP: 316071109<br>LEI: S5Y3O6VQ0TG5C3WLJP73 | Long             | EC               | RF                | US        | 323557451 | NS      | $4558924488.23 | 6.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                        | AMN HEALTHCARE SERVICES INC                                         | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     96917 | NS      | $11988632.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM INC.                                        | R1 RCM INC                                                          | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    638160 | NS      | $5775348.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                      | AFFILIATED MANAGERS GRP INC                                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |    303300 | NS      | $48655386.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORP                            | PERDOCEO EDUCATION CORP                                             | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    121938 | NS      | $1749810.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B and M EUROPEAN VALUE RETAIL S.A.                 | B and M EUROPEAN VALUE RETAIL S.A.                                  | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |   1270900 | NS      | $6296105.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                          | CONSTELLATION ENERGY CORP                                           | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1408255 | NS      | $135361470.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                     | MCDONALDS CORP                                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    112000 | NS      | $30552480.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                                 | TETRA TECH INC                                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     95276 | NS      | $14728716.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Commonwealth Trust II                     | Fidelity Large Cap Value Enhanced Index Fund                        | CUSIP: 31606X209<br>LEI: PJO8XCGPPRYUY4CZV047 | Long             | EC               | RF                | US        | 206784757 | NS      | $3227910062.98 | 4.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC                                | JACK IN THE BOX INC                                                 | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     20740 | NS      | $1499502.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                                | LANDSTAR SYSTEM INC                                                 | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |    271919 | NS      | $47036548.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                                  | UWM HOLDINGS CORP CL A                                              | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326900 | NS      | $1454705.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCH INC                        | E-MINI RUSS 2000 FUT DEC22 RTYZ2                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        11 | NC      | $73153.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                           | GENERAL MTRS FINL CO INC 1.7% 08/18/2023                            | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946969.02    | 0.00%             | 2023-08-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL 4.5% 07/23/2025                                 | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2872330.83    | 0.00%             | 2025-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                   | DEUTSCHE POST AG                                                    | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    247900 | NS      | $9903172.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKLE INC (THE)                                   | BUCKLE INC (THE)                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     52400 | NS      | $2302980.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                      | MARTIN MARIETTA MATERIALS INC                                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     24100 | NS      | $8832168.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                                 | AUTONATION INC                                                      | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63159 | NS      | $7826031.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHROP GRUMMAN CORP                              | NORTHROP GRUMMAN CORP                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |    232400 | NS      | $123936596.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                          | MINERALS TECHNOLOGIES INC                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     56667 | NS      | $3416453.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS INC                          | SMART GLOBAL HOLDINGS INC                                           | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |    265570 | NS      | $4490788.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOL ENERGY INC                                  | CONSOL ENERGY INC - W/I                                             | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     56784 | NS      | $4397920.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PICKLES HOLDINGS CO LTD                            | PICKLES HOLDINGS CO LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    100000 | NS      | $788541.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIAN CEREMONY SERVICE CO LTD                      | HEIAN CEREMONY SERVICE CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     98988 | NS      | $540871.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                      | CORECIVIC INC                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    204732 | NS      | $2718840.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RHI MAGNESITA NV                                   | RHI MAGNESITA NV                                                    | CUSIP: N/A<br>LEI: 724500UWG6A61XNA3Y36       | Long             | EC               | CORP              | NL        |     63000 | NS      | $1678197.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                               | PTC THERAPEUTICS INC                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |    358110 | NS      | $14857983.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WALGREENS BOOTS ALLIANCE INC                       | WALGREENS BOOTS ALLIANCE INC                                        | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    210630 | NS      | $8741145.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                  | HUNTINGTON INGALLS INDUSTRIES INC                                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     93131 | NS      | $21602666.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                    | FOOT LOCKER INC                                                     | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    199907 | NS      | $7956298.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-4O CO                                           | WD 40 CO                                                            | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     24277 | NS      | $4066397.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX RESOURCES CORP                                 | CNX RESOURCES CORP                                                  | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    651200 | NS      | $11311344.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                         | CIGNA CORP 0.613% 03/15/2024                                        | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2838751.26    | 0.00%             | 2024-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOXIMITY INC                                       | DOXIMITY INC                                                        | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    384595 | NS      | $13072384.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                           | ACADIA HEALTHCARE CO INC                                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     57310 | NS      | $5104028.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JET2 PLC                                           | JET2 PLC                                                            | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |    321579 | NS      | $3967064.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                          | BOEING CO                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |   1686197 | NS      | $301626919.36  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STOKE THERAPEUTICS INC                             | STOKE THERAPEUTICS INC                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |    310261 | NS      | $2339367.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DAY ONE BIOPHARMACEUTICALS INC                     | DAY ONE BIOPHARMACEUTICALS INC                                      | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    948419 | NS      | $20134935.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                    | PHILIP MORRIS INTL INC 2.875% 05/01/2024                            | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2910494.43    | 0.00%             | 2024-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                       | ENVISTA HOLDINGS CORP                                               | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    494281 | NS      | $16864867.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                             | UCB SA                                                              | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     75000 | NS      | $6053740.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                              | FIRST AMERICAN FINANCIAL CORP                                       | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    187025 | NS      | $10220916.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                             | UNIVEST FINANCIAL CORP                                              | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |    442150 | NS      | $12473051.50   | 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        |    103300 | NS      | $6254815.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                         | AXALTA COATING SYSTEMS LTD                                          | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    383400 | NS      | $10290456.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS FINANCIAL HOLDINGS SA                      | PIRAEUS FINANCIAL HOLDINGS SA                                       | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |   3013900 | NS      | $4488485.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.15% 10/29/2023 | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1911246.98    | 0.00%             | 2023-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | BUILDERS FIRSTSOURCE                                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    351473 | NS      | $22469668.89   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                          | AGIOS PHARMACEUTICALS INC                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     26814 | NS      | $808173.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                        | VIATRIS INC 1.65% 06/22/2025                                        | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2715724.56    | 0.00%             | 2025-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CDW CORP                                           | CDW CORPORATION                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     86700 | NS      | $16355088.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                          | UNITED PARCEL SERVICE INC CL B                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    607660 | NS      | $115291331.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                           | TANDEM DIABETES CARE INC                                            | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    737520 | NS      | $31012716.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTEX BHD                                       | SCIENTEX BHD                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1245100 | NS      | $943893.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC CORP                               | ASSOCIATED BANC CORP                                                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |   2450715 | NS      | $60287589.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                        | GENPACT LTD                                                         | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |   1424316 | NS      | $65675210.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                     | DEUTSCHE BANK AG NEW YORK BNCH 3.961/VAR 11/26/2025                 | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2837593.14    | 0.00%             | 2025-11-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                                  | MFA FINANCIAL INC                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |    711000 | NS      | $7948980.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                            | GSK PLC SPONS ADR                                                   | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   1508227 | NS      | $52169571.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                        | NETFLIX INC                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    265900 | NS      | $81240427.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION BANKSHARES INC                               | UNION BANKSHARES INC                                                | CUSIP: 905400107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30712 | NS      | $758586.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC (UNGTD)                               | BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025                         | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2893799.22    | 0.00%             | 2025-05-07      | 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        |     75125 | NS      | $18731667.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                        | PHILLIPS 66 3.85% 04/09/2025                                        | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1955741.70    | 0.00%             | 2025-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YANTAI CHANGYU PIONEER WINE CO                     | YANTAI CHANGYU PIONEER WINE B                                       | CUSIP: N/A<br>LEI: 655600C3GCRQ97OZ2472       | Long             | EC               | CORP              | CN        |    273321 | NS      | $401553.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | TRAVELERS COMPANIES INC                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |   1312628 | NS      | $249149920.68  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                       | AT and T INC 0.9% 03/25/2024                                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2847750.30    | 0.00%             | 2024-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                            | SANTANDER HLDGS USA INC 4.26/VAR 06/09/2025                         | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2903664.30    | 0.00%             | 2025-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PLASTIC OMNIUM CIE                                 | PLASTIC OMNIUM CIE                                                  | CUSIP: N/A<br>LEI: 9695001VLC2KYXX0DW73       | Long             | EC               | CORP              | FR        |    103600 | NS      | $1622186.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATKORE INC                                         | ATKORE INC                                                          | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    149292 | NS      | $18236017.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                         | EVERGY INC                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |   1222564 | NS      | $72388014.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                        | ALNYLAM PHARMACEUTICALS INC                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     99200 | NS      | $21882528.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BELC CO LTD                                        | BELC CO LTD                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10400 | NS      | $433583.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY FRN SOFR+62.5 01/24/2025                             | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2952000.00    | 0.00%             | 2025-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                         | TWILIO INC CLASS A                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |    319500 | NS      | $15661890.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                                    | INTL BUS MACH CORP                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     58082 | NS      | $8648409.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                     | ALLISON TRANSMISSION HLDGS INC                                      | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    172317 | NS      | $7719801.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    429512 | NS      | $39974681.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025                        | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2930760.00    | 0.00%             | 2025-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PETMED EXRESS INC                                  | PETMED EXPRESS INC                                                  | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     35646 | NS      | $705790.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DAITO PHARMACEUTICAL CO LTD                        | DAITO PHARMACEUTICAL CO LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     55500 | NS      | $1051611.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICF INTERNATIONAL INC                              | ICF INTERNATIONAL INC                                               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |    101560 | NS      | $11006057.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                           | AES CORP 3.3% 07/15/2025 144A                                       | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1871850.74    | 0.00%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KANEKO SEEDS CO LTD                                | KANEKO SEEDS CO LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     58100 | NS      | $603579.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMAX CORPORATION                                   | IMAX CORPORATION                                                    | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |   1334410 | NS      | $22538184.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP            | SCIENCE APPLICATIONS INTERNATIONAL CORP                             | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     39000 | NS      | $4294290.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN and BRADSTREET HOLDINGS INC                    | DUN and BRADSTREET HOLDINGS IN                                      | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210124 | NS      | $2828269.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                                   | ENSTAR GROUP LTD                                                    | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |     17110 | NS      | $3729808.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                          | NEW JERSEY RESOURCES CORP                                           | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     98610 | NS      | $4905847.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MISSISSIPPI POWER CO                               | MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024                           | CUSIP: 605417CC6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1954387.66    | 0.00%             | 2024-06-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                | GLOBAL PAYMENTS INC                                                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     34400 | NS      | $3570032.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                         | FEDEX CORP                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    191183 | NS      | $34837366.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LDC SA                                             | LDC SA                                                              | CUSIP: N/A<br>LEI: 969500W6740M4US9ES57       | Long             | EC               | CORP              | FR        |     10059 | NS      | $1100302.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | EDISON INTL                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    239600 | NS      | $15971736.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                               | ENPRO INDUSTRIES INC                                                | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      9500 | NS      | $1128600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJER ALMA AB                                     | BEIJER ALMA AB SER B                                                | CUSIP: N/A<br>LEI: 549300HJX9BNG5055Z38       | Long             | EC               | CORP              | SE        |    120100 | NS      | $1929801.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NT BUTTERFIELD and SON LTD/THE             | BANK OF NT BUTTERFIELD and SON LTD                                  | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |     49522 | NS      | $1723365.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                           | GOGO INC                                                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    168260 | NS      | $2639999.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATANABE SATO CO LTD                               | WATANABE SATO CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3500 | NS      | $61347.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                | SILGAN HOLDINGS INC                                                 | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     30000 | NS      | $1587000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                                    | EAGLE MATERIALS INC                                                 | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    208747 | NS      | $28460565.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                      | VALVOLINE INC                                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    703987 | NS      | $23217491.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                                 | BYLINE BANCORP INC                                                  | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     90910 | NS      | $2071838.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                       | ENBRIDGE INC FRN SFRIX+63 02/16/2024                                | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2970690.30    | 0.00%             | 2024-02-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                 | BAYTEX ENERGY CORP                                                  | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |    920400 | NS      | $4700701.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MICRON TECHNOLOGY INC                              | MICRON TECHNOLOGY INC                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |   1148150 | NS      | $66190847.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                         | BRIDGEWATER BANCSHARES INC                                          | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |    194940 | NS      | $3756493.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                     | CANADIAN NATL RESOURCES LTD                                         | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   1013500 | NS      | $60509374.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | TRUIST FINL CORP                                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   1148242 | NS      | $53749208.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                 | CENOVUS ENERGY INC WT 01/01/26                                      | CUSIP: 15135U117<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    117180 | NS      | $1757939.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS HEALTH CORP                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    725193 | NS      | $73882662.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT INC                       | PLYMOUTH INDL REIT INC                                              | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1390590 | NS      | $28785213.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC             | CCC INTELLIGENT SOLUTIONS HOLD PIPE                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    134385 | NS      | $1236342.00    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| PTC INC                                            | PTC INC                                                             | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |    237143 | NS      | $30166961.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                      | ANNALY CAPITAL MGMT INC REIT                                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    334200 | NS      | $7242114.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSACTION CO LTD                                 | TRANSACTION CO LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     49100 | NS      | $461319.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                    | EQUITY LIFESTYLE PPTYS INC                                          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    302500 | NS      | $20092050.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                             | SYNOVUS FINANCIAL CORP.                                             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    250250 | NS      | $10543032.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                 | WELLS FARGO and CO 0.805%/VAR 05/19/2025                            | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2330075.00    | 0.00%             | 2025-05-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | ROYAL BANK OF CANADA 2.55% 07/16/2024                               | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1924337.16    | 0.00%             | 2024-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STEVEN MADDEN LTD                                  | STEVEN MADDEN LTD                                                   | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     85710 | NS      | $2960423.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                        | VENTAS RLTY LTD PARTNERSHIP 3.5% 04/15/2024                         | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2915804.67    | 0.00%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                       | Fidelity Securities Lending Cash Central Fund                       | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 781113418 | NS      | $781191528.90  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                             | SAP SE SPON ADR                                                     | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |    484555 | NS      | $53722612.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| DISCOVER FINANCIAL SVS                             | DISCOVER FIN SVCS                                                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    375390 | NS      | $40677260.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                        | PENTAIR PLC                                                         | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |    656400 | NS      | $30043428.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                      | UNIVERSAL HEALTH SVCS INC CL B                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    296077 | NS      | $38741675.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                         | BELDEN INC                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     78586 | NS      | $6321457.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLIED MATERIALS INC                              | APPLIED MATERIALS INC                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    207918 | NS      | $22787812.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | SOCIETE GENERALE FRANCE FRN SOFR+105 01/21/2026 144A                | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2875200.00    | 0.00%             | 2026-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS INC                        | HOST HOTELS and RESORTS INC                                         | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   1015500 | NS      | $19233570.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                         | ECOLAB INC                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     76300 | NS      | $11432029.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026 | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $882262.60     | 0.00%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILL GROUP INC                                     | WILL GROUP INC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    187400 | NS      | $1871698.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1189236 | NS      | $201254408.28  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE             | LIBERTY FORMULA ONE-C                                               | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287500 | NS      | $17520250.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANT GROUP CORPORATION                            | AVANT GROUP CORPORATION                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    180500 | NS      | $1993708.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAGI and CO LTD                                    | YAGI and CO LTD                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17945 | NS      | $144891.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITIME CORP                                        | SITIME CORP                                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29870 | NS      | $3150090.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC 3.106%/VAR 04/08/2026                                 | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1897056.90    | 0.00%             | 2026-04-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAR HARBOR BANKSHARES                              | BAR HARBOR BANKSHARES                                               | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101400 | NS      | $3069378.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                                | AVID TECHNOLOGY INC                                                 | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     93200 | NS      | $2617056.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAMPA ELECTRIC CO                                  | TAMPA ELECTRIC CO 3.875% 07/12/2024                                 | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1953742.16    | 0.00%             | 2024-07-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRESSANCE CORP                                     | PRESSANCE CORP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    305900 | NS      | $3563115.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                       | ALIMENTATION COUCHE-TARD INC                                        | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    429700 | NS      | $19575523.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLSCOT MOBILE MINI HOLDINGS CORP                 | WILLSCOT MOBILE MINI HOLDINGS CORP                                  | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    947100 | NS      | $45659691.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                           | VICTORIA'S SECRET and CO                                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    130540 | NS      | $6004840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                       | ASSURANT INC                                                        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    201430 | NS      | $25827354.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                  | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A  | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2334563 | PA      | $2239558.48    | 0.00%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAMES SYSTEM CO LTD                  | INTERNATIONAL GAMES SYS CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    471000 | NS      | $6002656.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   2404784 | NS      | $332293053.12  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                         | MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026                         | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1839123.82    | 0.00%             | 2026-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO 4.023/VAR 12/05/2024                          | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963918.25    | 0.00%             | 2024-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAM THERAPEUTICS INC                              | BEAM THERAPEUTICS INC                                               | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70000 | NS      | $3233300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTENE CORP DEL                                   | CENTENE CORP                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   2788400 | NS      | $242730220.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                     | MASTERCARD INC CL A                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    167186 | NS      | $59585090.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIRLINES INC                                 | DELTA AIR INC                                                       | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    601200 | NS      | $21264444.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                     | PRICESMART INC                                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     40949 | NS      | $2909016.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW INTERNATIONAL INC                               | WW INTL INC                                                         | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     90577 | NS      | $374083.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MARSH and MCLENNAN COS INC                         | MARSH and MCLENNAN COS INC 3.875% 03/15/2024                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959290.60    | 0.00%             | 2024-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                           | BAYER AG                                                            | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    268708 | NS      | $15594980.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                 | WELLS FARGO and CO                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |  14963351 | NS      | $717492680.45  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                           | UNIVERSAL MUSIC GROUP NV                                            | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |   1577883 | NS      | $37523285.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                             | WEBSTER FINANCIAL                                                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    519291 | NS      | $28218272.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC                              | DUPONT DE NEMOURS INC                                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |   2158775 | NS      | $152215225.25  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMEI CORP                                         | KAMEI CORP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    149800 | NS      | $1316683.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORP                                         | SYSCO CORP                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    614955 | NS      | $53199757.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                           | ESSEX PROPERTY TRUST INC                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     42200 | NS      | $9300036.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                                       | GENTHERM INC                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     56558 | NS      | $4048987.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                    | PPL CORPORATION                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    802100 | NS      | $23677992.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                 | ENERGY TRANSFER LP 4.25% 04/01/2024                                 | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940161.13    | 0.00%             | 2024-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                         | CAPITAL ONE FINANCIAL CORP 4.166%/VAR 05/09/2025                    | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945668.62    | 0.00%             | 2025-05-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HY LOK CORP                                        | HY LOK CORP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     61216 | NS      | $1090523.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY 3.620%/VAR 04/17/2025                                | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2923918.95    | 0.00%             | 2025-04-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                                  | XPO LOGISTICS INC                                                   | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    265241 | NS      | $10243607.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                | CARDINAL HEALTH INC                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    634527 | NS      | $50870029.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                          | GREIF INC CL A                                                      | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    364900 | NS      | $25656119.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS SVCS GROUP INC                         | NATURAL GAS SERVICES GROUP                                          | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161211 | NS      | $1781381.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                         | DCP MIDSTREAM OPER LP 5.375% 07/15/2025                             | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962733.04    | 0.00%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DONALDSON INC                                      | DONALDSON CO INC                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    219303 | NS      | $13359938.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZNEXT CORP                                      | RAIZNEXT CORP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    201000 | NS      | $1843714.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC                     | NEXTIER OILFIELD SOLUTIONS INC                                      | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    253320 | NS      | $2581330.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  15517656 | NS      | $587343279.60  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                                       | MEDIFAST INC                                                        | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     19771 | NS      | $2492134.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC                       | FOCUS FINANCIAL PARTNERS INC CL A                                   | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |    150600 | NS      | $5746896.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                          | GRACO INC                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    289600 | NS      | $20263312.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COS INC                          | HAVERTY FURNITURE COS INC                                           | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     24604 | NS      | $775764.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WORKDAY INC                                        | WORKDAY INC CL A                                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    138023 | NS      | $23174061.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                    | BJS WHSL CLUB HLDGS INC                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    145091 | NS      | $10916646.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                     | AMETEK INC NEW                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |   1017200 | NS      | $144869624.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                     | TD SYNNEX CORP                                                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    124300 | NS      | $12715890.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A        | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2769379.86    | 0.00%             | 2024-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTECH CORP                                        | TOTECH CORP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18400 | NS      | $440999.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                    | ASML HOLDING NV                                                     | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     41100 | NS      | $25092378.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                           | SILICON LABORATORIES INC                                            | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     64934 | NS      | $9444000.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                         | INSMED INC                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    221600 | NS      | $4097384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024                    | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2865714.78    | 0.00%             | 2024-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VAN LANSCHOT KEMPEN NV                             | VAN LANSCHOT KEMPEN NV                                              | CUSIP: N/A<br>LEI: 724500D8WOYCL1BUCB80       | Long             | EC               | CORP              | NL        |      5800 | NS      | $139254.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                              | SPTR 11/30/2023 FAMS ETRS BOFA +.335                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DO               | CORP              | US        |     23172 | NC      | $6088072.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DECKERS OUTDOOR CORP                               | DECKERS OUTDOOR CORP                                                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     13145 | NS      | $5243277.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYS INC                                    | VARONIS SYSTEMS INC                                                 | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |    252380 | NS      | $5360551.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                           | VSE CORP                                                            | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |    123000 | NS      | $6031920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPOD TECHNOLOGY CORP                             | TRIPOD TECHNOLOGY CORP                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    582000 | NS      | $1843692.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                  | SYNEOS HEALTH INC                                                   | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    181280 | NS      | $6395558.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                         | HUMANA INC                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    348000 | NS      | $191365200.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                        | LENNAR CORP CL A                                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    355300 | NS      | $31205999.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARATA CORPORATION                                  | ARATA CORPORATION                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     71900 | NS      | $2113615.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC                        | INSPIRE MEDICAL SYSTEMS INC                                         | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     32000 | NS      | $7730240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | SOCIETE GENERALE FRANCE 3.875% 03/28/2024 144A                      | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2930140.74    | 0.00%             | 2024-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                     | FLOWSERVE CORP                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |   1343631 | NS      | $42136268.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SITRONIX TECHNOLOGY CORP                           | SITRONIX TECHNOLOGY CORP                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     20000 | NS      | $126049.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                       | WP CAREY INC 4.6% 04/01/2024                                        | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2981885.49    | 0.00%             | 2024-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNB CORP PA                                        | FNB CORP PA                                                         | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   1293980 | NS      | $18245118.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                | GILEAD SCIENCES INC                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    136040 | NS      | $11948393.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                                | DOUGLAS ELLIMAN INC                                                 | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    122419 | NS      | $504366.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYBANK NATL ASSN                                  | KEYBANK NATL ASSN FRN SOFR+32 06/14/2024                            | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2967916.38    | 0.00%             | 2024-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                      | RIO TINTO PLC SPON ADR                                              | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     10000 | NS      | $686400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITEDHEALTH GROUP INC                             | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    976430 | NS      | $534849296.80  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                     | ADVANCED ENERGY INDUSTRIES INC                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    160200 | NS      | $14840928.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                        | EXELON CORP                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   1082466 | NS      | $44781618.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                      | BUNGE LIMITED                                                       | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |    767400 | NS      | $80454216.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                   | WILLIAMS COS INC 4.55% 06/24/2024                                   | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2968974.06    | 0.00%             | 2024-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEON CREDIT SERVICE ASIA CO LTD                    | AEON CREDIT SRVC (ASIA) CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   2930000 | NS      | $1794542.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                      | NORDSTROM INC                                                       | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    338600 | NS      | $7100442.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVERSAL DISPLAY CORP                             | UNIVERSAL DISPLAY CORP                                              | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73892 | NS      | $8321717.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                           | SIMON PPTY GROUP INC - REIT                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    366735 | NS      | $43802828.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                  | KOSMOS ENERGY LTD                                                   | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   9072028 | NS      | $60328986.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICAT (SA DES CIMENTS)                             | VICAT (SA DES CIMENTS)                                              | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |     28718 | NS      | $690218.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE9 INC                                          | FIVE9 INC                                                           | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |    474383 | NS      | $30412694.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MURAKAMI CORP                                      | MURAKAMI CORP                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     19800 | NS      | $334663.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| C UYEMURA and CO LTD                               | UYEMURA (C) and CO                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     77700 | NS      | $3959165.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENKOKU HOSHO CO LTD                               | ZENKOKU HOSHO CO LTD                                                | CUSIP: N/A<br>LEI: 353800VOQEKTSCSL9O03       | Long             | EC               | CORP              | JP        |     53600 | NS      | $1995741.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                              | JPMORGAN CHASE and CO 0.563%/VAR 02/16/2025                         | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2815081.47    | 0.00%             | 2025-02-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EVERTEC INC                                        | EVERTEC INC                                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    105280 | NS      | $3555305.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                           | RENESAS ELECTRONICS CORP                                            | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   3801200 | NS      | $37281056.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                 | COUPA SOFTWARE INC                                                  | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |    191200 | NS      | $12091488.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                   | ALTRIA GROUP INC                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   1539881 | NS      | $71727656.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD                         | GRAFTECH INTERNATIONAL LTD                                          | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |   1028200 | NS      | $5552280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                    | GEN DIGITAL INC                                                     | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |   3232400 | NS      | $74215904.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS INC                          | UTAH MEDICAL PRODUCTS INC                                           | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      6043 | NS      | $538189.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                          | NATWEST GROUP PLC                                                   | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1312300 | NS      | $4173521.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                      | GOLDMAN SACHS GROUP INC (THE) 3.625% 02/20/2024                     | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966146.82    | 0.00%             | 2024-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SKYWEST INC                                        | SKYWEST INC                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     51430 | NS      | $948883.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                        | ASHLAND INC                                                         | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     49800 | NS      | $5571126.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                                 | LIBERTY ENERGY INC CL A                                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220009 | NS      | $3636748.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HACKETT GROUP INC                                  | HACKETT GROUP INC                                                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     50502 | NS      | $1166596.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                      | REPLIGEN                                                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     90600 | NS      | $16202904.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                          | MOSAIC CO NEW                                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    251300 | NS      | $12891690.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                            | RXO INC                                                             | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287836 | NS      | $5468884.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                  | NEWMARK GROUP INC CL A                                              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2388000 | NS      | $20250240.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                              | CIVITAS RESOURCES INC                                               | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     95065 | NS      | $6403578.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                | AMERICAN TOWER CORP                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    280799 | NS      | $62126778.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                                       | EXPONENT INC                                                        | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     91976 | NS      | $9511238.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                      | DYNATRACE INC                                                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263602 | NS      | $10214577.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                                       | ARCONIC CORP                                                        | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    319950 | NS      | $7624408.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS INC                                          | ENNIS INC                                                           | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45882 | NS      | $1065838.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                    | ROSS STORES INC                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    503700 | NS      | $59270379.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                  | FLOWERS FOODS INC                                                   | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    353787 | NS      | $10631299.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                              | LEMAITRE VASCULAR INC                                               | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     32709 | NS      | $1532416.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHASE CORP                                         | CHASE CORP                                                          | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13195 | NS      | $1253525.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENCO SHIPPING and TRADING LTD                     | GENCO SHIPPING and TRADING LTD                                      | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |    222600 | NS      | $3301158.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                              | MOHAWK INDUSTRIES INC                                               | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    348206 | NS      | $35283713.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                                        | NEOGEN CORP                                                         | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    191149 | NS      | $3165427.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                                  | DXC TECHNOLOGY CO                                                   | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    140710 | NS      | $4174865.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                          | TALANX AKTIENGESELLSCHAFT                                           | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |    145341 | NS      | $6461509.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS HOLDING CORP                              | US FOODS HOLDING CORP                                               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   2529065 | NS      | $92513197.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TONGDAO LIEPIN GROUP                               | TONGDAO LIEPIN GROUP                                                | CUSIP: N/A<br>LEI: 30030027GU9V3OLVUK70       | Long             | EC               | CORP              | KY        |    673069 | NS      | $680043.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BETSSON AB                                         | BETSSON AB CL B                                                     | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               | CORP              | SE        |    166700 | NS      | $1364910.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORP                                       | INSULET CORP                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |    169000 | NS      | $50593530.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHINSHO CORP                                       | SHINSHO CORP                                                        | CUSIP: N/A<br>LEI: 353800MF9VQ3QTWAAX41       | Long             | EC               | CORP              | JP        |     29700 | NS      | $979596.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMDOCS LIMITED                                     | AMDOCS LTD                                                          | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    974431 | NS      | $86587938.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                        | OVINTIV INC                                                         | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1114630 | NS      | $62151768.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGY TRANSFER LP                                 | ENERGY TRANSFER LP 5.875% 01/15/2024                                | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011481.66    | 0.00%             | 2024-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACWEST BANCORP DE                                 | PACWEST BANCORP                                                     | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |   1191366 | NS      | $31118479.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP                     | BROOKFIELD INFRASTRUCTURE - A                                       | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    312400 | NS      | $14645312.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JOHNSON and JOHNSON                                | JOHNSON and JOHNSON                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    501889 | NS      | $89336242.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                        | NN GROUP NV                                                         | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    131103 | NS      | $5602877.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAWNRAYS PHARMACEUTICAL (HOLDINGS) LTD             | DAWNRAYS PHARMACEUTICAL (HOLD)                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   2354000 | NS      | $337867.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PETROLEUM and CHEM CORP                      | CHINA PETROL and CHEM CORP H                                        | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |   7586000 | NS      | $3581307.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP 4% 02/15/2025                                               | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1941690.90    | 0.00%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                    | SEALED AIR CORP                                                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    132200 | NS      | $7037006.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                        | INVESCO LTD                                                         | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    584300 | NS      | $11165973.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                     | WYNDHAM HOTELS and RESORTS INC                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    407048 | NS      | $29844759.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                                         | ERASCA INC                                                          | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382493 | NS      | $2887822.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2760497.13    | 0.00%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                               | RANGE RESOURCES CORP                                                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    722430 | NS      | $20856554.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                     | BORGWARNER INC                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    442603 | NS      | $18815053.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                       | AMERICAN FINL GROUP INC OHIO                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    112715 | NS      | $16030327.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRION CORPORATION                                 | ATRION CORPORATION                                                  | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2450 | NS      | $1481760.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                 | JOHNSON CONTROLS INTERNATIONAL PLC                                  | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    139493 | NS      | $9267914.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                         | PINNACLE WEST CAPITAL CORP                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     83200 | NS      | $6516224.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                         | VMWARE INC 1% 08/15/2024                                            | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1862256.02    | 0.00%             | 2024-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | CISCO SYSTEMS INC                                                   | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1952400 | NS      | $97073328.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO                                  | NEW YORK TIMES CO CL A                                              | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    393900 | NS      | $14436435.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORP                              | LANCASTER COLONY CORP                                               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     33785 | NS      | $6998224.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                           | CELLDEX THERAPEUTICS INC                                            | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |    606532 | NS      | $22496271.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORPORATION 3.95% 04/21/2025                        | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931949.95    | 0.00%             | 2025-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLLIES BARGAIN OUTLET HLDGS INC                    | OLLIES BARGAIN OUTLET HOLDINGS INC                                  | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      6630 | NS      | $403767.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE ENERGY CO                                      | DTE ENERGY CO STEP 11/01/2024                                       | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2953876.62    | 0.00%             | 2024-11-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFICIENT INC                                     | PERFICIENT INC                                                      | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    147212 | NS      | $10459412.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                | AMERICAN EXPRESS CO                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    219695 | NS      | $34621735.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                          | COLUMBUS MCKINNON CORP NY                                           | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |    255490 | NS      | $8234442.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUSTEAD PROJECTS LTD                              | BOUSTEAD PROJECTS PTE LTD                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   2180500 | NS      | $1240466.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                           | JAZZ PHARMA PLC                                                     | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     55900 | NS      | $8771269.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAISONS DU MONDE SA                                | MAISONS DU MONDE SA                                                 | CUSIP: N/A<br>LEI: 9695009DV2698O4ZBU71       | Long             | EC               | CORP              | FR        |    433700 | NS      | $5342274.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                | COGNIZANT TECH SOLUTIONS CL A                                       | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |   1551600 | NS      | $96525036.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                                   | BARNES GROUP INC                                                    | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     79277 | NS      | $3376407.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                       | PROLOGIS INC REIT                                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    271100 | NS      | $31932869.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                          | BROOKFIELD RENEWABLE CORP                                           | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    106080 | NS      | $3459268.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CADENCE BANK                                       | CADENCE BANK                                                        | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    669710 | NS      | $19314436.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MATCH GROUP INC                                    | MATCH GROUP INC                                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     30600 | NS      | $1547136.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSTEM INFORMATION CO LTD                          | SYSTEM INFORMATION CO LTD                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     48000 | NS      | $315514.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASIMO CORP                                        | MASIMO CORP                                                         | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    180000 | NS      | $26089200.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX BIO-TECHNOLOGY LTD                           | ESSEX BIO-TECHNOLOGY LTD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    320000 | NS      | $138682.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE CORP DEL                                  | CELANESE CORP                                                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     65500 | NS      | $7028150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                                      | MAXLINEAR INC                                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     45530 | NS      | $1666398.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                       | ALPHABET INC CL A                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   5276940 | NS      | $532918170.60  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                                | ONTO INNOVATION INC                                                 | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |     47620 | NS      | $3807219.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARIMA KYOWA CO LTD                                | HARIMA KYOWA CO LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25100 | NS      | $284552.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | UBER TECHNOLOGIES INC                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    536400 | NS      | $15630696.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOVOS BRANDS INC                                   | SOVOS BRANDS INC                                                    | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107370 | NS      | $1545054.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL 4.875% 06/13/2025                               | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2902069.32    | 0.00%             | 2025-06-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                       | NEWMONT CORP                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    377600 | NS      | $17924672.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES INC                                | SPIRIT AIRLINES INC                                                 | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     75750 | NS      | $1644532.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                     | CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025                        | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $933346.95     | 0.00%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEER INC                                           | SEER INC                                                            | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       820 | NS      | $5297.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA INC                                     | ALTICE USA INC A                                                    | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    502000 | NS      | $2289120.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGHT INC                                         | ALIGHT INC CL A                                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    467300 | NS      | $4032799.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW US CAPITAL LLC                                 | BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A                     | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994162.92     | 0.00%             | 2025-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RAPT THERAPEUTICS INC                              | RAPT THERAPEUTICS INC                                               | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |    891280 | NS      | $15757830.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HLDGS LLC                              | CELANESE US HLDGS LLC 5.9% 07/05/2024                               | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2981657.25    | 0.00%             | 2024-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                     | PNC FINANCIAL SERVICES GRP INC                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |   1002444 | NS      | $168671227.44  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                     | DISNEY (WALT) CO                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    804722 | NS      | $78758142.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                       | OMNICELL INC                                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     63090 | NS      | $3256074.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                        | AUTOLIV INC                                                         | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |    126958 | NS      | $11223087.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO                                  | FRANKLIN COVEY CO                                                   | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22377 | NS      | $1162708.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                                  | ERIE INDEMNITY CO CL A                                              | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |     42500 | NS      | $12001575.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                            | SEA LTD ADR                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |    210200 | NS      | $12269374.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer